CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2590 |
1.2565 |
-0.0025 |
-0.2% |
1.2580 |
| High |
1.2641 |
1.2587 |
-0.0054 |
-0.4% |
1.2744 |
| Low |
1.2529 |
1.2485 |
-0.0044 |
-0.4% |
1.2566 |
| Close |
1.2567 |
1.2508 |
-0.0059 |
-0.5% |
1.2595 |
| Range |
0.0112 |
0.0102 |
-0.0010 |
-8.9% |
0.0178 |
| ATR |
0.0094 |
0.0094 |
0.0001 |
0.6% |
0.0000 |
| Volume |
7,945 |
9,987 |
2,042 |
25.7% |
7,286 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2833 |
1.2772 |
1.2564 |
|
| R3 |
1.2731 |
1.2670 |
1.2536 |
|
| R2 |
1.2629 |
1.2629 |
1.2527 |
|
| R1 |
1.2568 |
1.2568 |
1.2517 |
1.2548 |
| PP |
1.2527 |
1.2527 |
1.2527 |
1.2516 |
| S1 |
1.2466 |
1.2466 |
1.2499 |
1.2446 |
| S2 |
1.2425 |
1.2425 |
1.2489 |
|
| S3 |
1.2323 |
1.2364 |
1.2480 |
|
| S4 |
1.2221 |
1.2262 |
1.2452 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3060 |
1.2693 |
|
| R3 |
1.2991 |
1.2882 |
1.2644 |
|
| R2 |
1.2813 |
1.2813 |
1.2628 |
|
| R1 |
1.2704 |
1.2704 |
1.2611 |
1.2759 |
| PP |
1.2635 |
1.2635 |
1.2635 |
1.2662 |
| S1 |
1.2526 |
1.2526 |
1.2579 |
1.2581 |
| S2 |
1.2457 |
1.2457 |
1.2562 |
|
| S3 |
1.2279 |
1.2348 |
1.2546 |
|
| S4 |
1.2101 |
1.2170 |
1.2497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2744 |
1.2485 |
0.0259 |
2.1% |
0.0108 |
0.9% |
9% |
False |
True |
4,431 |
| 10 |
1.2755 |
1.2485 |
0.0270 |
2.2% |
0.0105 |
0.8% |
9% |
False |
True |
2,907 |
| 20 |
1.2819 |
1.2485 |
0.0334 |
2.7% |
0.0090 |
0.7% |
7% |
False |
True |
1,653 |
| 40 |
1.3133 |
1.2485 |
0.0648 |
5.2% |
0.0092 |
0.7% |
4% |
False |
True |
1,002 |
| 60 |
1.3133 |
1.2485 |
0.0648 |
5.2% |
0.0088 |
0.7% |
4% |
False |
True |
887 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0074 |
0.6% |
22% |
False |
False |
716 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0066 |
0.5% |
22% |
False |
False |
574 |
| 120 |
1.3133 |
1.2168 |
0.0965 |
7.7% |
0.0059 |
0.5% |
35% |
False |
False |
489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3021 |
|
2.618 |
1.2854 |
|
1.618 |
1.2752 |
|
1.000 |
1.2689 |
|
0.618 |
1.2650 |
|
HIGH |
1.2587 |
|
0.618 |
1.2548 |
|
0.500 |
1.2536 |
|
0.382 |
1.2524 |
|
LOW |
1.2485 |
|
0.618 |
1.2422 |
|
1.000 |
1.2383 |
|
1.618 |
1.2320 |
|
2.618 |
1.2218 |
|
4.250 |
1.2052 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2536 |
1.2599 |
| PP |
1.2527 |
1.2569 |
| S1 |
1.2517 |
1.2538 |
|