CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2383 |
1.2385 |
0.0002 |
0.0% |
1.2468 |
| High |
1.2410 |
1.2425 |
0.0015 |
0.1% |
1.2548 |
| Low |
1.2370 |
1.2369 |
-0.0001 |
0.0% |
1.2379 |
| Close |
1.2374 |
1.2390 |
0.0016 |
0.1% |
1.2382 |
| Range |
0.0040 |
0.0056 |
0.0016 |
40.0% |
0.0169 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
62,256 |
64,387 |
2,131 |
3.4% |
459,761 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2563 |
1.2532 |
1.2421 |
|
| R3 |
1.2507 |
1.2476 |
1.2405 |
|
| R2 |
1.2451 |
1.2451 |
1.2400 |
|
| R1 |
1.2420 |
1.2420 |
1.2395 |
1.2436 |
| PP |
1.2395 |
1.2395 |
1.2395 |
1.2402 |
| S1 |
1.2364 |
1.2364 |
1.2385 |
1.2380 |
| S2 |
1.2339 |
1.2339 |
1.2380 |
|
| S3 |
1.2283 |
1.2308 |
1.2375 |
|
| S4 |
1.2227 |
1.2252 |
1.2359 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2943 |
1.2832 |
1.2475 |
|
| R3 |
1.2774 |
1.2663 |
1.2428 |
|
| R2 |
1.2605 |
1.2605 |
1.2413 |
|
| R1 |
1.2494 |
1.2494 |
1.2397 |
1.2465 |
| PP |
1.2436 |
1.2436 |
1.2436 |
1.2422 |
| S1 |
1.2325 |
1.2325 |
1.2367 |
1.2296 |
| S2 |
1.2267 |
1.2267 |
1.2351 |
|
| S3 |
1.2098 |
1.2156 |
1.2336 |
|
| S4 |
1.1929 |
1.1987 |
1.2289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2513 |
1.2369 |
0.0144 |
1.2% |
0.0070 |
0.6% |
15% |
False |
True |
97,871 |
| 10 |
1.2587 |
1.2369 |
0.0218 |
1.8% |
0.0072 |
0.6% |
10% |
False |
True |
61,162 |
| 20 |
1.2797 |
1.2369 |
0.0428 |
3.5% |
0.0087 |
0.7% |
5% |
False |
True |
31,586 |
| 40 |
1.2981 |
1.2369 |
0.0612 |
4.9% |
0.0087 |
0.7% |
3% |
False |
True |
15,926 |
| 60 |
1.3133 |
1.2369 |
0.0764 |
6.2% |
0.0086 |
0.7% |
3% |
False |
True |
10,776 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0080 |
0.6% |
7% |
False |
False |
8,236 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0070 |
0.6% |
7% |
False |
False |
6,591 |
| 120 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0062 |
0.5% |
7% |
False |
False |
5,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2663 |
|
2.618 |
1.2572 |
|
1.618 |
1.2516 |
|
1.000 |
1.2481 |
|
0.618 |
1.2460 |
|
HIGH |
1.2425 |
|
0.618 |
1.2404 |
|
0.500 |
1.2397 |
|
0.382 |
1.2390 |
|
LOW |
1.2369 |
|
0.618 |
1.2334 |
|
1.000 |
1.2313 |
|
1.618 |
1.2278 |
|
2.618 |
1.2222 |
|
4.250 |
1.2131 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2397 |
1.2408 |
| PP |
1.2395 |
1.2402 |
| S1 |
1.2392 |
1.2396 |
|