CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2687 |
1.2667 |
-0.0020 |
-0.2% |
1.2603 |
| High |
1.2687 |
1.2702 |
0.0015 |
0.1% |
1.2725 |
| Low |
1.2665 |
1.2581 |
-0.0084 |
-0.7% |
1.2581 |
| Close |
1.2665 |
1.2594 |
-0.0071 |
-0.6% |
1.2594 |
| Range |
0.0022 |
0.0121 |
0.0099 |
450.0% |
0.0144 |
| ATR |
0.0058 |
0.0063 |
0.0004 |
7.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2989 |
1.2912 |
1.2661 |
|
| R3 |
1.2868 |
1.2791 |
1.2627 |
|
| R2 |
1.2747 |
1.2747 |
1.2616 |
|
| R1 |
1.2670 |
1.2670 |
1.2605 |
1.2648 |
| PP |
1.2626 |
1.2626 |
1.2626 |
1.2615 |
| S1 |
1.2549 |
1.2549 |
1.2583 |
1.2527 |
| S2 |
1.2505 |
1.2505 |
1.2572 |
|
| S3 |
1.2384 |
1.2428 |
1.2561 |
|
| S4 |
1.2263 |
1.2307 |
1.2527 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3065 |
1.2974 |
1.2673 |
|
| R3 |
1.2921 |
1.2830 |
1.2634 |
|
| R2 |
1.2777 |
1.2777 |
1.2620 |
|
| R1 |
1.2686 |
1.2686 |
1.2607 |
1.2660 |
| PP |
1.2633 |
1.2633 |
1.2633 |
1.2620 |
| S1 |
1.2542 |
1.2542 |
1.2581 |
1.2516 |
| S2 |
1.2489 |
1.2489 |
1.2568 |
|
| S3 |
1.2345 |
1.2398 |
1.2554 |
|
| S4 |
1.2201 |
1.2254 |
1.2515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2725 |
1.2581 |
0.0144 |
1.1% |
0.0031 |
0.2% |
9% |
False |
True |
1 |
| 10 |
1.2768 |
1.2551 |
0.0217 |
1.7% |
0.0046 |
0.4% |
20% |
False |
False |
4 |
| 20 |
1.2784 |
1.2551 |
0.0233 |
1.9% |
0.0041 |
0.3% |
18% |
False |
False |
5 |
| 40 |
1.3105 |
1.2551 |
0.0554 |
4.4% |
0.0044 |
0.4% |
8% |
False |
False |
5 |
| 60 |
1.3105 |
1.2507 |
0.0598 |
4.7% |
0.0036 |
0.3% |
15% |
False |
False |
5 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.2% |
0.0032 |
0.3% |
35% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3216 |
|
2.618 |
1.3019 |
|
1.618 |
1.2898 |
|
1.000 |
1.2823 |
|
0.618 |
1.2777 |
|
HIGH |
1.2702 |
|
0.618 |
1.2656 |
|
0.500 |
1.2642 |
|
0.382 |
1.2627 |
|
LOW |
1.2581 |
|
0.618 |
1.2506 |
|
1.000 |
1.2460 |
|
1.618 |
1.2385 |
|
2.618 |
1.2264 |
|
4.250 |
1.2067 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2642 |
1.2653 |
| PP |
1.2626 |
1.2633 |
| S1 |
1.2610 |
1.2614 |
|