CME British Pound Future March 2024


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 1.2410 1.2381 -0.0029 -0.2% 1.2514
High 1.2441 1.2381 -0.0060 -0.5% 1.2514
Low 1.2382 1.2376 -0.0006 0.0% 1.2382
Close 1.2384 1.2376 -0.0008 -0.1% 1.2384
Range 0.0059 0.0005 -0.0054 -91.5% 0.0132
ATR 0.0058 0.0054 -0.0004 -6.2% 0.0000
Volume 362 246 -116 -32.0% 2,860
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.2393 1.2389 1.2379
R3 1.2388 1.2384 1.2377
R2 1.2383 1.2383 1.2377
R1 1.2379 1.2379 1.2376 1.2379
PP 1.2378 1.2378 1.2378 1.2377
S1 1.2374 1.2374 1.2376 1.2374
S2 1.2373 1.2373 1.2375
S3 1.2368 1.2369 1.2375
S4 1.2363 1.2364 1.2373
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.2823 1.2735 1.2457
R3 1.2691 1.2603 1.2420
R2 1.2559 1.2559 1.2408
R1 1.2471 1.2471 1.2396 1.2449
PP 1.2427 1.2427 1.2427 1.2416
S1 1.2339 1.2339 1.2372 1.2317
S2 1.2295 1.2295 1.2360
S3 1.2163 1.2207 1.2348
S4 1.2031 1.2075 1.2311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2505 1.2376 0.0129 1.0% 0.0039 0.3% 0% False True 620
10 1.2606 1.2376 0.0230 1.9% 0.0029 0.2% 0% False True 319
20 1.2768 1.2376 0.0392 3.2% 0.0037 0.3% 0% False True 161
40 1.2988 1.2376 0.0612 4.9% 0.0042 0.3% 0% False True 84
60 1.3105 1.2376 0.0729 5.9% 0.0038 0.3% 0% False True 58
80 1.3105 1.2324 0.0781 6.3% 0.0034 0.3% 7% False False 44
100 1.3105 1.2324 0.0781 6.3% 0.0031 0.2% 7% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2402
2.618 1.2394
1.618 1.2389
1.000 1.2386
0.618 1.2384
HIGH 1.2381
0.618 1.2379
0.500 1.2379
0.382 1.2378
LOW 1.2376
0.618 1.2373
1.000 1.2371
1.618 1.2368
2.618 1.2363
4.250 1.2355
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 1.2379 1.2441
PP 1.2378 1.2419
S1 1.2377 1.2398

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols