CME British Pound Future March 2024


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 1.2381 1.2379 -0.0002 0.0% 1.2514
High 1.2381 1.2422 0.0041 0.3% 1.2514
Low 1.2376 1.2378 0.0002 0.0% 1.2382
Close 1.2376 1.2392 0.0016 0.1% 1.2384
Range 0.0005 0.0044 0.0039 780.0% 0.0132
ATR 0.0054 0.0054 -0.0001 -1.1% 0.0000
Volume 246 358 112 45.5% 2,860
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.2529 1.2505 1.2416
R3 1.2485 1.2461 1.2404
R2 1.2441 1.2441 1.2400
R1 1.2417 1.2417 1.2396 1.2429
PP 1.2397 1.2397 1.2397 1.2404
S1 1.2373 1.2373 1.2388 1.2385
S2 1.2353 1.2353 1.2384
S3 1.2309 1.2329 1.2380
S4 1.2265 1.2285 1.2368
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% 0.0044 0.4% 12% False False 661
10 1.2514 1.2376 0.0138 1.1% 0.0026 0.2% 12% False False 354
20 1.2768 1.2376 0.0392 3.2% 0.0039 0.3% 4% False False 179
40 1.2988 1.2376 0.0612 4.9% 0.0043 0.3% 3% False False 93
60 1.3105 1.2376 0.0729 5.9% 0.0038 0.3% 2% False False 63
80 1.3105 1.2324 0.0781 6.3% 0.0034 0.3% 9% False False 48
100 1.3105 1.2324 0.0781 6.3% 0.0031 0.3% 9% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2609
2.618 1.2537
1.618 1.2493
1.000 1.2466
0.618 1.2449
HIGH 1.2422
0.618 1.2405
0.500 1.2400
0.382 1.2395
LOW 1.2378
0.618 1.2351
1.000 1.2334
1.618 1.2307
2.618 1.2263
4.250 1.2191
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 1.2400 1.2409
PP 1.2397 1.2403
S1 1.2395 1.2398

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

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