CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2375 |
1.2331 |
-0.0044 |
-0.4% |
1.2514 |
| High |
1.2418 |
1.2331 |
-0.0087 |
-0.7% |
1.2514 |
| Low |
1.2353 |
1.2267 |
-0.0086 |
-0.7% |
1.2382 |
| Close |
1.2369 |
1.2301 |
-0.0068 |
-0.5% |
1.2384 |
| Range |
0.0065 |
0.0064 |
-0.0001 |
-1.5% |
0.0132 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
6.2% |
0.0000 |
| Volume |
268 |
219 |
-49 |
-18.3% |
2,860 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2492 |
1.2460 |
1.2336 |
|
| R3 |
1.2428 |
1.2396 |
1.2319 |
|
| R2 |
1.2364 |
1.2364 |
1.2313 |
|
| R1 |
1.2332 |
1.2332 |
1.2307 |
1.2316 |
| PP |
1.2300 |
1.2300 |
1.2300 |
1.2292 |
| S1 |
1.2268 |
1.2268 |
1.2295 |
1.2252 |
| S2 |
1.2236 |
1.2236 |
1.2289 |
|
| S3 |
1.2172 |
1.2204 |
1.2283 |
|
| S4 |
1.2108 |
1.2140 |
1.2266 |
|
|
| 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 |
1.2441 |
1.2267 |
0.0174 |
1.4% |
0.0047 |
0.4% |
20% |
False |
True |
290 |
| 10 |
1.2514 |
1.2267 |
0.0247 |
2.0% |
0.0037 |
0.3% |
14% |
False |
True |
395 |
| 20 |
1.2725 |
1.2267 |
0.0458 |
3.7% |
0.0039 |
0.3% |
7% |
False |
True |
202 |
| 40 |
1.2988 |
1.2267 |
0.0721 |
5.9% |
0.0046 |
0.4% |
5% |
False |
True |
105 |
| 60 |
1.3105 |
1.2267 |
0.0838 |
6.8% |
0.0039 |
0.3% |
4% |
False |
True |
71 |
| 80 |
1.3105 |
1.2267 |
0.0838 |
6.8% |
0.0035 |
0.3% |
4% |
False |
True |
55 |
| 100 |
1.3105 |
1.2267 |
0.0838 |
6.8% |
0.0031 |
0.3% |
4% |
False |
True |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2603 |
|
2.618 |
1.2499 |
|
1.618 |
1.2435 |
|
1.000 |
1.2395 |
|
0.618 |
1.2371 |
|
HIGH |
1.2331 |
|
0.618 |
1.2307 |
|
0.500 |
1.2299 |
|
0.382 |
1.2291 |
|
LOW |
1.2267 |
|
0.618 |
1.2227 |
|
1.000 |
1.2203 |
|
1.618 |
1.2163 |
|
2.618 |
1.2099 |
|
4.250 |
1.1995 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2300 |
1.2345 |
| PP |
1.2300 |
1.2330 |
| S1 |
1.2299 |
1.2316 |
|