CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2331 |
1.2292 |
-0.0039 |
-0.3% |
1.2381 |
| High |
1.2331 |
1.2293 |
-0.0038 |
-0.3% |
1.2422 |
| Low |
1.2267 |
1.2246 |
-0.0021 |
-0.2% |
1.2246 |
| Close |
1.2301 |
1.2255 |
-0.0046 |
-0.4% |
1.2255 |
| Range |
0.0064 |
0.0047 |
-0.0017 |
-26.6% |
0.0176 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
219 |
212 |
-7 |
-3.2% |
1,303 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2406 |
1.2377 |
1.2281 |
|
| R3 |
1.2359 |
1.2330 |
1.2268 |
|
| R2 |
1.2312 |
1.2312 |
1.2264 |
|
| R1 |
1.2283 |
1.2283 |
1.2259 |
1.2274 |
| PP |
1.2265 |
1.2265 |
1.2265 |
1.2260 |
| S1 |
1.2236 |
1.2236 |
1.2251 |
1.2227 |
| S2 |
1.2218 |
1.2218 |
1.2246 |
|
| S3 |
1.2171 |
1.2189 |
1.2242 |
|
| S4 |
1.2124 |
1.2142 |
1.2229 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2836 |
1.2721 |
1.2352 |
|
| R3 |
1.2660 |
1.2545 |
1.2303 |
|
| R2 |
1.2484 |
1.2484 |
1.2287 |
|
| R1 |
1.2369 |
1.2369 |
1.2271 |
1.2339 |
| PP |
1.2308 |
1.2308 |
1.2308 |
1.2292 |
| S1 |
1.2193 |
1.2193 |
1.2239 |
1.2163 |
| S2 |
1.2132 |
1.2132 |
1.2223 |
|
| S3 |
1.1956 |
1.2017 |
1.2207 |
|
| S4 |
1.1780 |
1.1841 |
1.2158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2422 |
1.2246 |
0.0176 |
1.4% |
0.0045 |
0.4% |
5% |
False |
True |
260 |
| 10 |
1.2514 |
1.2246 |
0.0268 |
2.2% |
0.0042 |
0.3% |
3% |
False |
True |
416 |
| 20 |
1.2725 |
1.2246 |
0.0479 |
3.9% |
0.0036 |
0.3% |
2% |
False |
True |
213 |
| 40 |
1.2877 |
1.2246 |
0.0631 |
5.1% |
0.0042 |
0.3% |
1% |
False |
True |
110 |
| 60 |
1.3105 |
1.2246 |
0.0859 |
7.0% |
0.0040 |
0.3% |
1% |
False |
True |
74 |
| 80 |
1.3105 |
1.2246 |
0.0859 |
7.0% |
0.0036 |
0.3% |
1% |
False |
True |
57 |
| 100 |
1.3105 |
1.2246 |
0.0859 |
7.0% |
0.0032 |
0.3% |
1% |
False |
True |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2493 |
|
2.618 |
1.2416 |
|
1.618 |
1.2369 |
|
1.000 |
1.2340 |
|
0.618 |
1.2322 |
|
HIGH |
1.2293 |
|
0.618 |
1.2275 |
|
0.500 |
1.2270 |
|
0.382 |
1.2264 |
|
LOW |
1.2246 |
|
0.618 |
1.2217 |
|
1.000 |
1.2199 |
|
1.618 |
1.2170 |
|
2.618 |
1.2123 |
|
4.250 |
1.2046 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2270 |
1.2332 |
| PP |
1.2265 |
1.2306 |
| S1 |
1.2260 |
1.2281 |
|