CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2292 |
1.2260 |
-0.0032 |
-0.3% |
1.2381 |
| High |
1.2293 |
1.2261 |
-0.0032 |
-0.3% |
1.2422 |
| Low |
1.2246 |
1.2214 |
-0.0032 |
-0.3% |
1.2246 |
| Close |
1.2255 |
1.2220 |
-0.0035 |
-0.3% |
1.2255 |
| Range |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0176 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
212 |
155 |
-57 |
-26.9% |
1,303 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2373 |
1.2343 |
1.2246 |
|
| R3 |
1.2326 |
1.2296 |
1.2233 |
|
| R2 |
1.2279 |
1.2279 |
1.2229 |
|
| R1 |
1.2249 |
1.2249 |
1.2224 |
1.2241 |
| PP |
1.2232 |
1.2232 |
1.2232 |
1.2227 |
| S1 |
1.2202 |
1.2202 |
1.2216 |
1.2194 |
| S2 |
1.2185 |
1.2185 |
1.2211 |
|
| S3 |
1.2138 |
1.2155 |
1.2207 |
|
| S4 |
1.2091 |
1.2108 |
1.2194 |
|
|
| 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 |
1.2214 |
0.0208 |
1.7% |
0.0053 |
0.4% |
3% |
False |
True |
242 |
| 10 |
1.2505 |
1.2214 |
0.0291 |
2.4% |
0.0046 |
0.4% |
2% |
False |
True |
431 |
| 20 |
1.2725 |
1.2214 |
0.0511 |
4.2% |
0.0035 |
0.3% |
1% |
False |
True |
220 |
| 40 |
1.2833 |
1.2214 |
0.0619 |
5.1% |
0.0041 |
0.3% |
1% |
False |
True |
113 |
| 60 |
1.3105 |
1.2214 |
0.0891 |
7.3% |
0.0040 |
0.3% |
1% |
False |
True |
77 |
| 80 |
1.3105 |
1.2214 |
0.0891 |
7.3% |
0.0036 |
0.3% |
1% |
False |
True |
59 |
| 100 |
1.3105 |
1.2214 |
0.0891 |
7.3% |
0.0032 |
0.3% |
1% |
False |
True |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2461 |
|
2.618 |
1.2384 |
|
1.618 |
1.2337 |
|
1.000 |
1.2308 |
|
0.618 |
1.2290 |
|
HIGH |
1.2261 |
|
0.618 |
1.2243 |
|
0.500 |
1.2238 |
|
0.382 |
1.2232 |
|
LOW |
1.2214 |
|
0.618 |
1.2185 |
|
1.000 |
1.2167 |
|
1.618 |
1.2138 |
|
2.618 |
1.2091 |
|
4.250 |
1.2014 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2238 |
1.2273 |
| PP |
1.2232 |
1.2255 |
| S1 |
1.2226 |
1.2238 |
|