CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2162 |
1.2152 |
-0.0010 |
-0.1% |
1.2381 |
| High |
1.2177 |
1.2225 |
0.0048 |
0.4% |
1.2422 |
| Low |
1.2134 |
1.2151 |
0.0017 |
0.1% |
1.2246 |
| Close |
1.2152 |
1.2207 |
0.0055 |
0.5% |
1.2255 |
| Range |
0.0043 |
0.0074 |
0.0031 |
72.1% |
0.0176 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.3% |
0.0000 |
| Volume |
632 |
1,376 |
744 |
117.7% |
1,303 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2416 |
1.2386 |
1.2248 |
|
| R3 |
1.2342 |
1.2312 |
1.2227 |
|
| R2 |
1.2268 |
1.2268 |
1.2221 |
|
| R1 |
1.2238 |
1.2238 |
1.2214 |
1.2253 |
| PP |
1.2194 |
1.2194 |
1.2194 |
1.2202 |
| S1 |
1.2164 |
1.2164 |
1.2200 |
1.2179 |
| S2 |
1.2120 |
1.2120 |
1.2193 |
|
| S3 |
1.2046 |
1.2090 |
1.2187 |
|
| S4 |
1.1972 |
1.2016 |
1.2166 |
|
|
| 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 |
1.2293 |
1.2134 |
0.0159 |
1.3% |
0.0054 |
0.4% |
46% |
False |
False |
507 |
| 10 |
1.2441 |
1.2134 |
0.0307 |
2.5% |
0.0051 |
0.4% |
24% |
False |
False |
398 |
| 20 |
1.2702 |
1.2134 |
0.0568 |
4.7% |
0.0044 |
0.4% |
13% |
False |
False |
328 |
| 40 |
1.2789 |
1.2134 |
0.0655 |
5.4% |
0.0041 |
0.3% |
11% |
False |
False |
167 |
| 60 |
1.3105 |
1.2134 |
0.0971 |
8.0% |
0.0043 |
0.3% |
8% |
False |
False |
113 |
| 80 |
1.3105 |
1.2134 |
0.0971 |
8.0% |
0.0037 |
0.3% |
8% |
False |
False |
86 |
| 100 |
1.3105 |
1.2134 |
0.0971 |
8.0% |
0.0033 |
0.3% |
8% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2540 |
|
2.618 |
1.2419 |
|
1.618 |
1.2345 |
|
1.000 |
1.2299 |
|
0.618 |
1.2271 |
|
HIGH |
1.2225 |
|
0.618 |
1.2197 |
|
0.500 |
1.2188 |
|
0.382 |
1.2179 |
|
LOW |
1.2151 |
|
0.618 |
1.2105 |
|
1.000 |
1.2077 |
|
1.618 |
1.2031 |
|
2.618 |
1.1957 |
|
4.250 |
1.1837 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2201 |
1.2198 |
| PP |
1.2194 |
1.2189 |
| S1 |
1.2188 |
1.2181 |
|