CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 27-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2023 |
27-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2433 |
1.2489 |
0.0056 |
0.5% |
1.2456 |
| High |
1.2528 |
1.2525 |
-0.0003 |
0.0% |
1.2485 |
| Low |
1.2433 |
1.2472 |
0.0039 |
0.3% |
1.2395 |
| Close |
1.2483 |
1.2523 |
0.0040 |
0.3% |
1.2460 |
| Range |
0.0095 |
0.0053 |
-0.0042 |
-44.2% |
0.0090 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
34 |
20 |
-14 |
-41.2% |
949 |
|
| Daily Pivots for day following 27-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2666 |
1.2647 |
1.2552 |
|
| R3 |
1.2613 |
1.2594 |
1.2538 |
|
| R2 |
1.2560 |
1.2560 |
1.2533 |
|
| R1 |
1.2541 |
1.2541 |
1.2528 |
1.2551 |
| PP |
1.2507 |
1.2507 |
1.2507 |
1.2511 |
| S1 |
1.2488 |
1.2488 |
1.2518 |
1.2498 |
| S2 |
1.2454 |
1.2454 |
1.2513 |
|
| S3 |
1.2401 |
1.2435 |
1.2508 |
|
| S4 |
1.2348 |
1.2382 |
1.2494 |
|
|
| Weekly Pivots for week ending 21-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2717 |
1.2678 |
1.2510 |
|
| R3 |
1.2627 |
1.2588 |
1.2485 |
|
| R2 |
1.2537 |
1.2537 |
1.2477 |
|
| R1 |
1.2498 |
1.2498 |
1.2468 |
1.2518 |
| PP |
1.2447 |
1.2447 |
1.2447 |
1.2456 |
| S1 |
1.2408 |
1.2408 |
1.2452 |
1.2428 |
| S2 |
1.2357 |
1.2357 |
1.2444 |
|
| S3 |
1.2267 |
1.2318 |
1.2435 |
|
| S4 |
1.2177 |
1.2228 |
1.2411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2528 |
1.2397 |
0.0131 |
1.0% |
0.0072 |
0.6% |
96% |
False |
False |
56 |
| 10 |
1.2576 |
1.2395 |
0.0181 |
1.4% |
0.0066 |
0.5% |
71% |
False |
False |
185 |
| 20 |
1.2576 |
1.2316 |
0.0260 |
2.1% |
0.0065 |
0.5% |
80% |
False |
False |
293 |
| 40 |
1.2576 |
1.1870 |
0.0706 |
5.6% |
0.0070 |
0.6% |
92% |
False |
False |
235 |
| 60 |
1.2576 |
1.1870 |
0.0706 |
5.6% |
0.0062 |
0.5% |
92% |
False |
False |
168 |
| 80 |
1.2576 |
1.1870 |
0.0706 |
5.6% |
0.0053 |
0.4% |
92% |
False |
False |
126 |
| 100 |
1.2576 |
1.1870 |
0.0706 |
5.6% |
0.0050 |
0.4% |
92% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2750 |
|
2.618 |
1.2664 |
|
1.618 |
1.2611 |
|
1.000 |
1.2578 |
|
0.618 |
1.2558 |
|
HIGH |
1.2525 |
|
0.618 |
1.2505 |
|
0.500 |
1.2499 |
|
0.382 |
1.2492 |
|
LOW |
1.2472 |
|
0.618 |
1.2439 |
|
1.000 |
1.2419 |
|
1.618 |
1.2386 |
|
2.618 |
1.2333 |
|
4.250 |
1.2247 |
|
|
| Fisher Pivots for day following 27-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2515 |
1.2507 |
| PP |
1.2507 |
1.2491 |
| S1 |
1.2499 |
1.2475 |
|