CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2700 |
1.2693 |
-0.0007 |
-0.1% |
1.2756 |
| High |
1.2718 |
1.2755 |
0.0037 |
0.3% |
1.2822 |
| Low |
1.2619 |
1.2678 |
0.0059 |
0.5% |
1.2669 |
| Close |
1.2678 |
1.2708 |
0.0030 |
0.2% |
1.2701 |
| Range |
0.0099 |
0.0077 |
-0.0022 |
-22.2% |
0.0153 |
| ATR |
0.0103 |
0.0102 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
90,413 |
94,077 |
3,664 |
4.1% |
356,385 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2945 |
1.2903 |
1.2750 |
|
| R3 |
1.2868 |
1.2826 |
1.2729 |
|
| R2 |
1.2791 |
1.2791 |
1.2722 |
|
| R1 |
1.2749 |
1.2749 |
1.2715 |
1.2770 |
| PP |
1.2714 |
1.2714 |
1.2714 |
1.2724 |
| S1 |
1.2672 |
1.2672 |
1.2701 |
1.2693 |
| S2 |
1.2637 |
1.2637 |
1.2694 |
|
| S3 |
1.2560 |
1.2595 |
1.2687 |
|
| S4 |
1.2483 |
1.2518 |
1.2666 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3098 |
1.2785 |
|
| R3 |
1.3037 |
1.2945 |
1.2743 |
|
| R2 |
1.2884 |
1.2884 |
1.2729 |
|
| R1 |
1.2792 |
1.2792 |
1.2715 |
1.2762 |
| PP |
1.2731 |
1.2731 |
1.2731 |
1.2715 |
| S1 |
1.2639 |
1.2639 |
1.2687 |
1.2609 |
| S2 |
1.2578 |
1.2578 |
1.2673 |
|
| S3 |
1.2425 |
1.2486 |
1.2659 |
|
| S4 |
1.2272 |
1.2333 |
1.2617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2822 |
1.2619 |
0.0203 |
1.6% |
0.0094 |
0.7% |
44% |
False |
False |
82,479 |
| 10 |
1.2822 |
1.2619 |
0.0203 |
1.6% |
0.0102 |
0.8% |
44% |
False |
False |
85,756 |
| 20 |
1.3046 |
1.2619 |
0.0427 |
3.4% |
0.0108 |
0.9% |
21% |
False |
False |
90,903 |
| 40 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0102 |
0.8% |
21% |
False |
False |
97,999 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0100 |
0.8% |
46% |
False |
False |
75,766 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0095 |
0.7% |
46% |
False |
False |
56,883 |
| 100 |
1.3146 |
1.2218 |
0.0928 |
7.3% |
0.0088 |
0.7% |
53% |
False |
False |
45,567 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0085 |
0.7% |
66% |
False |
False |
38,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3082 |
|
2.618 |
1.2957 |
|
1.618 |
1.2880 |
|
1.000 |
1.2832 |
|
0.618 |
1.2803 |
|
HIGH |
1.2755 |
|
0.618 |
1.2726 |
|
0.500 |
1.2717 |
|
0.382 |
1.2707 |
|
LOW |
1.2678 |
|
0.618 |
1.2630 |
|
1.000 |
1.2601 |
|
1.618 |
1.2553 |
|
2.618 |
1.2476 |
|
4.250 |
1.2351 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2717 |
1.2701 |
| PP |
1.2714 |
1.2694 |
| S1 |
1.2711 |
1.2687 |
|