CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2693 |
1.2707 |
0.0014 |
0.1% |
1.2756 |
| High |
1.2755 |
1.2770 |
0.0015 |
0.1% |
1.2822 |
| Low |
1.2678 |
1.2690 |
0.0012 |
0.1% |
1.2669 |
| Close |
1.2708 |
1.2727 |
0.0019 |
0.1% |
1.2701 |
| Range |
0.0077 |
0.0080 |
0.0003 |
3.9% |
0.0153 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
94,077 |
79,697 |
-14,380 |
-15.3% |
356,385 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2969 |
1.2928 |
1.2771 |
|
| R3 |
1.2889 |
1.2848 |
1.2749 |
|
| R2 |
1.2809 |
1.2809 |
1.2742 |
|
| R1 |
1.2768 |
1.2768 |
1.2734 |
1.2789 |
| PP |
1.2729 |
1.2729 |
1.2729 |
1.2739 |
| S1 |
1.2688 |
1.2688 |
1.2720 |
1.2709 |
| S2 |
1.2649 |
1.2649 |
1.2712 |
|
| S3 |
1.2569 |
1.2608 |
1.2705 |
|
| S4 |
1.2489 |
1.2528 |
1.2683 |
|
|
| 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% |
0.0096 |
0.8% |
53% |
False |
False |
86,270 |
| 10 |
1.2822 |
1.2619 |
0.0203 |
1.6% |
0.0098 |
0.8% |
53% |
False |
False |
83,711 |
| 20 |
1.2999 |
1.2619 |
0.0380 |
3.0% |
0.0103 |
0.8% |
28% |
False |
False |
88,141 |
| 40 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0101 |
0.8% |
24% |
False |
False |
96,615 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0100 |
0.8% |
48% |
False |
False |
77,092 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0095 |
0.7% |
48% |
False |
False |
57,877 |
| 100 |
1.3146 |
1.2256 |
0.0890 |
7.0% |
0.0088 |
0.7% |
53% |
False |
False |
46,363 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0085 |
0.7% |
67% |
False |
False |
38,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3110 |
|
2.618 |
1.2979 |
|
1.618 |
1.2899 |
|
1.000 |
1.2850 |
|
0.618 |
1.2819 |
|
HIGH |
1.2770 |
|
0.618 |
1.2739 |
|
0.500 |
1.2730 |
|
0.382 |
1.2721 |
|
LOW |
1.2690 |
|
0.618 |
1.2641 |
|
1.000 |
1.2610 |
|
1.618 |
1.2561 |
|
2.618 |
1.2481 |
|
4.250 |
1.2350 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2730 |
1.2716 |
| PP |
1.2729 |
1.2705 |
| S1 |
1.2728 |
1.2695 |
|