CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2733 |
1.2722 |
-0.0011 |
-0.1% |
1.2700 |
| High |
1.2767 |
1.2731 |
-0.0036 |
-0.3% |
1.2791 |
| Low |
1.2615 |
1.2592 |
-0.0023 |
-0.2% |
1.2619 |
| Close |
1.2718 |
1.2609 |
-0.0109 |
-0.9% |
1.2745 |
| Range |
0.0152 |
0.0139 |
-0.0013 |
-8.6% |
0.0172 |
| ATR |
0.0098 |
0.0101 |
0.0003 |
3.0% |
0.0000 |
| Volume |
157,050 |
102,712 |
-54,338 |
-34.6% |
434,796 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3061 |
1.2974 |
1.2685 |
|
| R3 |
1.2922 |
1.2835 |
1.2647 |
|
| R2 |
1.2783 |
1.2783 |
1.2634 |
|
| R1 |
1.2696 |
1.2696 |
1.2622 |
1.2670 |
| PP |
1.2644 |
1.2644 |
1.2644 |
1.2631 |
| S1 |
1.2557 |
1.2557 |
1.2596 |
1.2531 |
| S2 |
1.2505 |
1.2505 |
1.2584 |
|
| S3 |
1.2366 |
1.2418 |
1.2571 |
|
| S4 |
1.2227 |
1.2279 |
1.2533 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3234 |
1.3162 |
1.2840 |
|
| R3 |
1.3062 |
1.2990 |
1.2792 |
|
| R2 |
1.2890 |
1.2890 |
1.2777 |
|
| R1 |
1.2818 |
1.2818 |
1.2761 |
1.2854 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2737 |
| S1 |
1.2646 |
1.2646 |
1.2729 |
1.2682 |
| S2 |
1.2546 |
1.2546 |
1.2713 |
|
| S3 |
1.2374 |
1.2474 |
1.2698 |
|
| S4 |
1.2202 |
1.2302 |
1.2650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2804 |
1.2592 |
0.0212 |
1.7% |
0.0101 |
0.8% |
8% |
False |
True |
97,776 |
| 10 |
1.2804 |
1.2592 |
0.0212 |
1.7% |
0.0092 |
0.7% |
8% |
False |
True |
91,355 |
| 20 |
1.2892 |
1.2592 |
0.0300 |
2.4% |
0.0098 |
0.8% |
6% |
False |
True |
89,141 |
| 40 |
1.3146 |
1.2592 |
0.0554 |
4.4% |
0.0101 |
0.8% |
3% |
False |
True |
95,984 |
| 60 |
1.3146 |
1.2375 |
0.0771 |
6.1% |
0.0101 |
0.8% |
30% |
False |
False |
86,602 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0096 |
0.8% |
34% |
False |
False |
65,066 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0089 |
0.7% |
34% |
False |
False |
52,115 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.1% |
0.0088 |
0.7% |
58% |
False |
False |
43,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3322 |
|
2.618 |
1.3095 |
|
1.618 |
1.2956 |
|
1.000 |
1.2870 |
|
0.618 |
1.2817 |
|
HIGH |
1.2731 |
|
0.618 |
1.2678 |
|
0.500 |
1.2662 |
|
0.382 |
1.2645 |
|
LOW |
1.2592 |
|
0.618 |
1.2506 |
|
1.000 |
1.2453 |
|
1.618 |
1.2367 |
|
2.618 |
1.2228 |
|
4.250 |
1.2001 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2662 |
1.2698 |
| PP |
1.2644 |
1.2668 |
| S1 |
1.2627 |
1.2639 |
|