CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2604 |
1.2583 |
-0.0021 |
-0.2% |
1.2734 |
| High |
1.2656 |
1.2613 |
-0.0043 |
-0.3% |
1.2804 |
| Low |
1.2550 |
1.2568 |
0.0018 |
0.1% |
1.2550 |
| Close |
1.2597 |
1.2604 |
0.0007 |
0.1% |
1.2597 |
| Range |
0.0106 |
0.0045 |
-0.0061 |
-57.5% |
0.0254 |
| ATR |
0.0101 |
0.0097 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
124,141 |
45,706 |
-78,435 |
-63.2% |
529,486 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2730 |
1.2712 |
1.2629 |
|
| R3 |
1.2685 |
1.2667 |
1.2616 |
|
| R2 |
1.2640 |
1.2640 |
1.2612 |
|
| R1 |
1.2622 |
1.2622 |
1.2608 |
1.2631 |
| PP |
1.2595 |
1.2595 |
1.2595 |
1.2600 |
| S1 |
1.2577 |
1.2577 |
1.2600 |
1.2586 |
| S2 |
1.2550 |
1.2550 |
1.2596 |
|
| S3 |
1.2505 |
1.2532 |
1.2592 |
|
| S4 |
1.2460 |
1.2487 |
1.2579 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3412 |
1.3259 |
1.2737 |
|
| R3 |
1.3158 |
1.3005 |
1.2667 |
|
| R2 |
1.2904 |
1.2904 |
1.2644 |
|
| R1 |
1.2751 |
1.2751 |
1.2620 |
1.2701 |
| PP |
1.2650 |
1.2650 |
1.2650 |
1.2625 |
| S1 |
1.2497 |
1.2497 |
1.2574 |
1.2447 |
| S2 |
1.2396 |
1.2396 |
1.2550 |
|
| S3 |
1.2142 |
1.2243 |
1.2527 |
|
| S4 |
1.1888 |
1.1989 |
1.2457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2804 |
1.2550 |
0.0254 |
2.0% |
0.0105 |
0.8% |
21% |
False |
False |
100,810 |
| 10 |
1.2804 |
1.2550 |
0.0254 |
2.0% |
0.0090 |
0.7% |
21% |
False |
False |
91,957 |
| 20 |
1.2844 |
1.2550 |
0.0294 |
2.3% |
0.0097 |
0.8% |
18% |
False |
False |
89,023 |
| 40 |
1.3146 |
1.2550 |
0.0596 |
4.7% |
0.0100 |
0.8% |
9% |
False |
False |
94,916 |
| 60 |
1.3146 |
1.2390 |
0.0756 |
6.0% |
0.0100 |
0.8% |
28% |
False |
False |
89,316 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0095 |
0.8% |
33% |
False |
False |
67,185 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0090 |
0.7% |
33% |
False |
False |
53,808 |
| 120 |
1.3146 |
1.1905 |
0.1241 |
9.8% |
0.0088 |
0.7% |
56% |
False |
False |
44,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2804 |
|
2.618 |
1.2731 |
|
1.618 |
1.2686 |
|
1.000 |
1.2658 |
|
0.618 |
1.2641 |
|
HIGH |
1.2613 |
|
0.618 |
1.2596 |
|
0.500 |
1.2591 |
|
0.382 |
1.2585 |
|
LOW |
1.2568 |
|
0.618 |
1.2540 |
|
1.000 |
1.2523 |
|
1.618 |
1.2495 |
|
2.618 |
1.2450 |
|
4.250 |
1.2377 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2600 |
1.2641 |
| PP |
1.2595 |
1.2628 |
| S1 |
1.2591 |
1.2616 |
|