CME British Pound Future September 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	1.2590	1.2565	-0.0025	-0.2%	1.2583
High	1.2643	1.2589	-0.0054	-0.4%	1.2748
Low	1.2528	1.2483	-0.0045	-0.4%	1.2564
Close	1.2567	1.2507	-0.0060	-0.5%	1.2594
Range	0.0115	0.0106	-0.0009	-7.8%	0.0184
ATR	0.0102	0.0102	0.0000	0.3%	0.0000
Volume	139,352	100,316	-39,036	-28.0%	429,384

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.2844	1.2782	1.2565
R3	1.2738	1.2676	1.2536
R2	1.2632	1.2632	1.2526
R1	1.2570	1.2570	1.2517	1.2548
PP	1.2526	1.2526	1.2526	1.2516
S1	1.2464	1.2464	1.2497	1.2442
S2	1.2420	1.2420	1.2488
S3	1.2314	1.2358	1.2478
S4	1.2208	1.2252	1.2449

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	1.3187	1.3075	1.2695
R3	1.3003	1.2891	1.2645
R2	1.2819	1.2819	1.2628
R1	1.2707	1.2707	1.2611	1.2763
PP	1.2635	1.2635	1.2635	1.2664
S1	1.2523	1.2523	1.2577	1.2579
S2	1.2451	1.2451	1.2560
S3	1.2267	1.2339	1.2543
S4	1.2083	1.2155	1.2493

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2748	1.2483	0.0265	2.1%	0.0114	0.9%	9%	False	True	103,925
10	1.2767	1.2483	0.0284	2.3%	0.0110	0.9%	8%	False	True	105,295
20	1.2822	1.2483	0.0339	2.7%	0.0098	0.8%	7%	False	True	93,062
40	1.3146	1.2483	0.0663	5.3%	0.0103	0.8%	4%	False	True	94,042
60	1.3146	1.2483	0.0663	5.3%	0.0102	0.8%	4%	False	True	98,359
80	1.3146	1.2333	0.0813	6.5%	0.0098	0.8%	21%	False	False	74,968
100	1.3146	1.2333	0.0813	6.5%	0.0094	0.7%	21%	False	False	60,010
120	1.3146	1.2157	0.0989	7.9%	0.0089	0.7%	35%	False	False	50,050

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3040
2.618	1.2867
1.618	1.2761
1.000	1.2695
0.618	1.2655
HIGH	1.2589
0.618	1.2549
0.500	1.2536
0.382	1.2523
LOW	1.2483
0.618	1.2417
1.000	1.2377
1.618	1.2311
2.618	1.2205
4.250	1.2033

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	1.2536	1.2599
PP	1.2526	1.2568
S1	1.2517	1.2538

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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