CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2565 |
1.2505 |
-0.0060 |
-0.5% |
1.2583 |
| High |
1.2589 |
1.2508 |
-0.0081 |
-0.6% |
1.2748 |
| Low |
1.2483 |
1.2446 |
-0.0037 |
-0.3% |
1.2564 |
| Close |
1.2507 |
1.2471 |
-0.0036 |
-0.3% |
1.2594 |
| Range |
0.0106 |
0.0062 |
-0.0044 |
-41.5% |
0.0184 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
100,316 |
89,044 |
-11,272 |
-11.2% |
429,384 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2661 |
1.2628 |
1.2505 |
|
| R3 |
1.2599 |
1.2566 |
1.2488 |
|
| R2 |
1.2537 |
1.2537 |
1.2482 |
|
| R1 |
1.2504 |
1.2504 |
1.2477 |
1.2490 |
| PP |
1.2475 |
1.2475 |
1.2475 |
1.2468 |
| S1 |
1.2442 |
1.2442 |
1.2465 |
1.2428 |
| S2 |
1.2413 |
1.2413 |
1.2460 |
|
| S3 |
1.2351 |
1.2380 |
1.2454 |
|
| S4 |
1.2289 |
1.2318 |
1.2437 |
|
|
| 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 |
1.2737 |
1.2446 |
0.0291 |
2.3% |
0.0101 |
0.8% |
9% |
False |
True |
103,508 |
| 10 |
1.2748 |
1.2446 |
0.0302 |
2.4% |
0.0101 |
0.8% |
8% |
False |
True |
98,494 |
| 20 |
1.2822 |
1.2446 |
0.0376 |
3.0% |
0.0097 |
0.8% |
7% |
False |
True |
94,477 |
| 40 |
1.3146 |
1.2446 |
0.0700 |
5.6% |
0.0102 |
0.8% |
4% |
False |
True |
93,143 |
| 60 |
1.3146 |
1.2446 |
0.0700 |
5.6% |
0.0101 |
0.8% |
4% |
False |
True |
98,984 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0098 |
0.8% |
17% |
False |
False |
76,079 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0093 |
0.7% |
17% |
False |
False |
60,893 |
| 120 |
1.3146 |
1.2218 |
0.0928 |
7.4% |
0.0089 |
0.7% |
27% |
False |
False |
50,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2772 |
|
2.618 |
1.2670 |
|
1.618 |
1.2608 |
|
1.000 |
1.2570 |
|
0.618 |
1.2546 |
|
HIGH |
1.2508 |
|
0.618 |
1.2484 |
|
0.500 |
1.2477 |
|
0.382 |
1.2470 |
|
LOW |
1.2446 |
|
0.618 |
1.2408 |
|
1.000 |
1.2384 |
|
1.618 |
1.2346 |
|
2.618 |
1.2284 |
|
4.250 |
1.2183 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2477 |
1.2545 |
| PP |
1.2475 |
1.2520 |
| S1 |
1.2473 |
1.2496 |
|