CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2505 |
1.2473 |
-0.0032 |
-0.3% |
1.2590 |
| High |
1.2508 |
1.2515 |
0.0007 |
0.1% |
1.2643 |
| Low |
1.2446 |
1.2451 |
0.0005 |
0.0% |
1.2446 |
| Close |
1.2471 |
1.2451 |
-0.0020 |
-0.2% |
1.2451 |
| Range |
0.0062 |
0.0064 |
0.0002 |
3.2% |
0.0197 |
| ATR |
0.0099 |
0.0097 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
89,044 |
67,444 |
-21,600 |
-24.3% |
396,156 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2664 |
1.2622 |
1.2486 |
|
| R3 |
1.2600 |
1.2558 |
1.2469 |
|
| R2 |
1.2536 |
1.2536 |
1.2463 |
|
| R1 |
1.2494 |
1.2494 |
1.2457 |
1.2483 |
| PP |
1.2472 |
1.2472 |
1.2472 |
1.2467 |
| S1 |
1.2430 |
1.2430 |
1.2445 |
1.2419 |
| S2 |
1.2408 |
1.2408 |
1.2439 |
|
| S3 |
1.2344 |
1.2366 |
1.2433 |
|
| S4 |
1.2280 |
1.2302 |
1.2416 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.2975 |
1.2559 |
|
| R3 |
1.2907 |
1.2778 |
1.2505 |
|
| R2 |
1.2710 |
1.2710 |
1.2487 |
|
| R1 |
1.2581 |
1.2581 |
1.2469 |
1.2547 |
| PP |
1.2513 |
1.2513 |
1.2513 |
1.2497 |
| S1 |
1.2384 |
1.2384 |
1.2433 |
1.2350 |
| S2 |
1.2316 |
1.2316 |
1.2415 |
|
| S3 |
1.2119 |
1.2187 |
1.2397 |
|
| S4 |
1.1922 |
1.1990 |
1.2343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2715 |
1.2446 |
0.0269 |
2.2% |
0.0097 |
0.8% |
2% |
False |
False |
98,945 |
| 10 |
1.2748 |
1.2446 |
0.0302 |
2.4% |
0.0094 |
0.8% |
2% |
False |
False |
94,968 |
| 20 |
1.2804 |
1.2446 |
0.0358 |
2.9% |
0.0093 |
0.7% |
1% |
False |
False |
93,161 |
| 40 |
1.3146 |
1.2446 |
0.0700 |
5.6% |
0.0100 |
0.8% |
1% |
False |
False |
92,010 |
| 60 |
1.3146 |
1.2446 |
0.0700 |
5.6% |
0.0101 |
0.8% |
1% |
False |
False |
97,446 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0098 |
0.8% |
15% |
False |
False |
76,921 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0093 |
0.7% |
15% |
False |
False |
61,565 |
| 120 |
1.3146 |
1.2218 |
0.0928 |
7.5% |
0.0088 |
0.7% |
25% |
False |
False |
51,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2787 |
|
2.618 |
1.2683 |
|
1.618 |
1.2619 |
|
1.000 |
1.2579 |
|
0.618 |
1.2555 |
|
HIGH |
1.2515 |
|
0.618 |
1.2491 |
|
0.500 |
1.2483 |
|
0.382 |
1.2475 |
|
LOW |
1.2451 |
|
0.618 |
1.2411 |
|
1.000 |
1.2387 |
|
1.618 |
1.2347 |
|
2.618 |
1.2283 |
|
4.250 |
1.2179 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2483 |
1.2518 |
| PP |
1.2472 |
1.2495 |
| S1 |
1.2462 |
1.2473 |
|