CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2470 |
1.2513 |
0.0043 |
0.3% |
1.2590 |
| High |
1.2548 |
1.2531 |
-0.0017 |
-0.1% |
1.2643 |
| Low |
1.2470 |
1.2460 |
-0.0010 |
-0.1% |
1.2446 |
| Close |
1.2510 |
1.2486 |
-0.0024 |
-0.2% |
1.2451 |
| Range |
0.0078 |
0.0071 |
-0.0007 |
-9.0% |
0.0197 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
119,462 |
112,518 |
-6,944 |
-5.8% |
396,156 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2705 |
1.2667 |
1.2525 |
|
| R3 |
1.2634 |
1.2596 |
1.2506 |
|
| R2 |
1.2563 |
1.2563 |
1.2499 |
|
| R1 |
1.2525 |
1.2525 |
1.2493 |
1.2509 |
| PP |
1.2492 |
1.2492 |
1.2492 |
1.2484 |
| S1 |
1.2454 |
1.2454 |
1.2479 |
1.2438 |
| S2 |
1.2421 |
1.2421 |
1.2473 |
|
| S3 |
1.2350 |
1.2383 |
1.2466 |
|
| S4 |
1.2279 |
1.2312 |
1.2447 |
|
|
| 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 |
1.2589 |
1.2446 |
0.0143 |
1.1% |
0.0076 |
0.6% |
28% |
False |
False |
97,756 |
| 10 |
1.2748 |
1.2446 |
0.0302 |
2.4% |
0.0094 |
0.7% |
13% |
False |
False |
101,181 |
| 20 |
1.2804 |
1.2446 |
0.0358 |
2.9% |
0.0092 |
0.7% |
11% |
False |
False |
96,569 |
| 40 |
1.3129 |
1.2446 |
0.0683 |
5.5% |
0.0100 |
0.8% |
6% |
False |
False |
93,757 |
| 60 |
1.3146 |
1.2446 |
0.0700 |
5.6% |
0.0099 |
0.8% |
6% |
False |
False |
97,731 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0098 |
0.8% |
19% |
False |
False |
79,794 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0093 |
0.7% |
19% |
False |
False |
63,880 |
| 120 |
1.3146 |
1.2218 |
0.0928 |
7.4% |
0.0089 |
0.7% |
29% |
False |
False |
53,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2833 |
|
2.618 |
1.2717 |
|
1.618 |
1.2646 |
|
1.000 |
1.2602 |
|
0.618 |
1.2575 |
|
HIGH |
1.2531 |
|
0.618 |
1.2504 |
|
0.500 |
1.2496 |
|
0.382 |
1.2487 |
|
LOW |
1.2460 |
|
0.618 |
1.2416 |
|
1.000 |
1.2389 |
|
1.618 |
1.2345 |
|
2.618 |
1.2274 |
|
4.250 |
1.2158 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2496 |
1.2500 |
| PP |
1.2492 |
1.2495 |
| S1 |
1.2489 |
1.2491 |
|