CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2513 |
1.2495 |
-0.0018 |
-0.1% |
1.2590 |
| High |
1.2531 |
1.2512 |
-0.0019 |
-0.2% |
1.2643 |
| Low |
1.2460 |
1.2434 |
-0.0026 |
-0.2% |
1.2446 |
| Close |
1.2486 |
1.2487 |
0.0001 |
0.0% |
1.2451 |
| Range |
0.0071 |
0.0078 |
0.0007 |
9.9% |
0.0197 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
112,518 |
225,853 |
113,335 |
100.7% |
396,156 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2712 |
1.2677 |
1.2530 |
|
| R3 |
1.2634 |
1.2599 |
1.2508 |
|
| R2 |
1.2556 |
1.2556 |
1.2501 |
|
| R1 |
1.2521 |
1.2521 |
1.2494 |
1.2500 |
| PP |
1.2478 |
1.2478 |
1.2478 |
1.2467 |
| S1 |
1.2443 |
1.2443 |
1.2480 |
1.2422 |
| S2 |
1.2400 |
1.2400 |
1.2473 |
|
| S3 |
1.2322 |
1.2365 |
1.2466 |
|
| S4 |
1.2244 |
1.2287 |
1.2444 |
|
|
| 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 |
1.2548 |
1.2434 |
0.0114 |
0.9% |
0.0071 |
0.6% |
46% |
False |
True |
122,864 |
| 10 |
1.2748 |
1.2434 |
0.0314 |
2.5% |
0.0092 |
0.7% |
17% |
False |
True |
113,395 |
| 20 |
1.2804 |
1.2434 |
0.0370 |
3.0% |
0.0092 |
0.7% |
14% |
False |
True |
103,158 |
| 40 |
1.3046 |
1.2434 |
0.0612 |
4.9% |
0.0100 |
0.8% |
9% |
False |
True |
97,031 |
| 60 |
1.3146 |
1.2434 |
0.0712 |
5.7% |
0.0099 |
0.8% |
7% |
False |
True |
99,718 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0098 |
0.8% |
19% |
False |
False |
82,614 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0094 |
0.8% |
19% |
False |
False |
66,138 |
| 120 |
1.3146 |
1.2218 |
0.0928 |
7.4% |
0.0089 |
0.7% |
29% |
False |
False |
55,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2844 |
|
2.618 |
1.2716 |
|
1.618 |
1.2638 |
|
1.000 |
1.2590 |
|
0.618 |
1.2560 |
|
HIGH |
1.2512 |
|
0.618 |
1.2482 |
|
0.500 |
1.2473 |
|
0.382 |
1.2464 |
|
LOW |
1.2434 |
|
0.618 |
1.2386 |
|
1.000 |
1.2356 |
|
1.618 |
1.2308 |
|
2.618 |
1.2230 |
|
4.250 |
1.2103 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2482 |
1.2491 |
| PP |
1.2478 |
1.2490 |
| S1 |
1.2473 |
1.2488 |
|