CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 12-Apr-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2023 |
12-Apr-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2477 |
1.2451 |
-0.0026 |
-0.2% |
1.2353 |
| High |
1.2477 |
1.2523 |
0.0046 |
0.4% |
1.2554 |
| Low |
1.2447 |
1.2451 |
0.0004 |
0.0% |
1.2316 |
| Close |
1.2455 |
1.2521 |
0.0066 |
0.5% |
1.2454 |
| Range |
0.0030 |
0.0072 |
0.0042 |
140.0% |
0.0238 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
151 |
2,695 |
2,544 |
1,684.8% |
959 |
|
| Daily Pivots for day following 12-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2714 |
1.2690 |
1.2561 |
|
| R3 |
1.2642 |
1.2618 |
1.2541 |
|
| R2 |
1.2570 |
1.2570 |
1.2534 |
|
| R1 |
1.2546 |
1.2546 |
1.2528 |
1.2558 |
| PP |
1.2498 |
1.2498 |
1.2498 |
1.2505 |
| S1 |
1.2474 |
1.2474 |
1.2514 |
1.2486 |
| S2 |
1.2426 |
1.2426 |
1.2508 |
|
| S3 |
1.2354 |
1.2402 |
1.2501 |
|
| S4 |
1.2282 |
1.2330 |
1.2481 |
|
|
| Weekly Pivots for week ending 07-Apr-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3155 |
1.3043 |
1.2585 |
|
| R3 |
1.2917 |
1.2805 |
1.2519 |
|
| R2 |
1.2679 |
1.2679 |
1.2498 |
|
| R1 |
1.2567 |
1.2567 |
1.2476 |
1.2623 |
| PP |
1.2441 |
1.2441 |
1.2441 |
1.2470 |
| S1 |
1.2329 |
1.2329 |
1.2432 |
1.2385 |
| S2 |
1.2203 |
1.2203 |
1.2410 |
|
| S3 |
1.1965 |
1.2091 |
1.2389 |
|
| S4 |
1.1727 |
1.1853 |
1.2323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2523 |
1.2393 |
0.0130 |
1.0% |
0.0043 |
0.3% |
98% |
True |
False |
605 |
| 10 |
1.2554 |
1.2316 |
0.0238 |
1.9% |
0.0069 |
0.5% |
86% |
False |
False |
401 |
| 20 |
1.2554 |
1.2092 |
0.0462 |
3.7% |
0.0066 |
0.5% |
93% |
False |
False |
270 |
| 40 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0065 |
0.5% |
95% |
False |
False |
204 |
| 60 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0053 |
0.4% |
95% |
False |
False |
136 |
| 80 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0051 |
0.4% |
95% |
False |
False |
102 |
| 100 |
1.2554 |
1.1870 |
0.0684 |
5.5% |
0.0047 |
0.4% |
95% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2829 |
|
2.618 |
1.2711 |
|
1.618 |
1.2639 |
|
1.000 |
1.2595 |
|
0.618 |
1.2567 |
|
HIGH |
1.2523 |
|
0.618 |
1.2495 |
|
0.500 |
1.2487 |
|
0.382 |
1.2479 |
|
LOW |
1.2451 |
|
0.618 |
1.2407 |
|
1.000 |
1.2379 |
|
1.618 |
1.2335 |
|
2.618 |
1.2263 |
|
4.250 |
1.2145 |
|
|
| Fisher Pivots for day following 12-Apr-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2510 |
1.2500 |
| PP |
1.2498 |
1.2479 |
| S1 |
1.2487 |
1.2458 |
|