CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2783 |
1.2755 |
-0.0028 |
-0.2% |
1.2854 |
| High |
1.2790 |
1.2786 |
-0.0004 |
0.0% |
1.2876 |
| Low |
1.2687 |
1.2715 |
0.0028 |
0.2% |
1.2623 |
| Close |
1.2749 |
1.2727 |
-0.0022 |
-0.2% |
1.2757 |
| Range |
0.0103 |
0.0071 |
-0.0032 |
-31.1% |
0.0253 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
70,606 |
60,743 |
-9,863 |
-14.0% |
478,064 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2956 |
1.2912 |
1.2766 |
|
| R3 |
1.2885 |
1.2841 |
1.2747 |
|
| R2 |
1.2814 |
1.2814 |
1.2740 |
|
| R1 |
1.2770 |
1.2770 |
1.2734 |
1.2757 |
| PP |
1.2743 |
1.2743 |
1.2743 |
1.2736 |
| S1 |
1.2699 |
1.2699 |
1.2720 |
1.2686 |
| S2 |
1.2672 |
1.2672 |
1.2714 |
|
| S3 |
1.2601 |
1.2628 |
1.2707 |
|
| S4 |
1.2530 |
1.2557 |
1.2688 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3511 |
1.3387 |
1.2896 |
|
| R3 |
1.3258 |
1.3134 |
1.2827 |
|
| R2 |
1.3005 |
1.3005 |
1.2803 |
|
| R1 |
1.2881 |
1.2881 |
1.2780 |
1.2817 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2720 |
| S1 |
1.2628 |
1.2628 |
1.2734 |
1.2564 |
| S2 |
1.2499 |
1.2499 |
1.2711 |
|
| S3 |
1.2246 |
1.2375 |
1.2687 |
|
| S4 |
1.1993 |
1.2122 |
1.2618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2796 |
1.2623 |
0.0173 |
1.4% |
0.0100 |
0.8% |
60% |
False |
False |
81,152 |
| 10 |
1.2999 |
1.2623 |
0.0376 |
3.0% |
0.0111 |
0.9% |
28% |
False |
False |
90,562 |
| 20 |
1.3146 |
1.2623 |
0.0523 |
4.1% |
0.0107 |
0.8% |
20% |
False |
False |
91,810 |
| 40 |
1.3146 |
1.2528 |
0.0618 |
4.9% |
0.0103 |
0.8% |
32% |
False |
False |
101,237 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0098 |
0.8% |
48% |
False |
False |
69,947 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0092 |
0.7% |
48% |
False |
False |
52,497 |
| 100 |
1.3146 |
1.2218 |
0.0928 |
7.3% |
0.0087 |
0.7% |
55% |
False |
False |
42,055 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0084 |
0.7% |
67% |
False |
False |
35,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3088 |
|
2.618 |
1.2972 |
|
1.618 |
1.2901 |
|
1.000 |
1.2857 |
|
0.618 |
1.2830 |
|
HIGH |
1.2786 |
|
0.618 |
1.2759 |
|
0.500 |
1.2751 |
|
0.382 |
1.2742 |
|
LOW |
1.2715 |
|
0.618 |
1.2671 |
|
1.000 |
1.2644 |
|
1.618 |
1.2600 |
|
2.618 |
1.2529 |
|
4.250 |
1.2413 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2751 |
1.2740 |
| PP |
1.2743 |
1.2736 |
| S1 |
1.2735 |
1.2731 |
|