CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2721 |
-0.0034 |
-0.3% |
1.2854 |
| High |
1.2786 |
1.2822 |
0.0036 |
0.3% |
1.2876 |
| Low |
1.2715 |
1.2672 |
-0.0043 |
-0.3% |
1.2623 |
| Close |
1.2727 |
1.2695 |
-0.0032 |
-0.3% |
1.2757 |
| Range |
0.0071 |
0.0150 |
0.0079 |
111.3% |
0.0253 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
3.3% |
0.0000 |
| Volume |
60,743 |
93,753 |
33,010 |
54.3% |
478,064 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3180 |
1.3087 |
1.2778 |
|
| R3 |
1.3030 |
1.2937 |
1.2736 |
|
| R2 |
1.2880 |
1.2880 |
1.2723 |
|
| R1 |
1.2787 |
1.2787 |
1.2709 |
1.2759 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2715 |
| S1 |
1.2637 |
1.2637 |
1.2681 |
1.2609 |
| S2 |
1.2580 |
1.2580 |
1.2668 |
|
| S3 |
1.2430 |
1.2487 |
1.2654 |
|
| S4 |
1.2280 |
1.2337 |
1.2613 |
|
|
| 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 |
1.2822 |
1.2655 |
0.0167 |
1.3% |
0.0108 |
0.9% |
24% |
True |
False |
75,387 |
| 10 |
1.2892 |
1.2623 |
0.0269 |
2.1% |
0.0105 |
0.8% |
27% |
False |
False |
86,927 |
| 20 |
1.3146 |
1.2623 |
0.0523 |
4.1% |
0.0106 |
0.8% |
14% |
False |
False |
90,858 |
| 40 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0104 |
0.8% |
18% |
False |
False |
99,589 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0100 |
0.8% |
45% |
False |
False |
71,507 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0093 |
0.7% |
45% |
False |
False |
53,666 |
| 100 |
1.3146 |
1.2218 |
0.0928 |
7.3% |
0.0088 |
0.7% |
51% |
False |
False |
42,991 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.1% |
0.0084 |
0.7% |
65% |
False |
False |
35,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3460 |
|
2.618 |
1.3215 |
|
1.618 |
1.3065 |
|
1.000 |
1.2972 |
|
0.618 |
1.2915 |
|
HIGH |
1.2822 |
|
0.618 |
1.2765 |
|
0.500 |
1.2747 |
|
0.382 |
1.2729 |
|
LOW |
1.2672 |
|
0.618 |
1.2579 |
|
1.000 |
1.2522 |
|
1.618 |
1.2429 |
|
2.618 |
1.2279 |
|
4.250 |
1.2035 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2747 |
1.2747 |
| PP |
1.2730 |
1.2730 |
| S1 |
1.2712 |
1.2712 |
|