CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2721 |
1.2679 |
-0.0042 |
-0.3% |
1.2756 |
| High |
1.2822 |
1.2741 |
-0.0081 |
-0.6% |
1.2822 |
| Low |
1.2672 |
1.2669 |
-0.0003 |
0.0% |
1.2669 |
| Close |
1.2695 |
1.2701 |
0.0006 |
0.0% |
1.2701 |
| Range |
0.0150 |
0.0072 |
-0.0078 |
-52.0% |
0.0153 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
93,753 |
73,411 |
-20,342 |
-21.7% |
356,385 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2920 |
1.2882 |
1.2741 |
|
| R3 |
1.2848 |
1.2810 |
1.2721 |
|
| R2 |
1.2776 |
1.2776 |
1.2714 |
|
| R1 |
1.2738 |
1.2738 |
1.2708 |
1.2757 |
| PP |
1.2704 |
1.2704 |
1.2704 |
1.2713 |
| S1 |
1.2666 |
1.2666 |
1.2694 |
1.2685 |
| S2 |
1.2632 |
1.2632 |
1.2688 |
|
| S3 |
1.2560 |
1.2594 |
1.2681 |
|
| S4 |
1.2488 |
1.2522 |
1.2661 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3098 |
1.2785 |
|
| R3 |
1.3037 |
1.2945 |
1.2743 |
|
| R2 |
1.2884 |
1.2884 |
1.2729 |
|
| R1 |
1.2792 |
1.2792 |
1.2715 |
1.2762 |
| PP |
1.2731 |
1.2731 |
1.2731 |
1.2715 |
| S1 |
1.2639 |
1.2639 |
1.2687 |
1.2609 |
| S2 |
1.2578 |
1.2578 |
1.2673 |
|
| S3 |
1.2425 |
1.2486 |
1.2659 |
|
| S4 |
1.2272 |
1.2333 |
1.2617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2822 |
1.2669 |
0.0153 |
1.2% |
0.0094 |
0.7% |
21% |
False |
True |
71,277 |
| 10 |
1.2876 |
1.2623 |
0.0253 |
2.0% |
0.0099 |
0.8% |
31% |
False |
False |
83,444 |
| 20 |
1.3129 |
1.2623 |
0.0506 |
4.0% |
0.0107 |
0.8% |
15% |
False |
False |
90,004 |
| 40 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0104 |
0.8% |
19% |
False |
False |
98,698 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0100 |
0.8% |
45% |
False |
False |
72,700 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0093 |
0.7% |
45% |
False |
False |
54,583 |
| 100 |
1.3146 |
1.2218 |
0.0928 |
7.3% |
0.0088 |
0.7% |
52% |
False |
False |
43,725 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0084 |
0.7% |
65% |
False |
False |
36,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3047 |
|
2.618 |
1.2929 |
|
1.618 |
1.2857 |
|
1.000 |
1.2813 |
|
0.618 |
1.2785 |
|
HIGH |
1.2741 |
|
0.618 |
1.2713 |
|
0.500 |
1.2705 |
|
0.382 |
1.2697 |
|
LOW |
1.2669 |
|
0.618 |
1.2625 |
|
1.000 |
1.2597 |
|
1.618 |
1.2553 |
|
2.618 |
1.2481 |
|
4.250 |
1.2363 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2705 |
1.2746 |
| PP |
1.2704 |
1.2731 |
| S1 |
1.2702 |
1.2716 |
|