CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2679 |
1.2700 |
0.0021 |
0.2% |
1.2756 |
| High |
1.2741 |
1.2718 |
-0.0023 |
-0.2% |
1.2822 |
| Low |
1.2669 |
1.2619 |
-0.0050 |
-0.4% |
1.2669 |
| Close |
1.2701 |
1.2678 |
-0.0023 |
-0.2% |
1.2701 |
| Range |
0.0072 |
0.0099 |
0.0027 |
37.5% |
0.0153 |
| ATR |
0.0104 |
0.0103 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
73,411 |
90,413 |
17,002 |
23.2% |
356,385 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2969 |
1.2922 |
1.2732 |
|
| R3 |
1.2870 |
1.2823 |
1.2705 |
|
| R2 |
1.2771 |
1.2771 |
1.2696 |
|
| R1 |
1.2724 |
1.2724 |
1.2687 |
1.2698 |
| PP |
1.2672 |
1.2672 |
1.2672 |
1.2659 |
| S1 |
1.2625 |
1.2625 |
1.2669 |
1.2599 |
| S2 |
1.2573 |
1.2573 |
1.2660 |
|
| S3 |
1.2474 |
1.2526 |
1.2651 |
|
| S4 |
1.2375 |
1.2427 |
1.2624 |
|
|
| 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 |
1.2619 |
0.0203 |
1.6% |
0.0099 |
0.8% |
29% |
False |
True |
77,785 |
| 10 |
1.2844 |
1.2619 |
0.0225 |
1.8% |
0.0105 |
0.8% |
26% |
False |
True |
86,090 |
| 20 |
1.3129 |
1.2619 |
0.0510 |
4.0% |
0.0109 |
0.9% |
12% |
False |
True |
90,945 |
| 40 |
1.3146 |
1.2594 |
0.0552 |
4.4% |
0.0102 |
0.8% |
15% |
False |
False |
98,311 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0100 |
0.8% |
42% |
False |
False |
74,202 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0094 |
0.7% |
42% |
False |
False |
55,707 |
| 100 |
1.3146 |
1.2218 |
0.0928 |
7.3% |
0.0088 |
0.7% |
50% |
False |
False |
44,627 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.1% |
0.0084 |
0.7% |
63% |
False |
False |
37,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3139 |
|
2.618 |
1.2977 |
|
1.618 |
1.2878 |
|
1.000 |
1.2817 |
|
0.618 |
1.2779 |
|
HIGH |
1.2718 |
|
0.618 |
1.2680 |
|
0.500 |
1.2669 |
|
0.382 |
1.2657 |
|
LOW |
1.2619 |
|
0.618 |
1.2558 |
|
1.000 |
1.2520 |
|
1.618 |
1.2459 |
|
2.618 |
1.2360 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2675 |
1.2721 |
| PP |
1.2672 |
1.2706 |
| S1 |
1.2669 |
1.2692 |
|