CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2707 |
1.2733 |
0.0026 |
0.2% |
1.2756 |
| High |
1.2770 |
1.2791 |
0.0021 |
0.2% |
1.2822 |
| Low |
1.2690 |
1.2705 |
0.0015 |
0.1% |
1.2669 |
| Close |
1.2727 |
1.2730 |
0.0003 |
0.0% |
1.2701 |
| Range |
0.0080 |
0.0086 |
0.0006 |
7.5% |
0.0153 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
79,697 |
87,072 |
7,375 |
9.3% |
356,385 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2951 |
1.2777 |
|
| R3 |
1.2914 |
1.2865 |
1.2754 |
|
| R2 |
1.2828 |
1.2828 |
1.2746 |
|
| R1 |
1.2779 |
1.2779 |
1.2738 |
1.2761 |
| PP |
1.2742 |
1.2742 |
1.2742 |
1.2733 |
| S1 |
1.2693 |
1.2693 |
1.2722 |
1.2675 |
| S2 |
1.2656 |
1.2656 |
1.2714 |
|
| S3 |
1.2570 |
1.2607 |
1.2706 |
|
| S4 |
1.2484 |
1.2521 |
1.2683 |
|
|
| 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 |
1.2791 |
1.2619 |
0.0172 |
1.4% |
0.0083 |
0.7% |
65% |
True |
False |
84,934 |
| 10 |
1.2822 |
1.2619 |
0.0203 |
1.6% |
0.0096 |
0.8% |
55% |
False |
False |
80,160 |
| 20 |
1.2999 |
1.2619 |
0.0380 |
3.0% |
0.0101 |
0.8% |
29% |
False |
False |
87,912 |
| 40 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0101 |
0.8% |
25% |
False |
False |
95,807 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0100 |
0.8% |
49% |
False |
False |
78,539 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0095 |
0.7% |
49% |
False |
False |
58,965 |
| 100 |
1.3146 |
1.2316 |
0.0830 |
6.5% |
0.0088 |
0.7% |
50% |
False |
False |
47,232 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0085 |
0.7% |
67% |
False |
False |
39,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3157 |
|
2.618 |
1.3016 |
|
1.618 |
1.2930 |
|
1.000 |
1.2877 |
|
0.618 |
1.2844 |
|
HIGH |
1.2791 |
|
0.618 |
1.2758 |
|
0.500 |
1.2748 |
|
0.382 |
1.2738 |
|
LOW |
1.2705 |
|
0.618 |
1.2652 |
|
1.000 |
1.2619 |
|
1.618 |
1.2566 |
|
2.618 |
1.2480 |
|
4.250 |
1.2340 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2748 |
1.2735 |
| PP |
1.2742 |
1.2733 |
| S1 |
1.2736 |
1.2732 |
|