CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2733 |
1.2749 |
0.0016 |
0.1% |
1.2700 |
| High |
1.2791 |
1.2768 |
-0.0023 |
-0.2% |
1.2791 |
| Low |
1.2705 |
1.2692 |
-0.0013 |
-0.1% |
1.2619 |
| Close |
1.2730 |
1.2745 |
0.0015 |
0.1% |
1.2745 |
| Range |
0.0086 |
0.0076 |
-0.0010 |
-11.6% |
0.0172 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
87,072 |
83,537 |
-3,535 |
-4.1% |
434,796 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2963 |
1.2930 |
1.2787 |
|
| R3 |
1.2887 |
1.2854 |
1.2766 |
|
| R2 |
1.2811 |
1.2811 |
1.2759 |
|
| R1 |
1.2778 |
1.2778 |
1.2752 |
1.2757 |
| PP |
1.2735 |
1.2735 |
1.2735 |
1.2724 |
| S1 |
1.2702 |
1.2702 |
1.2738 |
1.2681 |
| S2 |
1.2659 |
1.2659 |
1.2731 |
|
| S3 |
1.2583 |
1.2626 |
1.2724 |
|
| S4 |
1.2507 |
1.2550 |
1.2703 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3234 |
1.3162 |
1.2840 |
|
| R3 |
1.3062 |
1.2990 |
1.2792 |
|
| R2 |
1.2890 |
1.2890 |
1.2777 |
|
| R1 |
1.2818 |
1.2818 |
1.2761 |
1.2854 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2737 |
| S1 |
1.2646 |
1.2646 |
1.2729 |
1.2682 |
| S2 |
1.2546 |
1.2546 |
1.2713 |
|
| S3 |
1.2374 |
1.2474 |
1.2698 |
|
| S4 |
1.2202 |
1.2302 |
1.2650 |
|
|
| 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 |
1.3% |
0.0084 |
0.7% |
73% |
False |
False |
86,959 |
| 10 |
1.2822 |
1.2619 |
0.0203 |
1.6% |
0.0089 |
0.7% |
62% |
False |
False |
79,118 |
| 20 |
1.2999 |
1.2619 |
0.0380 |
3.0% |
0.0101 |
0.8% |
33% |
False |
False |
86,810 |
| 40 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0099 |
0.8% |
27% |
False |
False |
95,072 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0100 |
0.8% |
51% |
False |
False |
79,926 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0095 |
0.7% |
51% |
False |
False |
60,009 |
| 100 |
1.3146 |
1.2316 |
0.0830 |
6.5% |
0.0089 |
0.7% |
52% |
False |
False |
48,067 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0086 |
0.7% |
69% |
False |
False |
40,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3091 |
|
2.618 |
1.2967 |
|
1.618 |
1.2891 |
|
1.000 |
1.2844 |
|
0.618 |
1.2815 |
|
HIGH |
1.2768 |
|
0.618 |
1.2739 |
|
0.500 |
1.2730 |
|
0.382 |
1.2721 |
|
LOW |
1.2692 |
|
0.618 |
1.2645 |
|
1.000 |
1.2616 |
|
1.618 |
1.2569 |
|
2.618 |
1.2493 |
|
4.250 |
1.2369 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2740 |
1.2744 |
| PP |
1.2735 |
1.2742 |
| S1 |
1.2730 |
1.2741 |
|