CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2749 |
1.2734 |
-0.0015 |
-0.1% |
1.2700 |
| High |
1.2768 |
1.2770 |
0.0002 |
0.0% |
1.2791 |
| Low |
1.2692 |
1.2713 |
0.0021 |
0.2% |
1.2619 |
| Close |
1.2745 |
1.2766 |
0.0021 |
0.2% |
1.2745 |
| Range |
0.0076 |
0.0057 |
-0.0019 |
-25.0% |
0.0172 |
| ATR |
0.0097 |
0.0095 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
83,537 |
71,139 |
-12,398 |
-14.8% |
434,796 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2921 |
1.2900 |
1.2797 |
|
| R3 |
1.2864 |
1.2843 |
1.2782 |
|
| R2 |
1.2807 |
1.2807 |
1.2776 |
|
| R1 |
1.2786 |
1.2786 |
1.2771 |
1.2797 |
| PP |
1.2750 |
1.2750 |
1.2750 |
1.2755 |
| S1 |
1.2729 |
1.2729 |
1.2761 |
1.2740 |
| S2 |
1.2693 |
1.2693 |
1.2756 |
|
| S3 |
1.2636 |
1.2672 |
1.2750 |
|
| S4 |
1.2579 |
1.2615 |
1.2735 |
|
|
| 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 |
1.2678 |
0.0113 |
0.9% |
0.0075 |
0.6% |
78% |
False |
False |
83,104 |
| 10 |
1.2822 |
1.2619 |
0.0203 |
1.6% |
0.0087 |
0.7% |
72% |
False |
False |
80,444 |
| 20 |
1.2999 |
1.2619 |
0.0380 |
3.0% |
0.0099 |
0.8% |
39% |
False |
False |
86,388 |
| 40 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0099 |
0.8% |
31% |
False |
False |
94,693 |
| 60 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0100 |
0.8% |
53% |
False |
False |
81,091 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0095 |
0.7% |
53% |
False |
False |
60,898 |
| 100 |
1.3146 |
1.2316 |
0.0830 |
6.5% |
0.0089 |
0.7% |
54% |
False |
False |
48,777 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0086 |
0.7% |
70% |
False |
False |
40,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3012 |
|
2.618 |
1.2919 |
|
1.618 |
1.2862 |
|
1.000 |
1.2827 |
|
0.618 |
1.2805 |
|
HIGH |
1.2770 |
|
0.618 |
1.2748 |
|
0.500 |
1.2742 |
|
0.382 |
1.2735 |
|
LOW |
1.2713 |
|
0.618 |
1.2678 |
|
1.000 |
1.2656 |
|
1.618 |
1.2621 |
|
2.618 |
1.2564 |
|
4.250 |
1.2471 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2758 |
1.2758 |
| PP |
1.2750 |
1.2750 |
| S1 |
1.2742 |
1.2742 |
|