CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2734 |
1.2759 |
0.0025 |
0.2% |
1.2700 |
| High |
1.2770 |
1.2804 |
0.0034 |
0.3% |
1.2791 |
| Low |
1.2713 |
1.2721 |
0.0008 |
0.1% |
1.2619 |
| Close |
1.2766 |
1.2741 |
-0.0025 |
-0.2% |
1.2745 |
| Range |
0.0057 |
0.0083 |
0.0026 |
45.6% |
0.0172 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
71,139 |
74,444 |
3,305 |
4.6% |
434,796 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3004 |
1.2956 |
1.2787 |
|
| R3 |
1.2921 |
1.2873 |
1.2764 |
|
| R2 |
1.2838 |
1.2838 |
1.2756 |
|
| R1 |
1.2790 |
1.2790 |
1.2749 |
1.2773 |
| PP |
1.2755 |
1.2755 |
1.2755 |
1.2747 |
| S1 |
1.2707 |
1.2707 |
1.2733 |
1.2690 |
| S2 |
1.2672 |
1.2672 |
1.2726 |
|
| S3 |
1.2589 |
1.2624 |
1.2718 |
|
| S4 |
1.2506 |
1.2541 |
1.2695 |
|
|
| 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 |
1.2804 |
1.2690 |
0.0114 |
0.9% |
0.0076 |
0.6% |
45% |
True |
False |
79,177 |
| 10 |
1.2822 |
1.2619 |
0.0203 |
1.6% |
0.0085 |
0.7% |
60% |
False |
False |
80,828 |
| 20 |
1.2999 |
1.2619 |
0.0380 |
3.0% |
0.0099 |
0.8% |
32% |
False |
False |
86,516 |
| 40 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0099 |
0.8% |
27% |
False |
False |
94,820 |
| 60 |
1.3146 |
1.2334 |
0.0812 |
6.4% |
0.0100 |
0.8% |
50% |
False |
False |
82,311 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0095 |
0.7% |
50% |
False |
False |
61,828 |
| 100 |
1.3146 |
1.2316 |
0.0830 |
6.5% |
0.0089 |
0.7% |
51% |
False |
False |
49,521 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0087 |
0.7% |
68% |
False |
False |
41,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3157 |
|
2.618 |
1.3021 |
|
1.618 |
1.2938 |
|
1.000 |
1.2887 |
|
0.618 |
1.2855 |
|
HIGH |
1.2804 |
|
0.618 |
1.2772 |
|
0.500 |
1.2763 |
|
0.382 |
1.2753 |
|
LOW |
1.2721 |
|
0.618 |
1.2670 |
|
1.000 |
1.2638 |
|
1.618 |
1.2587 |
|
2.618 |
1.2504 |
|
4.250 |
1.2368 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2763 |
1.2748 |
| PP |
1.2755 |
1.2746 |
| S1 |
1.2748 |
1.2743 |
|