CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2759 |
1.2733 |
-0.0026 |
-0.2% |
1.2700 |
| High |
1.2804 |
1.2767 |
-0.0037 |
-0.3% |
1.2791 |
| Low |
1.2721 |
1.2615 |
-0.0106 |
-0.8% |
1.2619 |
| Close |
1.2741 |
1.2718 |
-0.0023 |
-0.2% |
1.2745 |
| Range |
0.0083 |
0.0152 |
0.0069 |
83.1% |
0.0172 |
| ATR |
0.0094 |
0.0098 |
0.0004 |
4.4% |
0.0000 |
| Volume |
74,444 |
157,050 |
82,606 |
111.0% |
434,796 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3156 |
1.3089 |
1.2802 |
|
| R3 |
1.3004 |
1.2937 |
1.2760 |
|
| R2 |
1.2852 |
1.2852 |
1.2746 |
|
| R1 |
1.2785 |
1.2785 |
1.2732 |
1.2743 |
| PP |
1.2700 |
1.2700 |
1.2700 |
1.2679 |
| S1 |
1.2633 |
1.2633 |
1.2704 |
1.2591 |
| S2 |
1.2548 |
1.2548 |
1.2690 |
|
| S3 |
1.2396 |
1.2481 |
1.2676 |
|
| S4 |
1.2244 |
1.2329 |
1.2634 |
|
|
| 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 |
1.2615 |
0.0189 |
1.5% |
0.0091 |
0.7% |
54% |
False |
True |
94,648 |
| 10 |
1.2822 |
1.2615 |
0.0207 |
1.6% |
0.0093 |
0.7% |
50% |
False |
True |
90,459 |
| 20 |
1.2999 |
1.2615 |
0.0384 |
3.0% |
0.0102 |
0.8% |
27% |
False |
True |
90,510 |
| 40 |
1.3146 |
1.2594 |
0.0552 |
4.3% |
0.0102 |
0.8% |
22% |
False |
False |
96,627 |
| 60 |
1.3146 |
1.2353 |
0.0793 |
6.2% |
0.0101 |
0.8% |
46% |
False |
False |
84,914 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0095 |
0.7% |
47% |
False |
False |
63,790 |
| 100 |
1.3146 |
1.2316 |
0.0830 |
6.5% |
0.0089 |
0.7% |
48% |
False |
False |
51,091 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.0% |
0.0087 |
0.7% |
66% |
False |
False |
42,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3413 |
|
2.618 |
1.3165 |
|
1.618 |
1.3013 |
|
1.000 |
1.2919 |
|
0.618 |
1.2861 |
|
HIGH |
1.2767 |
|
0.618 |
1.2709 |
|
0.500 |
1.2691 |
|
0.382 |
1.2673 |
|
LOW |
1.2615 |
|
0.618 |
1.2521 |
|
1.000 |
1.2463 |
|
1.618 |
1.2369 |
|
2.618 |
1.2217 |
|
4.250 |
1.1969 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2709 |
1.2715 |
| PP |
1.2700 |
1.2712 |
| S1 |
1.2691 |
1.2710 |
|