CME British Pound Future September 2023


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 1.2733 1.2722 -0.0011 -0.1% 1.2700
High 1.2767 1.2731 -0.0036 -0.3% 1.2791
Low 1.2615 1.2592 -0.0023 -0.2% 1.2619
Close 1.2718 1.2609 -0.0109 -0.9% 1.2745
Range 0.0152 0.0139 -0.0013 -8.6% 0.0172
ATR 0.0098 0.0101 0.0003 3.0% 0.0000
Volume 157,050 102,712 -54,338 -34.6% 434,796
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.3061 1.2974 1.2685
R3 1.2922 1.2835 1.2647
R2 1.2783 1.2783 1.2634
R1 1.2696 1.2696 1.2622 1.2670
PP 1.2644 1.2644 1.2644 1.2631
S1 1.2557 1.2557 1.2596 1.2531
S2 1.2505 1.2505 1.2584
S3 1.2366 1.2418 1.2571
S4 1.2227 1.2279 1.2533
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 1.2592 0.0212 1.7% 0.0101 0.8% 8% False True 97,776
10 1.2804 1.2592 0.0212 1.7% 0.0092 0.7% 8% False True 91,355
20 1.2892 1.2592 0.0300 2.4% 0.0098 0.8% 6% False True 89,141
40 1.3146 1.2592 0.0554 4.4% 0.0101 0.8% 3% False True 95,984
60 1.3146 1.2375 0.0771 6.1% 0.0101 0.8% 30% False False 86,602
80 1.3146 1.2333 0.0813 6.4% 0.0096 0.8% 34% False False 65,066
100 1.3146 1.2333 0.0813 6.4% 0.0089 0.7% 34% False False 52,115
120 1.3146 1.1870 0.1276 10.1% 0.0088 0.7% 58% False False 43,461
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3322
2.618 1.3095
1.618 1.2956
1.000 1.2870
0.618 1.2817
HIGH 1.2731
0.618 1.2678
0.500 1.2662
0.382 1.2645
LOW 1.2592
0.618 1.2506
1.000 1.2453
1.618 1.2367
2.618 1.2228
4.250 1.2001
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 1.2662 1.2698
PP 1.2644 1.2668
S1 1.2627 1.2639

These figures are updated between 7pm and 10pm EST after a trading day.

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