CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 25-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2023 |
25-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2722 |
1.2604 |
-0.0118 |
-0.9% |
1.2734 |
| High |
1.2731 |
1.2656 |
-0.0075 |
-0.6% |
1.2804 |
| Low |
1.2592 |
1.2550 |
-0.0042 |
-0.3% |
1.2550 |
| Close |
1.2609 |
1.2597 |
-0.0012 |
-0.1% |
1.2597 |
| Range |
0.0139 |
0.0106 |
-0.0033 |
-23.7% |
0.0254 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
0.4% |
0.0000 |
| Volume |
102,712 |
124,141 |
21,429 |
20.9% |
529,486 |
|
| Daily Pivots for day following 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2919 |
1.2864 |
1.2655 |
|
| R3 |
1.2813 |
1.2758 |
1.2626 |
|
| R2 |
1.2707 |
1.2707 |
1.2616 |
|
| R1 |
1.2652 |
1.2652 |
1.2607 |
1.2627 |
| PP |
1.2601 |
1.2601 |
1.2601 |
1.2588 |
| S1 |
1.2546 |
1.2546 |
1.2587 |
1.2521 |
| S2 |
1.2495 |
1.2495 |
1.2578 |
|
| S3 |
1.2389 |
1.2440 |
1.2568 |
|
| S4 |
1.2283 |
1.2334 |
1.2539 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3412 |
1.3259 |
1.2737 |
|
| R3 |
1.3158 |
1.3005 |
1.2667 |
|
| R2 |
1.2904 |
1.2904 |
1.2644 |
|
| R1 |
1.2751 |
1.2751 |
1.2620 |
1.2701 |
| PP |
1.2650 |
1.2650 |
1.2650 |
1.2625 |
| S1 |
1.2497 |
1.2497 |
1.2574 |
1.2447 |
| S2 |
1.2396 |
1.2396 |
1.2550 |
|
| S3 |
1.2142 |
1.2243 |
1.2527 |
|
| S4 |
1.1888 |
1.1989 |
1.2457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2804 |
1.2550 |
0.0254 |
2.0% |
0.0107 |
0.9% |
19% |
False |
True |
105,897 |
| 10 |
1.2804 |
1.2550 |
0.0254 |
2.0% |
0.0096 |
0.8% |
19% |
False |
True |
96,428 |
| 20 |
1.2876 |
1.2550 |
0.0326 |
2.6% |
0.0097 |
0.8% |
14% |
False |
True |
89,936 |
| 40 |
1.3146 |
1.2550 |
0.0596 |
4.7% |
0.0102 |
0.8% |
8% |
False |
True |
96,448 |
| 60 |
1.3146 |
1.2390 |
0.0756 |
6.0% |
0.0101 |
0.8% |
27% |
False |
False |
88,593 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0096 |
0.8% |
32% |
False |
False |
66,616 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0090 |
0.7% |
32% |
False |
False |
53,352 |
| 120 |
1.3146 |
1.1870 |
0.1276 |
10.1% |
0.0088 |
0.7% |
57% |
False |
False |
44,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3107 |
|
2.618 |
1.2934 |
|
1.618 |
1.2828 |
|
1.000 |
1.2762 |
|
0.618 |
1.2722 |
|
HIGH |
1.2656 |
|
0.618 |
1.2616 |
|
0.500 |
1.2603 |
|
0.382 |
1.2590 |
|
LOW |
1.2550 |
|
0.618 |
1.2484 |
|
1.000 |
1.2444 |
|
1.618 |
1.2378 |
|
2.618 |
1.2272 |
|
4.250 |
1.2100 |
|
|
| Fisher Pivots for day following 25-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2603 |
1.2659 |
| PP |
1.2601 |
1.2638 |
| S1 |
1.2599 |
1.2618 |
|