CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2583 |
1.2606 |
0.0023 |
0.2% |
1.2734 |
| High |
1.2613 |
1.2656 |
0.0043 |
0.3% |
1.2804 |
| Low |
1.2568 |
1.2564 |
-0.0004 |
0.0% |
1.2550 |
| Close |
1.2604 |
1.2634 |
0.0030 |
0.2% |
1.2597 |
| Range |
0.0045 |
0.0092 |
0.0047 |
104.4% |
0.0254 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
45,706 |
103,717 |
58,011 |
126.9% |
529,486 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2894 |
1.2856 |
1.2685 |
|
| R3 |
1.2802 |
1.2764 |
1.2659 |
|
| R2 |
1.2710 |
1.2710 |
1.2651 |
|
| R1 |
1.2672 |
1.2672 |
1.2642 |
1.2691 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2628 |
| S1 |
1.2580 |
1.2580 |
1.2626 |
1.2599 |
| S2 |
1.2526 |
1.2526 |
1.2617 |
|
| S3 |
1.2434 |
1.2488 |
1.2609 |
|
| S4 |
1.2342 |
1.2396 |
1.2583 |
|
|
| 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 |
1.2767 |
1.2550 |
0.0217 |
1.7% |
0.0107 |
0.8% |
39% |
False |
False |
106,665 |
| 10 |
1.2804 |
1.2550 |
0.0254 |
2.0% |
0.0092 |
0.7% |
33% |
False |
False |
92,921 |
| 20 |
1.2822 |
1.2550 |
0.0272 |
2.2% |
0.0097 |
0.8% |
31% |
False |
False |
89,338 |
| 40 |
1.3146 |
1.2550 |
0.0596 |
4.7% |
0.0101 |
0.8% |
14% |
False |
False |
95,478 |
| 60 |
1.3146 |
1.2390 |
0.0756 |
6.0% |
0.0100 |
0.8% |
32% |
False |
False |
91,016 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0096 |
0.8% |
37% |
False |
False |
68,478 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0090 |
0.7% |
37% |
False |
False |
54,844 |
| 120 |
1.3146 |
1.1966 |
0.1180 |
9.3% |
0.0088 |
0.7% |
57% |
False |
False |
45,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3047 |
|
2.618 |
1.2897 |
|
1.618 |
1.2805 |
|
1.000 |
1.2748 |
|
0.618 |
1.2713 |
|
HIGH |
1.2656 |
|
0.618 |
1.2621 |
|
0.500 |
1.2610 |
|
0.382 |
1.2599 |
|
LOW |
1.2564 |
|
0.618 |
1.2507 |
|
1.000 |
1.2472 |
|
1.618 |
1.2415 |
|
2.618 |
1.2323 |
|
4.250 |
1.2173 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2626 |
1.2624 |
| PP |
1.2618 |
1.2613 |
| S1 |
1.2610 |
1.2603 |
|