CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2606 |
1.2645 |
0.0039 |
0.3% |
1.2734 |
| High |
1.2656 |
1.2748 |
0.0092 |
0.7% |
1.2804 |
| Low |
1.2564 |
1.2620 |
0.0056 |
0.4% |
1.2550 |
| Close |
1.2634 |
1.2718 |
0.0084 |
0.7% |
1.2597 |
| Range |
0.0092 |
0.0128 |
0.0036 |
39.1% |
0.0254 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.3% |
0.0000 |
| Volume |
103,717 |
91,131 |
-12,586 |
-12.1% |
529,486 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3079 |
1.3027 |
1.2788 |
|
| R3 |
1.2951 |
1.2899 |
1.2753 |
|
| R2 |
1.2823 |
1.2823 |
1.2741 |
|
| R1 |
1.2771 |
1.2771 |
1.2730 |
1.2797 |
| PP |
1.2695 |
1.2695 |
1.2695 |
1.2709 |
| S1 |
1.2643 |
1.2643 |
1.2706 |
1.2669 |
| S2 |
1.2567 |
1.2567 |
1.2695 |
|
| S3 |
1.2439 |
1.2515 |
1.2683 |
|
| S4 |
1.2311 |
1.2387 |
1.2648 |
|
|
| 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 |
1.2748 |
1.2550 |
0.0198 |
1.6% |
0.0102 |
0.8% |
85% |
True |
False |
93,481 |
| 10 |
1.2804 |
1.2550 |
0.0254 |
2.0% |
0.0096 |
0.8% |
66% |
False |
False |
94,064 |
| 20 |
1.2822 |
1.2550 |
0.0272 |
2.1% |
0.0097 |
0.8% |
62% |
False |
False |
88,888 |
| 40 |
1.3146 |
1.2550 |
0.0596 |
4.7% |
0.0102 |
0.8% |
28% |
False |
False |
94,906 |
| 60 |
1.3146 |
1.2414 |
0.0732 |
5.8% |
0.0101 |
0.8% |
42% |
False |
False |
92,359 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0097 |
0.8% |
47% |
False |
False |
69,616 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0091 |
0.7% |
47% |
False |
False |
55,756 |
| 120 |
1.3146 |
1.2063 |
0.1083 |
8.5% |
0.0088 |
0.7% |
60% |
False |
False |
46,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3292 |
|
2.618 |
1.3083 |
|
1.618 |
1.2955 |
|
1.000 |
1.2876 |
|
0.618 |
1.2827 |
|
HIGH |
1.2748 |
|
0.618 |
1.2699 |
|
0.500 |
1.2684 |
|
0.382 |
1.2669 |
|
LOW |
1.2620 |
|
0.618 |
1.2541 |
|
1.000 |
1.2492 |
|
1.618 |
1.2413 |
|
2.618 |
1.2285 |
|
4.250 |
1.2076 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2707 |
1.2697 |
| PP |
1.2695 |
1.2677 |
| S1 |
1.2684 |
1.2656 |
|