CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2645 |
1.2720 |
0.0075 |
0.6% |
1.2734 |
| High |
1.2748 |
1.2737 |
-0.0011 |
-0.1% |
1.2804 |
| Low |
1.2620 |
1.2654 |
0.0034 |
0.3% |
1.2550 |
| Close |
1.2718 |
1.2665 |
-0.0053 |
-0.4% |
1.2597 |
| Range |
0.0128 |
0.0083 |
-0.0045 |
-35.2% |
0.0254 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
91,131 |
90,261 |
-870 |
-1.0% |
529,486 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2934 |
1.2883 |
1.2711 |
|
| R3 |
1.2851 |
1.2800 |
1.2688 |
|
| R2 |
1.2768 |
1.2768 |
1.2680 |
|
| R1 |
1.2717 |
1.2717 |
1.2673 |
1.2701 |
| PP |
1.2685 |
1.2685 |
1.2685 |
1.2678 |
| S1 |
1.2634 |
1.2634 |
1.2657 |
1.2618 |
| S2 |
1.2602 |
1.2602 |
1.2650 |
|
| S3 |
1.2519 |
1.2551 |
1.2642 |
|
| S4 |
1.2436 |
1.2468 |
1.2619 |
|
|
| 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% |
0.0091 |
0.7% |
58% |
False |
False |
90,991 |
| 10 |
1.2804 |
1.2550 |
0.0254 |
2.0% |
0.0096 |
0.8% |
45% |
False |
False |
94,383 |
| 20 |
1.2822 |
1.2550 |
0.0272 |
2.1% |
0.0096 |
0.8% |
42% |
False |
False |
87,272 |
| 40 |
1.3146 |
1.2550 |
0.0596 |
4.7% |
0.0102 |
0.8% |
19% |
False |
False |
93,814 |
| 60 |
1.3146 |
1.2417 |
0.0729 |
5.8% |
0.0101 |
0.8% |
34% |
False |
False |
93,700 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0097 |
0.8% |
41% |
False |
False |
70,743 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.4% |
0.0091 |
0.7% |
41% |
False |
False |
56,657 |
| 120 |
1.3146 |
1.2063 |
0.1083 |
8.6% |
0.0087 |
0.7% |
56% |
False |
False |
47,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3090 |
|
2.618 |
1.2954 |
|
1.618 |
1.2871 |
|
1.000 |
1.2820 |
|
0.618 |
1.2788 |
|
HIGH |
1.2737 |
|
0.618 |
1.2705 |
|
0.500 |
1.2696 |
|
0.382 |
1.2686 |
|
LOW |
1.2654 |
|
0.618 |
1.2603 |
|
1.000 |
1.2571 |
|
1.618 |
1.2520 |
|
2.618 |
1.2437 |
|
4.250 |
1.2301 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2696 |
1.2662 |
| PP |
1.2685 |
1.2659 |
| S1 |
1.2675 |
1.2656 |
|