CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2720 |
1.2674 |
-0.0046 |
-0.4% |
1.2583 |
| High |
1.2737 |
1.2715 |
-0.0022 |
-0.2% |
1.2748 |
| Low |
1.2654 |
1.2578 |
-0.0076 |
-0.6% |
1.2564 |
| Close |
1.2665 |
1.2594 |
-0.0071 |
-0.6% |
1.2594 |
| Range |
0.0083 |
0.0137 |
0.0054 |
65.1% |
0.0184 |
| ATR |
0.0098 |
0.0101 |
0.0003 |
2.9% |
0.0000 |
| Volume |
90,261 |
98,569 |
8,308 |
9.2% |
429,384 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3040 |
1.2954 |
1.2669 |
|
| R3 |
1.2903 |
1.2817 |
1.2632 |
|
| R2 |
1.2766 |
1.2766 |
1.2619 |
|
| R1 |
1.2680 |
1.2680 |
1.2607 |
1.2655 |
| PP |
1.2629 |
1.2629 |
1.2629 |
1.2616 |
| S1 |
1.2543 |
1.2543 |
1.2581 |
1.2518 |
| S2 |
1.2492 |
1.2492 |
1.2569 |
|
| S3 |
1.2355 |
1.2406 |
1.2556 |
|
| S4 |
1.2218 |
1.2269 |
1.2519 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3187 |
1.3075 |
1.2695 |
|
| R3 |
1.3003 |
1.2891 |
1.2645 |
|
| R2 |
1.2819 |
1.2819 |
1.2628 |
|
| R1 |
1.2707 |
1.2707 |
1.2611 |
1.2763 |
| PP |
1.2635 |
1.2635 |
1.2635 |
1.2664 |
| S1 |
1.2523 |
1.2523 |
1.2577 |
1.2579 |
| S2 |
1.2451 |
1.2451 |
1.2560 |
|
| S3 |
1.2267 |
1.2339 |
1.2543 |
|
| S4 |
1.2083 |
1.2155 |
1.2493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2748 |
1.2564 |
0.0184 |
1.5% |
0.0097 |
0.8% |
16% |
False |
False |
85,876 |
| 10 |
1.2804 |
1.2550 |
0.0254 |
2.0% |
0.0102 |
0.8% |
17% |
False |
False |
95,887 |
| 20 |
1.2822 |
1.2550 |
0.0272 |
2.2% |
0.0096 |
0.8% |
16% |
False |
False |
87,502 |
| 40 |
1.3146 |
1.2550 |
0.0596 |
4.7% |
0.0102 |
0.8% |
7% |
False |
False |
93,522 |
| 60 |
1.3146 |
1.2457 |
0.0689 |
5.5% |
0.0102 |
0.8% |
20% |
False |
False |
95,170 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0098 |
0.8% |
32% |
False |
False |
71,975 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0093 |
0.7% |
32% |
False |
False |
57,641 |
| 120 |
1.3146 |
1.2063 |
0.1083 |
8.6% |
0.0088 |
0.7% |
49% |
False |
False |
48,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3297 |
|
2.618 |
1.3074 |
|
1.618 |
1.2937 |
|
1.000 |
1.2852 |
|
0.618 |
1.2800 |
|
HIGH |
1.2715 |
|
0.618 |
1.2663 |
|
0.500 |
1.2647 |
|
0.382 |
1.2630 |
|
LOW |
1.2578 |
|
0.618 |
1.2493 |
|
1.000 |
1.2441 |
|
1.618 |
1.2356 |
|
2.618 |
1.2219 |
|
4.250 |
1.1996 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2647 |
1.2663 |
| PP |
1.2629 |
1.2640 |
| S1 |
1.2612 |
1.2617 |
|