CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2674 |
1.2590 |
-0.0084 |
-0.7% |
1.2583 |
| High |
1.2715 |
1.2643 |
-0.0072 |
-0.6% |
1.2748 |
| Low |
1.2578 |
1.2528 |
-0.0050 |
-0.4% |
1.2564 |
| Close |
1.2594 |
1.2567 |
-0.0027 |
-0.2% |
1.2594 |
| Range |
0.0137 |
0.0115 |
-0.0022 |
-16.1% |
0.0184 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
1.0% |
0.0000 |
| Volume |
98,569 |
139,352 |
40,783 |
41.4% |
429,384 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2924 |
1.2861 |
1.2630 |
|
| R3 |
1.2809 |
1.2746 |
1.2599 |
|
| R2 |
1.2694 |
1.2694 |
1.2588 |
|
| R1 |
1.2631 |
1.2631 |
1.2578 |
1.2605 |
| PP |
1.2579 |
1.2579 |
1.2579 |
1.2567 |
| S1 |
1.2516 |
1.2516 |
1.2556 |
1.2490 |
| S2 |
1.2464 |
1.2464 |
1.2546 |
|
| S3 |
1.2349 |
1.2401 |
1.2535 |
|
| S4 |
1.2234 |
1.2286 |
1.2504 |
|
|
| 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 |
1.2528 |
0.0220 |
1.8% |
0.0111 |
0.9% |
18% |
False |
True |
104,606 |
| 10 |
1.2804 |
1.2528 |
0.0276 |
2.2% |
0.0108 |
0.9% |
14% |
False |
True |
102,708 |
| 20 |
1.2822 |
1.2528 |
0.0294 |
2.3% |
0.0098 |
0.8% |
13% |
False |
True |
91,576 |
| 40 |
1.3146 |
1.2528 |
0.0618 |
4.9% |
0.0102 |
0.8% |
6% |
False |
True |
94,413 |
| 60 |
1.3146 |
1.2507 |
0.0639 |
5.1% |
0.0101 |
0.8% |
9% |
False |
False |
97,285 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0099 |
0.8% |
29% |
False |
False |
73,715 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0093 |
0.7% |
29% |
False |
False |
59,008 |
| 120 |
1.3146 |
1.2092 |
0.1054 |
8.4% |
0.0088 |
0.7% |
45% |
False |
False |
49,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3132 |
|
2.618 |
1.2944 |
|
1.618 |
1.2829 |
|
1.000 |
1.2758 |
|
0.618 |
1.2714 |
|
HIGH |
1.2643 |
|
0.618 |
1.2599 |
|
0.500 |
1.2586 |
|
0.382 |
1.2572 |
|
LOW |
1.2528 |
|
0.618 |
1.2457 |
|
1.000 |
1.2413 |
|
1.618 |
1.2342 |
|
2.618 |
1.2227 |
|
4.250 |
1.2039 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2586 |
1.2633 |
| PP |
1.2579 |
1.2611 |
| S1 |
1.2573 |
1.2589 |
|