CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2590 |
1.2565 |
-0.0025 |
-0.2% |
1.2583 |
| High |
1.2643 |
1.2589 |
-0.0054 |
-0.4% |
1.2748 |
| Low |
1.2528 |
1.2483 |
-0.0045 |
-0.4% |
1.2564 |
| Close |
1.2567 |
1.2507 |
-0.0060 |
-0.5% |
1.2594 |
| Range |
0.0115 |
0.0106 |
-0.0009 |
-7.8% |
0.0184 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.3% |
0.0000 |
| Volume |
139,352 |
100,316 |
-39,036 |
-28.0% |
429,384 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2844 |
1.2782 |
1.2565 |
|
| R3 |
1.2738 |
1.2676 |
1.2536 |
|
| R2 |
1.2632 |
1.2632 |
1.2526 |
|
| R1 |
1.2570 |
1.2570 |
1.2517 |
1.2548 |
| PP |
1.2526 |
1.2526 |
1.2526 |
1.2516 |
| S1 |
1.2464 |
1.2464 |
1.2497 |
1.2442 |
| S2 |
1.2420 |
1.2420 |
1.2488 |
|
| S3 |
1.2314 |
1.2358 |
1.2478 |
|
| S4 |
1.2208 |
1.2252 |
1.2449 |
|
|
| 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 |
1.2483 |
0.0265 |
2.1% |
0.0114 |
0.9% |
9% |
False |
True |
103,925 |
| 10 |
1.2767 |
1.2483 |
0.0284 |
2.3% |
0.0110 |
0.9% |
8% |
False |
True |
105,295 |
| 20 |
1.2822 |
1.2483 |
0.0339 |
2.7% |
0.0098 |
0.8% |
7% |
False |
True |
93,062 |
| 40 |
1.3146 |
1.2483 |
0.0663 |
5.3% |
0.0103 |
0.8% |
4% |
False |
True |
94,042 |
| 60 |
1.3146 |
1.2483 |
0.0663 |
5.3% |
0.0102 |
0.8% |
4% |
False |
True |
98,359 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0098 |
0.8% |
21% |
False |
False |
74,968 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0094 |
0.7% |
21% |
False |
False |
60,010 |
| 120 |
1.3146 |
1.2157 |
0.0989 |
7.9% |
0.0089 |
0.7% |
35% |
False |
False |
50,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3040 |
|
2.618 |
1.2867 |
|
1.618 |
1.2761 |
|
1.000 |
1.2695 |
|
0.618 |
1.2655 |
|
HIGH |
1.2589 |
|
0.618 |
1.2549 |
|
0.500 |
1.2536 |
|
0.382 |
1.2523 |
|
LOW |
1.2483 |
|
0.618 |
1.2417 |
|
1.000 |
1.2377 |
|
1.618 |
1.2311 |
|
2.618 |
1.2205 |
|
4.250 |
1.2033 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2536 |
1.2599 |
| PP |
1.2526 |
1.2568 |
| S1 |
1.2517 |
1.2538 |
|