CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2473 |
1.2470 |
-0.0003 |
0.0% |
1.2590 |
| High |
1.2515 |
1.2548 |
0.0033 |
0.3% |
1.2643 |
| Low |
1.2451 |
1.2470 |
0.0019 |
0.2% |
1.2446 |
| Close |
1.2451 |
1.2510 |
0.0059 |
0.5% |
1.2451 |
| Range |
0.0064 |
0.0078 |
0.0014 |
21.9% |
0.0197 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.0% |
0.0000 |
| Volume |
67,444 |
119,462 |
52,018 |
77.1% |
396,156 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2743 |
1.2705 |
1.2553 |
|
| R3 |
1.2665 |
1.2627 |
1.2531 |
|
| R2 |
1.2587 |
1.2587 |
1.2524 |
|
| R1 |
1.2549 |
1.2549 |
1.2517 |
1.2568 |
| PP |
1.2509 |
1.2509 |
1.2509 |
1.2519 |
| S1 |
1.2471 |
1.2471 |
1.2503 |
1.2490 |
| S2 |
1.2431 |
1.2431 |
1.2496 |
|
| S3 |
1.2353 |
1.2393 |
1.2489 |
|
| S4 |
1.2275 |
1.2315 |
1.2467 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.2975 |
1.2559 |
|
| R3 |
1.2907 |
1.2778 |
1.2505 |
|
| R2 |
1.2710 |
1.2710 |
1.2487 |
|
| R1 |
1.2581 |
1.2581 |
1.2469 |
1.2547 |
| PP |
1.2513 |
1.2513 |
1.2513 |
1.2497 |
| S1 |
1.2384 |
1.2384 |
1.2433 |
1.2350 |
| S2 |
1.2316 |
1.2316 |
1.2415 |
|
| S3 |
1.2119 |
1.2187 |
1.2397 |
|
| S4 |
1.1922 |
1.1990 |
1.2343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2643 |
1.2446 |
0.0197 |
1.6% |
0.0085 |
0.7% |
32% |
False |
False |
103,123 |
| 10 |
1.2748 |
1.2446 |
0.0302 |
2.4% |
0.0091 |
0.7% |
21% |
False |
False |
94,500 |
| 20 |
1.2804 |
1.2446 |
0.0358 |
2.9% |
0.0093 |
0.7% |
18% |
False |
False |
95,464 |
| 40 |
1.3129 |
1.2446 |
0.0683 |
5.5% |
0.0100 |
0.8% |
9% |
False |
False |
92,734 |
| 60 |
1.3146 |
1.2446 |
0.0700 |
5.6% |
0.0100 |
0.8% |
9% |
False |
False |
97,620 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0098 |
0.8% |
22% |
False |
False |
78,391 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.5% |
0.0093 |
0.7% |
22% |
False |
False |
62,759 |
| 120 |
1.3146 |
1.2218 |
0.0928 |
7.4% |
0.0089 |
0.7% |
31% |
False |
False |
52,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2880 |
|
2.618 |
1.2752 |
|
1.618 |
1.2674 |
|
1.000 |
1.2626 |
|
0.618 |
1.2596 |
|
HIGH |
1.2548 |
|
0.618 |
1.2518 |
|
0.500 |
1.2509 |
|
0.382 |
1.2500 |
|
LOW |
1.2470 |
|
0.618 |
1.2422 |
|
1.000 |
1.2392 |
|
1.618 |
1.2344 |
|
2.618 |
1.2266 |
|
4.250 |
1.2139 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2510 |
1.2506 |
| PP |
1.2509 |
1.2501 |
| S1 |
1.2509 |
1.2497 |
|