CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2495 |
1.2488 |
-0.0007 |
-0.1% |
1.2590 |
| High |
1.2512 |
1.2506 |
-0.0006 |
0.0% |
1.2643 |
| Low |
1.2434 |
1.2397 |
-0.0037 |
-0.3% |
1.2446 |
| Close |
1.2487 |
1.2402 |
-0.0085 |
-0.7% |
1.2451 |
| Range |
0.0078 |
0.0109 |
0.0031 |
39.7% |
0.0197 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.2% |
0.0000 |
| Volume |
225,853 |
141,766 |
-84,087 |
-37.2% |
396,156 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2762 |
1.2691 |
1.2462 |
|
| R3 |
1.2653 |
1.2582 |
1.2432 |
|
| R2 |
1.2544 |
1.2544 |
1.2422 |
|
| R1 |
1.2473 |
1.2473 |
1.2412 |
1.2454 |
| PP |
1.2435 |
1.2435 |
1.2435 |
1.2426 |
| S1 |
1.2364 |
1.2364 |
1.2392 |
1.2345 |
| S2 |
1.2326 |
1.2326 |
1.2382 |
|
| S3 |
1.2217 |
1.2255 |
1.2372 |
|
| S4 |
1.2108 |
1.2146 |
1.2342 |
|
|
| 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 |
1.2548 |
1.2397 |
0.0151 |
1.2% |
0.0080 |
0.6% |
3% |
False |
True |
133,408 |
| 10 |
1.2737 |
1.2397 |
0.0340 |
2.7% |
0.0090 |
0.7% |
1% |
False |
True |
118,458 |
| 20 |
1.2804 |
1.2397 |
0.0407 |
3.3% |
0.0093 |
0.8% |
1% |
False |
True |
106,261 |
| 40 |
1.2999 |
1.2397 |
0.0602 |
4.9% |
0.0098 |
0.8% |
1% |
False |
True |
97,201 |
| 60 |
1.3146 |
1.2397 |
0.0749 |
6.0% |
0.0099 |
0.8% |
1% |
False |
True |
99,831 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.6% |
0.0098 |
0.8% |
8% |
False |
False |
84,384 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.6% |
0.0094 |
0.8% |
8% |
False |
False |
67,554 |
| 120 |
1.3146 |
1.2256 |
0.0890 |
7.2% |
0.0089 |
0.7% |
16% |
False |
False |
56,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2969 |
|
2.618 |
1.2791 |
|
1.618 |
1.2682 |
|
1.000 |
1.2615 |
|
0.618 |
1.2573 |
|
HIGH |
1.2506 |
|
0.618 |
1.2464 |
|
0.500 |
1.2452 |
|
0.382 |
1.2439 |
|
LOW |
1.2397 |
|
0.618 |
1.2330 |
|
1.000 |
1.2288 |
|
1.618 |
1.2221 |
|
2.618 |
1.2112 |
|
4.250 |
1.1934 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2452 |
1.2464 |
| PP |
1.2435 |
1.2443 |
| S1 |
1.2419 |
1.2423 |
|