CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2488 |
1.2411 |
-0.0077 |
-0.6% |
1.2470 |
| High |
1.2506 |
1.2445 |
-0.0061 |
-0.5% |
1.2548 |
| Low |
1.2397 |
1.2379 |
-0.0018 |
-0.1% |
1.2379 |
| Close |
1.2402 |
1.2382 |
-0.0020 |
-0.2% |
1.2382 |
| Range |
0.0109 |
0.0066 |
-0.0043 |
-39.4% |
0.0169 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
141,766 |
22,272 |
-119,494 |
-84.3% |
621,871 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2600 |
1.2557 |
1.2418 |
|
| R3 |
1.2534 |
1.2491 |
1.2400 |
|
| R2 |
1.2468 |
1.2468 |
1.2394 |
|
| R1 |
1.2425 |
1.2425 |
1.2388 |
1.2414 |
| PP |
1.2402 |
1.2402 |
1.2402 |
1.2396 |
| S1 |
1.2359 |
1.2359 |
1.2376 |
1.2348 |
| S2 |
1.2336 |
1.2336 |
1.2370 |
|
| S3 |
1.2270 |
1.2293 |
1.2364 |
|
| S4 |
1.2204 |
1.2227 |
1.2346 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2943 |
1.2832 |
1.2475 |
|
| R3 |
1.2774 |
1.2663 |
1.2428 |
|
| R2 |
1.2605 |
1.2605 |
1.2413 |
|
| R1 |
1.2494 |
1.2494 |
1.2397 |
1.2465 |
| PP |
1.2436 |
1.2436 |
1.2436 |
1.2422 |
| S1 |
1.2325 |
1.2325 |
1.2367 |
1.2296 |
| S2 |
1.2267 |
1.2267 |
1.2351 |
|
| S3 |
1.2098 |
1.2156 |
1.2336 |
|
| S4 |
1.1929 |
1.1987 |
1.2289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2548 |
1.2379 |
0.0169 |
1.4% |
0.0080 |
0.6% |
2% |
False |
True |
124,374 |
| 10 |
1.2715 |
1.2379 |
0.0336 |
2.7% |
0.0089 |
0.7% |
1% |
False |
True |
111,659 |
| 20 |
1.2804 |
1.2379 |
0.0425 |
3.4% |
0.0092 |
0.7% |
1% |
False |
True |
103,021 |
| 40 |
1.2999 |
1.2379 |
0.0620 |
5.0% |
0.0097 |
0.8% |
0% |
False |
True |
95,467 |
| 60 |
1.3146 |
1.2379 |
0.0767 |
6.2% |
0.0098 |
0.8% |
0% |
False |
True |
98,212 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.6% |
0.0098 |
0.8% |
6% |
False |
False |
84,659 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.6% |
0.0094 |
0.8% |
6% |
False |
False |
67,777 |
| 120 |
1.3146 |
1.2316 |
0.0830 |
6.7% |
0.0089 |
0.7% |
8% |
False |
False |
56,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2726 |
|
2.618 |
1.2618 |
|
1.618 |
1.2552 |
|
1.000 |
1.2511 |
|
0.618 |
1.2486 |
|
HIGH |
1.2445 |
|
0.618 |
1.2420 |
|
0.500 |
1.2412 |
|
0.382 |
1.2404 |
|
LOW |
1.2379 |
|
0.618 |
1.2338 |
|
1.000 |
1.2313 |
|
1.618 |
1.2272 |
|
2.618 |
1.2206 |
|
4.250 |
1.2099 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2412 |
1.2446 |
| PP |
1.2402 |
1.2424 |
| S1 |
1.2392 |
1.2403 |
|