CME British Pound Future September 2023
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2411 |
1.2383 |
-0.0028 |
-0.2% |
1.2470 |
| High |
1.2445 |
1.2410 |
-0.0035 |
-0.3% |
1.2548 |
| Low |
1.2379 |
1.2370 |
-0.0009 |
-0.1% |
1.2379 |
| Close |
1.2382 |
1.2377 |
-0.0005 |
0.0% |
1.2382 |
| Range |
0.0066 |
0.0040 |
-0.0026 |
-39.4% |
0.0169 |
| ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
22,272 |
981 |
-21,291 |
-95.6% |
621,871 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2506 |
1.2481 |
1.2399 |
|
| R3 |
1.2466 |
1.2441 |
1.2388 |
|
| R2 |
1.2426 |
1.2426 |
1.2384 |
|
| R1 |
1.2401 |
1.2401 |
1.2381 |
1.2394 |
| PP |
1.2386 |
1.2386 |
1.2386 |
1.2382 |
| S1 |
1.2361 |
1.2361 |
1.2373 |
1.2354 |
| S2 |
1.2346 |
1.2346 |
1.2370 |
|
| S3 |
1.2306 |
1.2321 |
1.2366 |
|
| S4 |
1.2266 |
1.2281 |
1.2355 |
|
|
| 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 |
1.2531 |
1.2370 |
0.0161 |
1.3% |
0.0073 |
0.6% |
4% |
False |
True |
100,678 |
| 10 |
1.2643 |
1.2370 |
0.0273 |
2.2% |
0.0079 |
0.6% |
3% |
False |
True |
101,900 |
| 20 |
1.2804 |
1.2370 |
0.0434 |
3.5% |
0.0091 |
0.7% |
2% |
False |
True |
98,893 |
| 40 |
1.2999 |
1.2370 |
0.0629 |
5.1% |
0.0096 |
0.8% |
1% |
False |
True |
92,852 |
| 60 |
1.3146 |
1.2370 |
0.0776 |
6.3% |
0.0096 |
0.8% |
1% |
False |
True |
96,346 |
| 80 |
1.3146 |
1.2333 |
0.0813 |
6.6% |
0.0098 |
0.8% |
5% |
False |
False |
84,668 |
| 100 |
1.3146 |
1.2333 |
0.0813 |
6.6% |
0.0094 |
0.8% |
5% |
False |
False |
67,786 |
| 120 |
1.3146 |
1.2316 |
0.0830 |
6.7% |
0.0089 |
0.7% |
7% |
False |
False |
56,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2580 |
|
2.618 |
1.2515 |
|
1.618 |
1.2475 |
|
1.000 |
1.2450 |
|
0.618 |
1.2435 |
|
HIGH |
1.2410 |
|
0.618 |
1.2395 |
|
0.500 |
1.2390 |
|
0.382 |
1.2385 |
|
LOW |
1.2370 |
|
0.618 |
1.2345 |
|
1.000 |
1.2330 |
|
1.618 |
1.2305 |
|
2.618 |
1.2265 |
|
4.250 |
1.2200 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2390 |
1.2438 |
| PP |
1.2386 |
1.2418 |
| S1 |
1.2381 |
1.2397 |
|