CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2719 |
1.2676 |
-0.0043 |
-0.3% |
1.2580 |
| High |
1.2725 |
1.2713 |
-0.0012 |
-0.1% |
1.2744 |
| Low |
1.2655 |
1.2580 |
-0.0075 |
-0.6% |
1.2566 |
| Close |
1.2666 |
1.2595 |
-0.0071 |
-0.6% |
1.2595 |
| Range |
0.0070 |
0.0133 |
0.0063 |
90.0% |
0.0178 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.5% |
0.0000 |
| Volume |
1,389 |
1,316 |
-73 |
-5.3% |
7,286 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3028 |
1.2945 |
1.2668 |
|
| R3 |
1.2895 |
1.2812 |
1.2632 |
|
| R2 |
1.2762 |
1.2762 |
1.2619 |
|
| R1 |
1.2679 |
1.2679 |
1.2607 |
1.2654 |
| PP |
1.2629 |
1.2629 |
1.2629 |
1.2617 |
| S1 |
1.2546 |
1.2546 |
1.2583 |
1.2521 |
| S2 |
1.2496 |
1.2496 |
1.2571 |
|
| S3 |
1.2363 |
1.2413 |
1.2558 |
|
| S4 |
1.2230 |
1.2280 |
1.2522 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3060 |
1.2693 |
|
| R3 |
1.2991 |
1.2882 |
1.2644 |
|
| R2 |
1.2813 |
1.2813 |
1.2628 |
|
| R1 |
1.2704 |
1.2704 |
1.2611 |
1.2759 |
| PP |
1.2635 |
1.2635 |
1.2635 |
1.2662 |
| S1 |
1.2526 |
1.2526 |
1.2579 |
1.2581 |
| S2 |
1.2457 |
1.2457 |
1.2562 |
|
| S3 |
1.2279 |
1.2348 |
1.2546 |
|
| S4 |
1.2101 |
1.2170 |
1.2497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2744 |
1.2566 |
0.0178 |
1.4% |
0.0090 |
0.7% |
16% |
False |
False |
1,457 |
| 10 |
1.2797 |
1.2549 |
0.0248 |
2.0% |
0.0096 |
0.8% |
19% |
False |
False |
1,243 |
| 20 |
1.2819 |
1.2549 |
0.0270 |
2.1% |
0.0086 |
0.7% |
17% |
False |
False |
798 |
| 40 |
1.3133 |
1.2549 |
0.0584 |
4.6% |
0.0091 |
0.7% |
8% |
False |
False |
578 |
| 60 |
1.3133 |
1.2509 |
0.0624 |
5.0% |
0.0086 |
0.7% |
14% |
False |
False |
606 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0073 |
0.6% |
32% |
False |
False |
492 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0064 |
0.5% |
32% |
False |
False |
395 |
| 120 |
1.3133 |
1.2052 |
0.1081 |
8.6% |
0.0058 |
0.5% |
50% |
False |
False |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3278 |
|
2.618 |
1.3061 |
|
1.618 |
1.2928 |
|
1.000 |
1.2846 |
|
0.618 |
1.2795 |
|
HIGH |
1.2713 |
|
0.618 |
1.2662 |
|
0.500 |
1.2647 |
|
0.382 |
1.2631 |
|
LOW |
1.2580 |
|
0.618 |
1.2498 |
|
1.000 |
1.2447 |
|
1.618 |
1.2365 |
|
2.618 |
1.2232 |
|
4.250 |
1.2015 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2647 |
1.2662 |
| PP |
1.2629 |
1.2640 |
| S1 |
1.2612 |
1.2617 |
|