CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2676 |
1.2590 |
-0.0086 |
-0.7% |
1.2580 |
| High |
1.2713 |
1.2641 |
-0.0072 |
-0.6% |
1.2744 |
| Low |
1.2580 |
1.2529 |
-0.0051 |
-0.4% |
1.2566 |
| Close |
1.2595 |
1.2567 |
-0.0028 |
-0.2% |
1.2595 |
| Range |
0.0133 |
0.0112 |
-0.0021 |
-15.8% |
0.0178 |
| ATR |
0.0092 |
0.0094 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,316 |
7,945 |
6,629 |
503.7% |
7,286 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2915 |
1.2853 |
1.2629 |
|
| R3 |
1.2803 |
1.2741 |
1.2598 |
|
| R2 |
1.2691 |
1.2691 |
1.2588 |
|
| R1 |
1.2629 |
1.2629 |
1.2577 |
1.2604 |
| PP |
1.2579 |
1.2579 |
1.2579 |
1.2567 |
| S1 |
1.2517 |
1.2517 |
1.2557 |
1.2492 |
| S2 |
1.2467 |
1.2467 |
1.2546 |
|
| S3 |
1.2355 |
1.2405 |
1.2536 |
|
| S4 |
1.2243 |
1.2293 |
1.2505 |
|
|
| 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 |
1.2529 |
0.0215 |
1.7% |
0.0105 |
0.8% |
18% |
False |
True |
3,020 |
| 10 |
1.2797 |
1.2529 |
0.0268 |
2.1% |
0.0102 |
0.8% |
14% |
False |
True |
2,009 |
| 20 |
1.2819 |
1.2529 |
0.0290 |
2.3% |
0.0089 |
0.7% |
13% |
False |
True |
1,168 |
| 40 |
1.3133 |
1.2529 |
0.0604 |
4.8% |
0.0091 |
0.7% |
6% |
False |
True |
757 |
| 60 |
1.3133 |
1.2509 |
0.0624 |
5.0% |
0.0088 |
0.7% |
9% |
False |
False |
738 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0074 |
0.6% |
29% |
False |
False |
591 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0065 |
0.5% |
29% |
False |
False |
474 |
| 120 |
1.3133 |
1.2168 |
0.0965 |
7.7% |
0.0058 |
0.5% |
41% |
False |
False |
406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3117 |
|
2.618 |
1.2934 |
|
1.618 |
1.2822 |
|
1.000 |
1.2753 |
|
0.618 |
1.2710 |
|
HIGH |
1.2641 |
|
0.618 |
1.2598 |
|
0.500 |
1.2585 |
|
0.382 |
1.2572 |
|
LOW |
1.2529 |
|
0.618 |
1.2460 |
|
1.000 |
1.2417 |
|
1.618 |
1.2348 |
|
2.618 |
1.2236 |
|
4.250 |
1.2053 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2585 |
1.2627 |
| PP |
1.2579 |
1.2607 |
| S1 |
1.2573 |
1.2587 |
|