CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2565 |
1.2507 |
-0.0058 |
-0.5% |
1.2580 |
| High |
1.2587 |
1.2508 |
-0.0079 |
-0.6% |
1.2744 |
| Low |
1.2485 |
1.2448 |
-0.0037 |
-0.3% |
1.2566 |
| Close |
1.2508 |
1.2472 |
-0.0036 |
-0.3% |
1.2595 |
| Range |
0.0102 |
0.0060 |
-0.0042 |
-41.2% |
0.0178 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
9,987 |
8,428 |
-1,559 |
-15.6% |
7,286 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2656 |
1.2624 |
1.2505 |
|
| R3 |
1.2596 |
1.2564 |
1.2489 |
|
| R2 |
1.2536 |
1.2536 |
1.2483 |
|
| R1 |
1.2504 |
1.2504 |
1.2478 |
1.2490 |
| PP |
1.2476 |
1.2476 |
1.2476 |
1.2469 |
| S1 |
1.2444 |
1.2444 |
1.2467 |
1.2430 |
| S2 |
1.2416 |
1.2416 |
1.2461 |
|
| S3 |
1.2356 |
1.2384 |
1.2456 |
|
| S4 |
1.2296 |
1.2324 |
1.2439 |
|
|
| 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 |
1.2725 |
1.2448 |
0.0277 |
2.2% |
0.0095 |
0.8% |
9% |
False |
True |
5,813 |
| 10 |
1.2744 |
1.2448 |
0.0296 |
2.4% |
0.0096 |
0.8% |
8% |
False |
True |
3,495 |
| 20 |
1.2819 |
1.2448 |
0.0371 |
3.0% |
0.0091 |
0.7% |
6% |
False |
True |
2,071 |
| 40 |
1.3133 |
1.2448 |
0.0685 |
5.5% |
0.0091 |
0.7% |
4% |
False |
True |
1,193 |
| 60 |
1.3133 |
1.2448 |
0.0685 |
5.5% |
0.0088 |
0.7% |
4% |
False |
True |
1,012 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0074 |
0.6% |
17% |
False |
False |
821 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0065 |
0.5% |
17% |
False |
False |
658 |
| 120 |
1.3133 |
1.2226 |
0.0907 |
7.3% |
0.0059 |
0.5% |
27% |
False |
False |
559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2763 |
|
2.618 |
1.2665 |
|
1.618 |
1.2605 |
|
1.000 |
1.2568 |
|
0.618 |
1.2545 |
|
HIGH |
1.2508 |
|
0.618 |
1.2485 |
|
0.500 |
1.2478 |
|
0.382 |
1.2471 |
|
LOW |
1.2448 |
|
0.618 |
1.2411 |
|
1.000 |
1.2388 |
|
1.618 |
1.2351 |
|
2.618 |
1.2291 |
|
4.250 |
1.2193 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2478 |
1.2545 |
| PP |
1.2476 |
1.2520 |
| S1 |
1.2474 |
1.2496 |
|