CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2507 |
1.2473 |
-0.0034 |
-0.3% |
1.2590 |
| High |
1.2508 |
1.2515 |
0.0007 |
0.1% |
1.2641 |
| Low |
1.2448 |
1.2452 |
0.0004 |
0.0% |
1.2448 |
| Close |
1.2472 |
1.2452 |
-0.0020 |
-0.2% |
1.2452 |
| Range |
0.0060 |
0.0063 |
0.0003 |
5.0% |
0.0193 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
8,428 |
6,807 |
-1,621 |
-19.2% |
33,167 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2662 |
1.2620 |
1.2487 |
|
| R3 |
1.2599 |
1.2557 |
1.2469 |
|
| R2 |
1.2536 |
1.2536 |
1.2464 |
|
| R1 |
1.2494 |
1.2494 |
1.2458 |
1.2484 |
| PP |
1.2473 |
1.2473 |
1.2473 |
1.2468 |
| S1 |
1.2431 |
1.2431 |
1.2446 |
1.2421 |
| S2 |
1.2410 |
1.2410 |
1.2440 |
|
| S3 |
1.2347 |
1.2368 |
1.2435 |
|
| S4 |
1.2284 |
1.2305 |
1.2417 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3093 |
1.2965 |
1.2558 |
|
| R3 |
1.2900 |
1.2772 |
1.2505 |
|
| R2 |
1.2707 |
1.2707 |
1.2487 |
|
| R1 |
1.2579 |
1.2579 |
1.2470 |
1.2547 |
| PP |
1.2514 |
1.2514 |
1.2514 |
1.2497 |
| S1 |
1.2386 |
1.2386 |
1.2434 |
1.2354 |
| S2 |
1.2321 |
1.2321 |
1.2417 |
|
| S3 |
1.2128 |
1.2193 |
1.2399 |
|
| S4 |
1.1935 |
1.2000 |
1.2346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2713 |
1.2448 |
0.0265 |
2.1% |
0.0094 |
0.8% |
2% |
False |
False |
6,896 |
| 10 |
1.2744 |
1.2448 |
0.0296 |
2.4% |
0.0089 |
0.7% |
1% |
False |
False |
4,110 |
| 20 |
1.2797 |
1.2448 |
0.0349 |
2.8% |
0.0087 |
0.7% |
1% |
False |
False |
2,404 |
| 40 |
1.3133 |
1.2448 |
0.0685 |
5.5% |
0.0090 |
0.7% |
1% |
False |
False |
1,323 |
| 60 |
1.3133 |
1.2448 |
0.0685 |
5.5% |
0.0088 |
0.7% |
1% |
False |
False |
1,120 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0075 |
0.6% |
15% |
False |
False |
906 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0066 |
0.5% |
15% |
False |
False |
727 |
| 120 |
1.3133 |
1.2226 |
0.0907 |
7.3% |
0.0059 |
0.5% |
25% |
False |
False |
616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2783 |
|
2.618 |
1.2680 |
|
1.618 |
1.2617 |
|
1.000 |
1.2578 |
|
0.618 |
1.2554 |
|
HIGH |
1.2515 |
|
0.618 |
1.2491 |
|
0.500 |
1.2484 |
|
0.382 |
1.2476 |
|
LOW |
1.2452 |
|
0.618 |
1.2413 |
|
1.000 |
1.2389 |
|
1.618 |
1.2350 |
|
2.618 |
1.2287 |
|
4.250 |
1.2184 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2484 |
1.2518 |
| PP |
1.2473 |
1.2496 |
| S1 |
1.2463 |
1.2474 |
|