CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2473 |
1.2468 |
-0.0005 |
0.0% |
1.2590 |
| High |
1.2515 |
1.2548 |
0.0033 |
0.3% |
1.2641 |
| Low |
1.2452 |
1.2468 |
0.0016 |
0.1% |
1.2448 |
| Close |
1.2452 |
1.2510 |
0.0058 |
0.5% |
1.2452 |
| Range |
0.0063 |
0.0080 |
0.0017 |
27.0% |
0.0193 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.5% |
0.0000 |
| Volume |
6,807 |
39,968 |
33,161 |
487.2% |
33,167 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2749 |
1.2709 |
1.2554 |
|
| R3 |
1.2669 |
1.2629 |
1.2532 |
|
| R2 |
1.2589 |
1.2589 |
1.2525 |
|
| R1 |
1.2549 |
1.2549 |
1.2517 |
1.2569 |
| PP |
1.2509 |
1.2509 |
1.2509 |
1.2519 |
| S1 |
1.2469 |
1.2469 |
1.2503 |
1.2489 |
| S2 |
1.2429 |
1.2429 |
1.2495 |
|
| S3 |
1.2349 |
1.2389 |
1.2488 |
|
| S4 |
1.2269 |
1.2309 |
1.2466 |
|
|
| 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 |
1.2641 |
1.2448 |
0.0193 |
1.5% |
0.0083 |
0.7% |
32% |
False |
False |
14,627 |
| 10 |
1.2744 |
1.2448 |
0.0296 |
2.4% |
0.0087 |
0.7% |
21% |
False |
False |
8,042 |
| 20 |
1.2797 |
1.2448 |
0.0349 |
2.8% |
0.0087 |
0.7% |
18% |
False |
False |
4,390 |
| 40 |
1.3111 |
1.2448 |
0.0663 |
5.3% |
0.0091 |
0.7% |
9% |
False |
False |
2,319 |
| 60 |
1.3133 |
1.2448 |
0.0685 |
5.5% |
0.0089 |
0.7% |
9% |
False |
False |
1,775 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0076 |
0.6% |
22% |
False |
False |
1,406 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0066 |
0.5% |
22% |
False |
False |
1,126 |
| 120 |
1.3133 |
1.2226 |
0.0907 |
7.3% |
0.0060 |
0.5% |
31% |
False |
False |
949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2888 |
|
2.618 |
1.2757 |
|
1.618 |
1.2677 |
|
1.000 |
1.2628 |
|
0.618 |
1.2597 |
|
HIGH |
1.2548 |
|
0.618 |
1.2517 |
|
0.500 |
1.2508 |
|
0.382 |
1.2499 |
|
LOW |
1.2468 |
|
0.618 |
1.2419 |
|
1.000 |
1.2388 |
|
1.618 |
1.2339 |
|
2.618 |
1.2259 |
|
4.250 |
1.2128 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2509 |
1.2506 |
| PP |
1.2509 |
1.2502 |
| S1 |
1.2508 |
1.2498 |
|