CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2468 |
1.2514 |
0.0046 |
0.4% |
1.2590 |
| High |
1.2548 |
1.2531 |
-0.0017 |
-0.1% |
1.2641 |
| Low |
1.2468 |
1.2462 |
-0.0006 |
0.0% |
1.2448 |
| Close |
1.2510 |
1.2487 |
-0.0023 |
-0.2% |
1.2452 |
| Range |
0.0080 |
0.0069 |
-0.0011 |
-13.8% |
0.0193 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
39,968 |
57,080 |
17,112 |
42.8% |
33,167 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2700 |
1.2663 |
1.2525 |
|
| R3 |
1.2631 |
1.2594 |
1.2506 |
|
| R2 |
1.2562 |
1.2562 |
1.2500 |
|
| R1 |
1.2525 |
1.2525 |
1.2493 |
1.2509 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2486 |
| S1 |
1.2456 |
1.2456 |
1.2481 |
1.2440 |
| S2 |
1.2424 |
1.2424 |
1.2474 |
|
| S3 |
1.2355 |
1.2387 |
1.2468 |
|
| S4 |
1.2286 |
1.2318 |
1.2449 |
|
|
| 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 |
1.2587 |
1.2448 |
0.0139 |
1.1% |
0.0075 |
0.6% |
28% |
False |
False |
24,454 |
| 10 |
1.2744 |
1.2448 |
0.0296 |
2.4% |
0.0090 |
0.7% |
13% |
False |
False |
13,737 |
| 20 |
1.2797 |
1.2448 |
0.0349 |
2.8% |
0.0087 |
0.7% |
11% |
False |
False |
7,235 |
| 40 |
1.3111 |
1.2448 |
0.0663 |
5.3% |
0.0091 |
0.7% |
6% |
False |
False |
3,731 |
| 60 |
1.3133 |
1.2448 |
0.0685 |
5.5% |
0.0088 |
0.7% |
6% |
False |
False |
2,663 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0076 |
0.6% |
19% |
False |
False |
2,119 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0067 |
0.5% |
19% |
False |
False |
1,697 |
| 120 |
1.3133 |
1.2226 |
0.0907 |
7.3% |
0.0060 |
0.5% |
29% |
False |
False |
1,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2824 |
|
2.618 |
1.2712 |
|
1.618 |
1.2643 |
|
1.000 |
1.2600 |
|
0.618 |
1.2574 |
|
HIGH |
1.2531 |
|
0.618 |
1.2505 |
|
0.500 |
1.2497 |
|
0.382 |
1.2488 |
|
LOW |
1.2462 |
|
0.618 |
1.2419 |
|
1.000 |
1.2393 |
|
1.618 |
1.2350 |
|
2.618 |
1.2281 |
|
4.250 |
1.2169 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2497 |
1.2500 |
| PP |
1.2493 |
1.2496 |
| S1 |
1.2490 |
1.2491 |
|