CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2514 |
1.2493 |
-0.0021 |
-0.2% |
1.2590 |
| High |
1.2531 |
1.2513 |
-0.0018 |
-0.1% |
1.2641 |
| Low |
1.2462 |
1.2437 |
-0.0025 |
-0.2% |
1.2448 |
| Close |
1.2487 |
1.2488 |
0.0001 |
0.0% |
1.2452 |
| Range |
0.0069 |
0.0076 |
0.0007 |
10.1% |
0.0193 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
57,080 |
154,275 |
97,195 |
170.3% |
33,167 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2707 |
1.2674 |
1.2530 |
|
| R3 |
1.2631 |
1.2598 |
1.2509 |
|
| R2 |
1.2555 |
1.2555 |
1.2502 |
|
| R1 |
1.2522 |
1.2522 |
1.2495 |
1.2501 |
| PP |
1.2479 |
1.2479 |
1.2479 |
1.2469 |
| S1 |
1.2446 |
1.2446 |
1.2481 |
1.2425 |
| S2 |
1.2403 |
1.2403 |
1.2474 |
|
| S3 |
1.2327 |
1.2370 |
1.2467 |
|
| S4 |
1.2251 |
1.2294 |
1.2446 |
|
|
| 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 |
1.2548 |
1.2437 |
0.0111 |
0.9% |
0.0070 |
0.6% |
46% |
False |
True |
53,311 |
| 10 |
1.2744 |
1.2437 |
0.0307 |
2.5% |
0.0089 |
0.7% |
17% |
False |
True |
28,871 |
| 20 |
1.2797 |
1.2437 |
0.0360 |
2.9% |
0.0087 |
0.7% |
14% |
False |
True |
14,928 |
| 40 |
1.3018 |
1.2437 |
0.0581 |
4.7% |
0.0091 |
0.7% |
9% |
False |
True |
7,583 |
| 60 |
1.3133 |
1.2437 |
0.0696 |
5.6% |
0.0088 |
0.7% |
7% |
False |
True |
5,232 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0077 |
0.6% |
19% |
False |
False |
4,048 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0068 |
0.5% |
19% |
False |
False |
3,240 |
| 120 |
1.3133 |
1.2226 |
0.0907 |
7.3% |
0.0061 |
0.5% |
29% |
False |
False |
2,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2836 |
|
2.618 |
1.2712 |
|
1.618 |
1.2636 |
|
1.000 |
1.2589 |
|
0.618 |
1.2560 |
|
HIGH |
1.2513 |
|
0.618 |
1.2484 |
|
0.500 |
1.2475 |
|
0.382 |
1.2466 |
|
LOW |
1.2437 |
|
0.618 |
1.2390 |
|
1.000 |
1.2361 |
|
1.618 |
1.2314 |
|
2.618 |
1.2238 |
|
4.250 |
1.2114 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2484 |
1.2493 |
| PP |
1.2479 |
1.2491 |
| S1 |
1.2475 |
1.2490 |
|