CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2493 |
1.2491 |
-0.0002 |
0.0% |
1.2590 |
| High |
1.2513 |
1.2507 |
-0.0006 |
0.0% |
1.2641 |
| Low |
1.2437 |
1.2398 |
-0.0039 |
-0.3% |
1.2448 |
| Close |
1.2488 |
1.2403 |
-0.0085 |
-0.7% |
1.2452 |
| Range |
0.0076 |
0.0109 |
0.0033 |
43.4% |
0.0193 |
| ATR |
0.0088 |
0.0089 |
0.0002 |
1.7% |
0.0000 |
| Volume |
154,275 |
101,603 |
-52,672 |
-34.1% |
33,167 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2692 |
1.2463 |
|
| R3 |
1.2654 |
1.2583 |
1.2433 |
|
| R2 |
1.2545 |
1.2545 |
1.2423 |
|
| R1 |
1.2474 |
1.2474 |
1.2413 |
1.2455 |
| PP |
1.2436 |
1.2436 |
1.2436 |
1.2427 |
| S1 |
1.2365 |
1.2365 |
1.2393 |
1.2346 |
| S2 |
1.2327 |
1.2327 |
1.2383 |
|
| S3 |
1.2218 |
1.2256 |
1.2373 |
|
| S4 |
1.2109 |
1.2147 |
1.2343 |
|
|
| 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 |
1.2398 |
0.0150 |
1.2% |
0.0079 |
0.6% |
3% |
False |
True |
71,946 |
| 10 |
1.2725 |
1.2398 |
0.0327 |
2.6% |
0.0087 |
0.7% |
2% |
False |
True |
38,879 |
| 20 |
1.2797 |
1.2398 |
0.0399 |
3.2% |
0.0089 |
0.7% |
1% |
False |
True |
19,999 |
| 40 |
1.2981 |
1.2398 |
0.0583 |
4.7% |
0.0090 |
0.7% |
1% |
False |
True |
10,116 |
| 60 |
1.3133 |
1.2398 |
0.0735 |
5.9% |
0.0088 |
0.7% |
1% |
False |
True |
6,913 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0078 |
0.6% |
8% |
False |
False |
5,318 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0068 |
0.5% |
8% |
False |
False |
4,256 |
| 120 |
1.3133 |
1.2325 |
0.0808 |
6.5% |
0.0061 |
0.5% |
10% |
False |
False |
3,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2970 |
|
2.618 |
1.2792 |
|
1.618 |
1.2683 |
|
1.000 |
1.2616 |
|
0.618 |
1.2574 |
|
HIGH |
1.2507 |
|
0.618 |
1.2465 |
|
0.500 |
1.2453 |
|
0.382 |
1.2440 |
|
LOW |
1.2398 |
|
0.618 |
1.2331 |
|
1.000 |
1.2289 |
|
1.618 |
1.2222 |
|
2.618 |
1.2113 |
|
4.250 |
1.1935 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2453 |
1.2465 |
| PP |
1.2436 |
1.2444 |
| S1 |
1.2420 |
1.2424 |
|