CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2491 |
1.2408 |
-0.0083 |
-0.7% |
1.2468 |
| High |
1.2507 |
1.2446 |
-0.0061 |
-0.5% |
1.2548 |
| Low |
1.2398 |
1.2379 |
-0.0019 |
-0.2% |
1.2379 |
| Close |
1.2403 |
1.2382 |
-0.0021 |
-0.2% |
1.2382 |
| Range |
0.0109 |
0.0067 |
-0.0042 |
-38.5% |
0.0169 |
| ATR |
0.0089 |
0.0088 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
101,603 |
106,835 |
5,232 |
5.1% |
459,761 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2603 |
1.2560 |
1.2419 |
|
| R3 |
1.2536 |
1.2493 |
1.2400 |
|
| R2 |
1.2469 |
1.2469 |
1.2394 |
|
| R1 |
1.2426 |
1.2426 |
1.2388 |
1.2414 |
| PP |
1.2402 |
1.2402 |
1.2402 |
1.2397 |
| S1 |
1.2359 |
1.2359 |
1.2376 |
1.2347 |
| S2 |
1.2335 |
1.2335 |
1.2370 |
|
| S3 |
1.2268 |
1.2292 |
1.2364 |
|
| S4 |
1.2201 |
1.2225 |
1.2345 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2943 |
1.2832 |
1.2475 |
|
| R3 |
1.2774 |
1.2663 |
1.2428 |
|
| R2 |
1.2605 |
1.2605 |
1.2413 |
|
| R1 |
1.2494 |
1.2494 |
1.2397 |
1.2465 |
| PP |
1.2436 |
1.2436 |
1.2436 |
1.2422 |
| S1 |
1.2325 |
1.2325 |
1.2367 |
1.2296 |
| S2 |
1.2267 |
1.2267 |
1.2351 |
|
| S3 |
1.2098 |
1.2156 |
1.2336 |
|
| S4 |
1.1929 |
1.1987 |
1.2289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2548 |
1.2379 |
0.0169 |
1.4% |
0.0080 |
0.6% |
2% |
False |
True |
91,952 |
| 10 |
1.2713 |
1.2379 |
0.0334 |
2.7% |
0.0087 |
0.7% |
1% |
False |
True |
49,424 |
| 20 |
1.2797 |
1.2379 |
0.0418 |
3.4% |
0.0089 |
0.7% |
1% |
False |
True |
25,315 |
| 40 |
1.2981 |
1.2379 |
0.0602 |
4.9% |
0.0089 |
0.7% |
0% |
False |
True |
12,784 |
| 60 |
1.3133 |
1.2379 |
0.0754 |
6.1% |
0.0087 |
0.7% |
0% |
False |
True |
8,692 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0078 |
0.6% |
6% |
False |
False |
6,653 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0069 |
0.6% |
6% |
False |
False |
5,324 |
| 120 |
1.3133 |
1.2336 |
0.0797 |
6.4% |
0.0062 |
0.5% |
6% |
False |
False |
4,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2731 |
|
2.618 |
1.2621 |
|
1.618 |
1.2554 |
|
1.000 |
1.2513 |
|
0.618 |
1.2487 |
|
HIGH |
1.2446 |
|
0.618 |
1.2420 |
|
0.500 |
1.2413 |
|
0.382 |
1.2405 |
|
LOW |
1.2379 |
|
0.618 |
1.2338 |
|
1.000 |
1.2312 |
|
1.618 |
1.2271 |
|
2.618 |
1.2204 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2413 |
1.2446 |
| PP |
1.2402 |
1.2425 |
| S1 |
1.2392 |
1.2403 |
|