CME British Pound Future December 2023


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 1.2385 1.2391 0.0006 0.0% 1.2468
High 1.2425 1.2424 -0.0001 0.0% 1.2548
Low 1.2369 1.2332 -0.0037 -0.3% 1.2379
Close 1.2390 1.2362 -0.0028 -0.2% 1.2382
Range 0.0056 0.0092 0.0036 64.3% 0.0169
ATR 0.0082 0.0083 0.0001 0.8% 0.0000
Volume 64,387 153,313 88,926 138.1% 459,761
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.2649 1.2597 1.2413
R3 1.2557 1.2505 1.2387
R2 1.2465 1.2465 1.2379
R1 1.2413 1.2413 1.2370 1.2393
PP 1.2373 1.2373 1.2373 1.2363
S1 1.2321 1.2321 1.2354 1.2301
S2 1.2281 1.2281 1.2345
S3 1.2189 1.2229 1.2337
S4 1.2097 1.2137 1.2311
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 1.2507 1.2332 0.0175 1.4% 0.0073 0.6% 17% False True 97,678
10 1.2548 1.2332 0.0216 1.7% 0.0071 0.6% 14% False True 75,495
20 1.2755 1.2332 0.0423 3.4% 0.0088 0.7% 7% False True 39,201
40 1.2981 1.2332 0.0649 5.2% 0.0087 0.7% 5% False True 19,758
60 1.3133 1.2332 0.0801 6.5% 0.0087 0.7% 4% False True 13,330
80 1.3133 1.2332 0.0801 6.5% 0.0080 0.7% 4% False True 10,151
100 1.3133 1.2332 0.0801 6.5% 0.0071 0.6% 4% False True 8,124
120 1.3133 1.2332 0.0801 6.5% 0.0063 0.5% 4% False True 6,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2815
2.618 1.2665
1.618 1.2573
1.000 1.2516
0.618 1.2481
HIGH 1.2424
0.618 1.2389
0.500 1.2378
0.382 1.2367
LOW 1.2332
0.618 1.2275
1.000 1.2240
1.618 1.2183
2.618 1.2091
4.250 1.1941
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 1.2378 1.2379
PP 1.2373 1.2373
S1 1.2367 1.2368

These figures are updated between 7pm and 10pm EST after a trading day.

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