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 |
|
|
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 |
|