CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2391 |
1.2343 |
-0.0048 |
-0.4% |
1.2468 |
| High |
1.2424 |
1.2347 |
-0.0077 |
-0.6% |
1.2548 |
| Low |
1.2332 |
1.2233 |
-0.0099 |
-0.8% |
1.2379 |
| Close |
1.2362 |
1.2293 |
-0.0069 |
-0.6% |
1.2382 |
| Range |
0.0092 |
0.0114 |
0.0022 |
23.9% |
0.0169 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
4.0% |
0.0000 |
| Volume |
153,313 |
167,592 |
14,279 |
9.3% |
459,761 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2633 |
1.2577 |
1.2356 |
|
| R3 |
1.2519 |
1.2463 |
1.2324 |
|
| R2 |
1.2405 |
1.2405 |
1.2314 |
|
| R1 |
1.2349 |
1.2349 |
1.2303 |
1.2320 |
| PP |
1.2291 |
1.2291 |
1.2291 |
1.2277 |
| S1 |
1.2235 |
1.2235 |
1.2283 |
1.2206 |
| S2 |
1.2177 |
1.2177 |
1.2272 |
|
| S3 |
1.2063 |
1.2121 |
1.2262 |
|
| S4 |
1.1949 |
1.2007 |
1.2230 |
|
|
| 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 |
1.2446 |
1.2233 |
0.0213 |
1.7% |
0.0074 |
0.6% |
28% |
False |
True |
110,876 |
| 10 |
1.2548 |
1.2233 |
0.0315 |
2.6% |
0.0077 |
0.6% |
19% |
False |
True |
91,411 |
| 20 |
1.2744 |
1.2233 |
0.0511 |
4.2% |
0.0087 |
0.7% |
12% |
False |
True |
47,453 |
| 40 |
1.2981 |
1.2233 |
0.0748 |
6.1% |
0.0088 |
0.7% |
8% |
False |
True |
23,945 |
| 60 |
1.3133 |
1.2233 |
0.0900 |
7.3% |
0.0088 |
0.7% |
7% |
False |
True |
16,122 |
| 80 |
1.3133 |
1.2233 |
0.0900 |
7.3% |
0.0081 |
0.7% |
7% |
False |
True |
12,245 |
| 100 |
1.3133 |
1.2233 |
0.0900 |
7.3% |
0.0070 |
0.6% |
7% |
False |
True |
9,800 |
| 120 |
1.3133 |
1.2233 |
0.0900 |
7.3% |
0.0063 |
0.5% |
7% |
False |
True |
8,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2832 |
|
2.618 |
1.2645 |
|
1.618 |
1.2531 |
|
1.000 |
1.2461 |
|
0.618 |
1.2417 |
|
HIGH |
1.2347 |
|
0.618 |
1.2303 |
|
0.500 |
1.2290 |
|
0.382 |
1.2277 |
|
LOW |
1.2233 |
|
0.618 |
1.2163 |
|
1.000 |
1.2119 |
|
1.618 |
1.2049 |
|
2.618 |
1.1935 |
|
4.250 |
1.1749 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2292 |
1.2329 |
| PP |
1.2291 |
1.2317 |
| S1 |
1.2290 |
1.2305 |
|