CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2343 |
1.2298 |
-0.0045 |
-0.4% |
1.2383 |
| High |
1.2347 |
1.2299 |
-0.0048 |
-0.4% |
1.2425 |
| Low |
1.2233 |
1.2235 |
0.0002 |
0.0% |
1.2233 |
| Close |
1.2293 |
1.2246 |
-0.0047 |
-0.4% |
1.2246 |
| Range |
0.0114 |
0.0064 |
-0.0050 |
-43.9% |
0.0192 |
| ATR |
0.0086 |
0.0085 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
167,592 |
114,166 |
-53,426 |
-31.9% |
561,714 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2452 |
1.2413 |
1.2281 |
|
| R3 |
1.2388 |
1.2349 |
1.2264 |
|
| R2 |
1.2324 |
1.2324 |
1.2258 |
|
| R1 |
1.2285 |
1.2285 |
1.2252 |
1.2273 |
| PP |
1.2260 |
1.2260 |
1.2260 |
1.2254 |
| S1 |
1.2221 |
1.2221 |
1.2240 |
1.2209 |
| S2 |
1.2196 |
1.2196 |
1.2234 |
|
| S3 |
1.2132 |
1.2157 |
1.2228 |
|
| S4 |
1.2068 |
1.2093 |
1.2211 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2754 |
1.2352 |
|
| R3 |
1.2685 |
1.2562 |
1.2299 |
|
| R2 |
1.2493 |
1.2493 |
1.2281 |
|
| R1 |
1.2370 |
1.2370 |
1.2264 |
1.2336 |
| PP |
1.2301 |
1.2301 |
1.2301 |
1.2284 |
| S1 |
1.2178 |
1.2178 |
1.2228 |
1.2144 |
| S2 |
1.2109 |
1.2109 |
1.2211 |
|
| S3 |
1.1917 |
1.1986 |
1.2193 |
|
| S4 |
1.1725 |
1.1794 |
1.2140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2425 |
1.2233 |
0.0192 |
1.6% |
0.0073 |
0.6% |
7% |
False |
False |
112,342 |
| 10 |
1.2548 |
1.2233 |
0.0315 |
2.6% |
0.0077 |
0.6% |
4% |
False |
False |
102,147 |
| 20 |
1.2744 |
1.2233 |
0.0511 |
4.2% |
0.0083 |
0.7% |
3% |
False |
False |
53,129 |
| 40 |
1.2883 |
1.2233 |
0.0650 |
5.3% |
0.0085 |
0.7% |
2% |
False |
False |
26,791 |
| 60 |
1.3133 |
1.2233 |
0.0900 |
7.3% |
0.0087 |
0.7% |
1% |
False |
False |
18,022 |
| 80 |
1.3133 |
1.2233 |
0.0900 |
7.3% |
0.0082 |
0.7% |
1% |
False |
False |
13,672 |
| 100 |
1.3133 |
1.2233 |
0.0900 |
7.3% |
0.0070 |
0.6% |
1% |
False |
False |
10,941 |
| 120 |
1.3133 |
1.2233 |
0.0900 |
7.3% |
0.0063 |
0.5% |
1% |
False |
False |
9,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2571 |
|
2.618 |
1.2467 |
|
1.618 |
1.2403 |
|
1.000 |
1.2363 |
|
0.618 |
1.2339 |
|
HIGH |
1.2299 |
|
0.618 |
1.2275 |
|
0.500 |
1.2267 |
|
0.382 |
1.2259 |
|
LOW |
1.2235 |
|
0.618 |
1.2195 |
|
1.000 |
1.2171 |
|
1.618 |
1.2131 |
|
2.618 |
1.2067 |
|
4.250 |
1.1963 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2267 |
1.2329 |
| PP |
1.2260 |
1.2301 |
| S1 |
1.2253 |
1.2274 |
|