CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2298 |
1.2245 |
-0.0053 |
-0.4% |
1.2383 |
| High |
1.2299 |
1.2255 |
-0.0044 |
-0.4% |
1.2425 |
| Low |
1.2235 |
1.2198 |
-0.0037 |
-0.3% |
1.2233 |
| Close |
1.2246 |
1.2212 |
-0.0034 |
-0.3% |
1.2246 |
| Range |
0.0064 |
0.0057 |
-0.0007 |
-10.9% |
0.0192 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
114,166 |
73,811 |
-40,355 |
-35.3% |
561,714 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2393 |
1.2359 |
1.2243 |
|
| R3 |
1.2336 |
1.2302 |
1.2228 |
|
| R2 |
1.2279 |
1.2279 |
1.2222 |
|
| R1 |
1.2245 |
1.2245 |
1.2217 |
1.2234 |
| PP |
1.2222 |
1.2222 |
1.2222 |
1.2216 |
| S1 |
1.2188 |
1.2188 |
1.2207 |
1.2177 |
| S2 |
1.2165 |
1.2165 |
1.2202 |
|
| S3 |
1.2108 |
1.2131 |
1.2196 |
|
| S4 |
1.2051 |
1.2074 |
1.2181 |
|
|
| 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 |
1.2198 |
0.0227 |
1.9% |
0.0077 |
0.6% |
6% |
False |
True |
114,653 |
| 10 |
1.2531 |
1.2198 |
0.0333 |
2.7% |
0.0074 |
0.6% |
4% |
False |
True |
105,531 |
| 20 |
1.2744 |
1.2198 |
0.0546 |
4.5% |
0.0081 |
0.7% |
3% |
False |
True |
56,786 |
| 40 |
1.2867 |
1.2198 |
0.0669 |
5.5% |
0.0083 |
0.7% |
2% |
False |
True |
28,633 |
| 60 |
1.3133 |
1.2198 |
0.0935 |
7.7% |
0.0087 |
0.7% |
1% |
False |
True |
19,250 |
| 80 |
1.3133 |
1.2198 |
0.0935 |
7.7% |
0.0082 |
0.7% |
1% |
False |
True |
14,588 |
| 100 |
1.3133 |
1.2198 |
0.0935 |
7.7% |
0.0071 |
0.6% |
1% |
False |
True |
11,679 |
| 120 |
1.3133 |
1.2198 |
0.0935 |
7.7% |
0.0063 |
0.5% |
1% |
False |
True |
9,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2497 |
|
2.618 |
1.2404 |
|
1.618 |
1.2347 |
|
1.000 |
1.2312 |
|
0.618 |
1.2290 |
|
HIGH |
1.2255 |
|
0.618 |
1.2233 |
|
0.500 |
1.2227 |
|
0.382 |
1.2220 |
|
LOW |
1.2198 |
|
0.618 |
1.2163 |
|
1.000 |
1.2141 |
|
1.618 |
1.2106 |
|
2.618 |
1.2049 |
|
4.250 |
1.1956 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2227 |
1.2273 |
| PP |
1.2222 |
1.2252 |
| S1 |
1.2217 |
1.2232 |
|