CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2245 |
1.2218 |
-0.0027 |
-0.2% |
1.2383 |
| High |
1.2255 |
1.2221 |
-0.0034 |
-0.3% |
1.2425 |
| Low |
1.2198 |
1.2156 |
-0.0042 |
-0.3% |
1.2233 |
| Close |
1.2212 |
1.2161 |
-0.0051 |
-0.4% |
1.2246 |
| Range |
0.0057 |
0.0065 |
0.0008 |
14.0% |
0.0192 |
| ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
73,811 |
80,996 |
7,185 |
9.7% |
561,714 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2374 |
1.2333 |
1.2197 |
|
| R3 |
1.2309 |
1.2268 |
1.2179 |
|
| R2 |
1.2244 |
1.2244 |
1.2173 |
|
| R1 |
1.2203 |
1.2203 |
1.2167 |
1.2191 |
| PP |
1.2179 |
1.2179 |
1.2179 |
1.2174 |
| S1 |
1.2138 |
1.2138 |
1.2155 |
1.2126 |
| S2 |
1.2114 |
1.2114 |
1.2149 |
|
| S3 |
1.2049 |
1.2073 |
1.2143 |
|
| S4 |
1.1984 |
1.2008 |
1.2125 |
|
|
| 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 |
1.2424 |
1.2156 |
0.0268 |
2.2% |
0.0078 |
0.6% |
2% |
False |
True |
117,975 |
| 10 |
1.2513 |
1.2156 |
0.0357 |
2.9% |
0.0074 |
0.6% |
1% |
False |
True |
107,923 |
| 20 |
1.2744 |
1.2156 |
0.0588 |
4.8% |
0.0082 |
0.7% |
1% |
False |
True |
60,830 |
| 40 |
1.2828 |
1.2156 |
0.0672 |
5.5% |
0.0084 |
0.7% |
1% |
False |
True |
30,656 |
| 60 |
1.3133 |
1.2156 |
0.0977 |
8.0% |
0.0086 |
0.7% |
1% |
False |
True |
20,596 |
| 80 |
1.3133 |
1.2156 |
0.0977 |
8.0% |
0.0082 |
0.7% |
1% |
False |
True |
15,600 |
| 100 |
1.3133 |
1.2156 |
0.0977 |
8.0% |
0.0071 |
0.6% |
1% |
False |
True |
12,488 |
| 120 |
1.3133 |
1.2156 |
0.0977 |
8.0% |
0.0063 |
0.5% |
1% |
False |
True |
10,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2497 |
|
2.618 |
1.2391 |
|
1.618 |
1.2326 |
|
1.000 |
1.2286 |
|
0.618 |
1.2261 |
|
HIGH |
1.2221 |
|
0.618 |
1.2196 |
|
0.500 |
1.2189 |
|
0.382 |
1.2181 |
|
LOW |
1.2156 |
|
0.618 |
1.2116 |
|
1.000 |
1.2091 |
|
1.618 |
1.2051 |
|
2.618 |
1.1986 |
|
4.250 |
1.1880 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2189 |
1.2228 |
| PP |
1.2179 |
1.2205 |
| S1 |
1.2170 |
1.2183 |
|