CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2218 |
1.2162 |
-0.0056 |
-0.5% |
1.2383 |
| High |
1.2221 |
1.2169 |
-0.0052 |
-0.4% |
1.2425 |
| Low |
1.2156 |
1.2115 |
-0.0041 |
-0.3% |
1.2233 |
| Close |
1.2161 |
1.2143 |
-0.0018 |
-0.1% |
1.2246 |
| Range |
0.0065 |
0.0054 |
-0.0011 |
-16.9% |
0.0192 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
80,996 |
150,094 |
69,098 |
85.3% |
561,714 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2304 |
1.2278 |
1.2173 |
|
| R3 |
1.2250 |
1.2224 |
1.2158 |
|
| R2 |
1.2196 |
1.2196 |
1.2153 |
|
| R1 |
1.2170 |
1.2170 |
1.2148 |
1.2156 |
| PP |
1.2142 |
1.2142 |
1.2142 |
1.2136 |
| S1 |
1.2116 |
1.2116 |
1.2138 |
1.2102 |
| S2 |
1.2088 |
1.2088 |
1.2133 |
|
| S3 |
1.2034 |
1.2062 |
1.2128 |
|
| S4 |
1.1980 |
1.2008 |
1.2113 |
|
|
| 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 |
1.2347 |
1.2115 |
0.0232 |
1.9% |
0.0071 |
0.6% |
12% |
False |
True |
117,331 |
| 10 |
1.2507 |
1.2115 |
0.0392 |
3.2% |
0.0072 |
0.6% |
7% |
False |
True |
107,505 |
| 20 |
1.2744 |
1.2115 |
0.0629 |
5.2% |
0.0080 |
0.7% |
4% |
False |
True |
68,188 |
| 40 |
1.2819 |
1.2115 |
0.0704 |
5.8% |
0.0083 |
0.7% |
4% |
False |
True |
34,401 |
| 60 |
1.3133 |
1.2115 |
0.1018 |
8.4% |
0.0086 |
0.7% |
3% |
False |
True |
23,094 |
| 80 |
1.3133 |
1.2115 |
0.1018 |
8.4% |
0.0081 |
0.7% |
3% |
False |
True |
17,477 |
| 100 |
1.3133 |
1.2115 |
0.1018 |
8.4% |
0.0072 |
0.6% |
3% |
False |
True |
13,989 |
| 120 |
1.3133 |
1.2115 |
0.1018 |
8.4% |
0.0064 |
0.5% |
3% |
False |
True |
11,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2399 |
|
2.618 |
1.2310 |
|
1.618 |
1.2256 |
|
1.000 |
1.2223 |
|
0.618 |
1.2202 |
|
HIGH |
1.2169 |
|
0.618 |
1.2148 |
|
0.500 |
1.2142 |
|
0.382 |
1.2136 |
|
LOW |
1.2115 |
|
0.618 |
1.2082 |
|
1.000 |
1.2061 |
|
1.618 |
1.2028 |
|
2.618 |
1.1974 |
|
4.250 |
1.1886 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2143 |
1.2185 |
| PP |
1.2142 |
1.2171 |
| S1 |
1.2142 |
1.2157 |
|