CME British Pound Future December 2023
Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.2162 |
1.2143 |
-0.0019 |
-0.2% |
1.2383 |
High |
1.2169 |
1.2229 |
0.0060 |
0.5% |
1.2425 |
Low |
1.2115 |
1.2124 |
0.0009 |
0.1% |
1.2233 |
Close |
1.2143 |
1.2199 |
0.0056 |
0.5% |
1.2246 |
Range |
0.0054 |
0.0105 |
0.0051 |
94.4% |
0.0192 |
ATR |
0.0079 |
0.0081 |
0.0002 |
2.3% |
0.0000 |
Volume |
150,094 |
130,430 |
-19,664 |
-13.1% |
561,714 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2499 |
1.2454 |
1.2257 |
|
R3 |
1.2394 |
1.2349 |
1.2228 |
|
R2 |
1.2289 |
1.2289 |
1.2218 |
|
R1 |
1.2244 |
1.2244 |
1.2209 |
1.2267 |
PP |
1.2184 |
1.2184 |
1.2184 |
1.2195 |
S1 |
1.2139 |
1.2139 |
1.2189 |
1.2162 |
S2 |
1.2079 |
1.2079 |
1.2180 |
|
S3 |
1.1974 |
1.2034 |
1.2170 |
|
S4 |
1.1869 |
1.1929 |
1.2141 |
|
|
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 |
1.2299 |
1.2115 |
0.0184 |
1.5% |
0.0069 |
0.6% |
46% |
False |
False |
109,899 |
10 |
1.2446 |
1.2115 |
0.0331 |
2.7% |
0.0071 |
0.6% |
25% |
False |
False |
110,388 |
20 |
1.2725 |
1.2115 |
0.0610 |
5.0% |
0.0079 |
0.7% |
14% |
False |
False |
74,633 |
40 |
1.2819 |
1.2115 |
0.0704 |
5.8% |
0.0084 |
0.7% |
12% |
False |
False |
37,657 |
60 |
1.3133 |
1.2115 |
0.1018 |
8.3% |
0.0087 |
0.7% |
8% |
False |
False |
25,263 |
80 |
1.3133 |
1.2115 |
0.1018 |
8.3% |
0.0082 |
0.7% |
8% |
False |
False |
19,100 |
100 |
1.3133 |
1.2115 |
0.1018 |
8.3% |
0.0072 |
0.6% |
8% |
False |
False |
15,293 |
120 |
1.3133 |
1.2115 |
0.1018 |
8.3% |
0.0064 |
0.5% |
8% |
False |
False |
12,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2675 |
2.618 |
1.2504 |
1.618 |
1.2399 |
1.000 |
1.2334 |
0.618 |
1.2294 |
HIGH |
1.2229 |
0.618 |
1.2189 |
0.500 |
1.2177 |
0.382 |
1.2164 |
LOW |
1.2124 |
0.618 |
1.2059 |
1.000 |
1.2019 |
1.618 |
1.1954 |
2.618 |
1.1849 |
4.250 |
1.1678 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.2192 |
1.2190 |
PP |
1.2184 |
1.2181 |
S1 |
1.2177 |
1.2172 |
|