CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2632 |
1.2715 |
0.0083 |
0.7% |
1.2755 |
| High |
1.2632 |
1.2725 |
0.0093 |
0.7% |
1.2768 |
| Low |
1.2632 |
1.2715 |
0.0083 |
0.7% |
1.2551 |
| Close |
1.2632 |
1.2715 |
0.0083 |
0.7% |
1.2596 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0217 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
4.7% |
0.0000 |
| Volume |
0 |
2 |
2 |
|
38 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2748 |
1.2742 |
1.2721 |
|
| R3 |
1.2738 |
1.2732 |
1.2718 |
|
| R2 |
1.2728 |
1.2728 |
1.2717 |
|
| R1 |
1.2722 |
1.2722 |
1.2716 |
1.2720 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2718 |
| S1 |
1.2712 |
1.2712 |
1.2714 |
1.2710 |
| S2 |
1.2708 |
1.2708 |
1.2713 |
|
| S3 |
1.2698 |
1.2702 |
1.2712 |
|
| S4 |
1.2688 |
1.2692 |
1.2710 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3289 |
1.3160 |
1.2715 |
|
| R3 |
1.3072 |
1.2943 |
1.2656 |
|
| R2 |
1.2855 |
1.2855 |
1.2636 |
|
| R1 |
1.2726 |
1.2726 |
1.2616 |
1.2682 |
| PP |
1.2638 |
1.2638 |
1.2638 |
1.2617 |
| S1 |
1.2509 |
1.2509 |
1.2576 |
1.2465 |
| S2 |
1.2421 |
1.2421 |
1.2556 |
|
| S3 |
1.2204 |
1.2292 |
1.2536 |
|
| S4 |
1.1987 |
1.2075 |
1.2477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2725 |
1.2551 |
0.0174 |
1.4% |
0.0035 |
0.3% |
94% |
True |
False |
2 |
| 10 |
1.2768 |
1.2551 |
0.0217 |
1.7% |
0.0038 |
0.3% |
76% |
False |
False |
5 |
| 20 |
1.2789 |
1.2551 |
0.0238 |
1.9% |
0.0039 |
0.3% |
69% |
False |
False |
6 |
| 40 |
1.3105 |
1.2551 |
0.0554 |
4.4% |
0.0042 |
0.3% |
30% |
False |
False |
5 |
| 60 |
1.3105 |
1.2419 |
0.0686 |
5.4% |
0.0034 |
0.3% |
43% |
False |
False |
5 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0030 |
0.2% |
50% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2768 |
|
2.618 |
1.2751 |
|
1.618 |
1.2741 |
|
1.000 |
1.2735 |
|
0.618 |
1.2731 |
|
HIGH |
1.2725 |
|
0.618 |
1.2721 |
|
0.500 |
1.2720 |
|
0.382 |
1.2719 |
|
LOW |
1.2715 |
|
0.618 |
1.2709 |
|
1.000 |
1.2705 |
|
1.618 |
1.2699 |
|
2.618 |
1.2689 |
|
4.250 |
1.2673 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2720 |
1.2698 |
| PP |
1.2718 |
1.2681 |
| S1 |
1.2717 |
1.2664 |
|