CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2667 |
1.2606 |
-0.0061 |
-0.5% |
1.2603 |
| High |
1.2702 |
1.2606 |
-0.0096 |
-0.8% |
1.2725 |
| Low |
1.2581 |
1.2531 |
-0.0050 |
-0.4% |
1.2581 |
| Close |
1.2594 |
1.2567 |
-0.0027 |
-0.2% |
1.2594 |
| Range |
0.0121 |
0.0075 |
-0.0046 |
-38.0% |
0.0144 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
6 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2793 |
1.2755 |
1.2608 |
|
| R3 |
1.2718 |
1.2680 |
1.2588 |
|
| R2 |
1.2643 |
1.2643 |
1.2581 |
|
| R1 |
1.2605 |
1.2605 |
1.2574 |
1.2587 |
| PP |
1.2568 |
1.2568 |
1.2568 |
1.2559 |
| S1 |
1.2530 |
1.2530 |
1.2560 |
1.2512 |
| S2 |
1.2493 |
1.2493 |
1.2553 |
|
| S3 |
1.2418 |
1.2455 |
1.2546 |
|
| S4 |
1.2343 |
1.2380 |
1.2526 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3065 |
1.2974 |
1.2673 |
|
| R3 |
1.2921 |
1.2830 |
1.2634 |
|
| R2 |
1.2777 |
1.2777 |
1.2620 |
|
| R1 |
1.2686 |
1.2686 |
1.2607 |
1.2660 |
| PP |
1.2633 |
1.2633 |
1.2633 |
1.2620 |
| S1 |
1.2542 |
1.2542 |
1.2581 |
1.2516 |
| S2 |
1.2489 |
1.2489 |
1.2568 |
|
| S3 |
1.2345 |
1.2398 |
1.2554 |
|
| S4 |
1.2201 |
1.2254 |
1.2515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2725 |
1.2531 |
0.0194 |
1.5% |
0.0046 |
0.4% |
19% |
False |
True |
2 |
| 10 |
1.2768 |
1.2531 |
0.0237 |
1.9% |
0.0053 |
0.4% |
15% |
False |
True |
5 |
| 20 |
1.2782 |
1.2531 |
0.0251 |
2.0% |
0.0044 |
0.4% |
14% |
False |
True |
5 |
| 40 |
1.3105 |
1.2531 |
0.0574 |
4.6% |
0.0044 |
0.4% |
6% |
False |
True |
5 |
| 60 |
1.3105 |
1.2507 |
0.0598 |
4.8% |
0.0037 |
0.3% |
10% |
False |
False |
5 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.2% |
0.0033 |
0.3% |
31% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2925 |
|
2.618 |
1.2802 |
|
1.618 |
1.2727 |
|
1.000 |
1.2681 |
|
0.618 |
1.2652 |
|
HIGH |
1.2606 |
|
0.618 |
1.2577 |
|
0.500 |
1.2569 |
|
0.382 |
1.2560 |
|
LOW |
1.2531 |
|
0.618 |
1.2485 |
|
1.000 |
1.2456 |
|
1.618 |
1.2410 |
|
2.618 |
1.2335 |
|
4.250 |
1.2212 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2569 |
1.2617 |
| PP |
1.2568 |
1.2600 |
| S1 |
1.2568 |
1.2584 |
|