CME British Pound Future March 2024
Trading Metrics calculated at close of trading on 06-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.2606 |
1.2500 |
-0.0106 |
-0.8% |
1.2603 |
High |
1.2606 |
1.2509 |
-0.0097 |
-0.8% |
1.2725 |
Low |
1.2531 |
1.2500 |
-0.0031 |
-0.2% |
1.2581 |
Close |
1.2567 |
1.2509 |
-0.0058 |
-0.5% |
1.2594 |
Range |
0.0075 |
0.0009 |
-0.0066 |
-88.0% |
0.0144 |
ATR |
0.0064 |
0.0064 |
0.0000 |
0.4% |
0.0000 |
Volume |
6 |
51 |
45 |
750.0% |
6 |
|
Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2533 |
1.2530 |
1.2514 |
|
R3 |
1.2524 |
1.2521 |
1.2511 |
|
R2 |
1.2515 |
1.2515 |
1.2511 |
|
R1 |
1.2512 |
1.2512 |
1.2510 |
1.2514 |
PP |
1.2506 |
1.2506 |
1.2506 |
1.2507 |
S1 |
1.2503 |
1.2503 |
1.2508 |
1.2505 |
S2 |
1.2497 |
1.2497 |
1.2507 |
|
S3 |
1.2488 |
1.2494 |
1.2507 |
|
S4 |
1.2479 |
1.2485 |
1.2504 |
|
|
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 |
1.2500 |
0.0225 |
1.8% |
0.0047 |
0.4% |
4% |
False |
True |
12 |
10 |
1.2725 |
1.2500 |
0.0225 |
1.8% |
0.0050 |
0.4% |
4% |
False |
True |
9 |
20 |
1.2782 |
1.2500 |
0.0282 |
2.3% |
0.0042 |
0.3% |
3% |
False |
True |
8 |
40 |
1.3105 |
1.2500 |
0.0605 |
4.8% |
0.0044 |
0.3% |
1% |
False |
True |
6 |
60 |
1.3105 |
1.2500 |
0.0605 |
4.8% |
0.0036 |
0.3% |
1% |
False |
True |
6 |
80 |
1.3105 |
1.2324 |
0.0781 |
6.2% |
0.0033 |
0.3% |
24% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2547 |
2.618 |
1.2533 |
1.618 |
1.2524 |
1.000 |
1.2518 |
0.618 |
1.2515 |
HIGH |
1.2509 |
0.618 |
1.2506 |
0.500 |
1.2505 |
0.382 |
1.2503 |
LOW |
1.2500 |
0.618 |
1.2494 |
1.000 |
1.2491 |
1.618 |
1.2485 |
2.618 |
1.2476 |
4.250 |
1.2462 |
|
|
Fisher Pivots for day following 06-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.2508 |
1.2601 |
PP |
1.2506 |
1.2570 |
S1 |
1.2505 |
1.2540 |
|