CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2514 |
1.2482 |
-0.0032 |
-0.3% |
1.2606 |
| High |
1.2514 |
1.2489 |
-0.0025 |
-0.2% |
1.2606 |
| Low |
1.2514 |
1.2470 |
-0.0044 |
-0.4% |
1.2455 |
| Close |
1.2514 |
1.2489 |
-0.0025 |
-0.2% |
1.2455 |
| Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0151 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
6 |
152 |
146 |
2,433.3% |
86 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2540 |
1.2533 |
1.2499 |
|
| R3 |
1.2521 |
1.2514 |
1.2494 |
|
| R2 |
1.2502 |
1.2502 |
1.2492 |
|
| R1 |
1.2495 |
1.2495 |
1.2491 |
1.2499 |
| PP |
1.2483 |
1.2483 |
1.2483 |
1.2484 |
| S1 |
1.2476 |
1.2476 |
1.2487 |
1.2480 |
| S2 |
1.2464 |
1.2464 |
1.2486 |
|
| S3 |
1.2445 |
1.2457 |
1.2484 |
|
| S4 |
1.2426 |
1.2438 |
1.2479 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2958 |
1.2858 |
1.2538 |
|
| R3 |
1.2807 |
1.2707 |
1.2497 |
|
| R2 |
1.2656 |
1.2656 |
1.2483 |
|
| R1 |
1.2556 |
1.2556 |
1.2469 |
1.2531 |
| PP |
1.2505 |
1.2505 |
1.2505 |
1.2493 |
| S1 |
1.2405 |
1.2405 |
1.2441 |
1.2380 |
| S2 |
1.2354 |
1.2354 |
1.2427 |
|
| S3 |
1.2203 |
1.2254 |
1.2413 |
|
| S4 |
1.2052 |
1.2103 |
1.2372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2514 |
1.2455 |
0.0059 |
0.5% |
0.0007 |
0.1% |
58% |
False |
False |
47 |
| 10 |
1.2725 |
1.2455 |
0.0270 |
2.2% |
0.0026 |
0.2% |
13% |
False |
False |
25 |
| 20 |
1.2768 |
1.2455 |
0.0313 |
2.5% |
0.0035 |
0.3% |
11% |
False |
False |
16 |
| 40 |
1.3065 |
1.2455 |
0.0610 |
4.9% |
0.0041 |
0.3% |
6% |
False |
False |
10 |
| 60 |
1.3105 |
1.2455 |
0.0650 |
5.2% |
0.0035 |
0.3% |
5% |
False |
False |
9 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0032 |
0.3% |
21% |
False |
False |
7 |
| 100 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0030 |
0.2% |
21% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2570 |
|
2.618 |
1.2539 |
|
1.618 |
1.2520 |
|
1.000 |
1.2508 |
|
0.618 |
1.2501 |
|
HIGH |
1.2489 |
|
0.618 |
1.2482 |
|
0.500 |
1.2480 |
|
0.382 |
1.2477 |
|
LOW |
1.2470 |
|
0.618 |
1.2458 |
|
1.000 |
1.2451 |
|
1.618 |
1.2439 |
|
2.618 |
1.2420 |
|
4.250 |
1.2389 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2486 |
1.2488 |
| PP |
1.2483 |
1.2486 |
| S1 |
1.2480 |
1.2485 |
|