CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2496 |
1.2505 |
0.0009 |
0.1% |
1.2606 |
| High |
1.2504 |
1.2505 |
0.0001 |
0.0% |
1.2606 |
| Low |
1.2491 |
1.2406 |
-0.0085 |
-0.7% |
1.2455 |
| Close |
1.2491 |
1.2406 |
-0.0085 |
-0.7% |
1.2455 |
| Range |
0.0013 |
0.0099 |
0.0086 |
661.5% |
0.0151 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
5.8% |
0.0000 |
| Volume |
455 |
1,885 |
1,430 |
314.3% |
86 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2736 |
1.2670 |
1.2460 |
|
| R3 |
1.2637 |
1.2571 |
1.2433 |
|
| R2 |
1.2538 |
1.2538 |
1.2424 |
|
| R1 |
1.2472 |
1.2472 |
1.2415 |
1.2456 |
| PP |
1.2439 |
1.2439 |
1.2439 |
1.2431 |
| S1 |
1.2373 |
1.2373 |
1.2397 |
1.2357 |
| S2 |
1.2340 |
1.2340 |
1.2388 |
|
| S3 |
1.2241 |
1.2274 |
1.2379 |
|
| S4 |
1.2142 |
1.2175 |
1.2352 |
|
|
| 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 |
1.2406 |
0.0108 |
0.9% |
0.0026 |
0.2% |
0% |
False |
True |
499 |
| 10 |
1.2702 |
1.2406 |
0.0296 |
2.4% |
0.0037 |
0.3% |
0% |
False |
True |
258 |
| 20 |
1.2768 |
1.2406 |
0.0362 |
2.9% |
0.0037 |
0.3% |
0% |
False |
True |
131 |
| 40 |
1.2988 |
1.2406 |
0.0582 |
4.7% |
0.0042 |
0.3% |
0% |
False |
True |
69 |
| 60 |
1.3105 |
1.2406 |
0.0699 |
5.6% |
0.0037 |
0.3% |
0% |
False |
True |
48 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0033 |
0.3% |
10% |
False |
False |
36 |
| 100 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0030 |
0.2% |
10% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2926 |
|
2.618 |
1.2764 |
|
1.618 |
1.2665 |
|
1.000 |
1.2604 |
|
0.618 |
1.2566 |
|
HIGH |
1.2505 |
|
0.618 |
1.2467 |
|
0.500 |
1.2456 |
|
0.382 |
1.2444 |
|
LOW |
1.2406 |
|
0.618 |
1.2345 |
|
1.000 |
1.2307 |
|
1.618 |
1.2246 |
|
2.618 |
1.2147 |
|
4.250 |
1.1985 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2456 |
1.2456 |
| PP |
1.2439 |
1.2439 |
| S1 |
1.2423 |
1.2423 |
|