CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2505 |
1.2410 |
-0.0095 |
-0.8% |
1.2514 |
| High |
1.2505 |
1.2441 |
-0.0064 |
-0.5% |
1.2514 |
| Low |
1.2406 |
1.2382 |
-0.0024 |
-0.2% |
1.2382 |
| Close |
1.2406 |
1.2384 |
-0.0022 |
-0.2% |
1.2384 |
| Range |
0.0099 |
0.0059 |
-0.0040 |
-40.4% |
0.0132 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,885 |
362 |
-1,523 |
-80.8% |
2,860 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2579 |
1.2541 |
1.2416 |
|
| R3 |
1.2520 |
1.2482 |
1.2400 |
|
| R2 |
1.2461 |
1.2461 |
1.2395 |
|
| R1 |
1.2423 |
1.2423 |
1.2389 |
1.2413 |
| PP |
1.2402 |
1.2402 |
1.2402 |
1.2397 |
| S1 |
1.2364 |
1.2364 |
1.2379 |
1.2354 |
| S2 |
1.2343 |
1.2343 |
1.2373 |
|
| S3 |
1.2284 |
1.2305 |
1.2368 |
|
| S4 |
1.2225 |
1.2246 |
1.2352 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2823 |
1.2735 |
1.2457 |
|
| R3 |
1.2691 |
1.2603 |
1.2420 |
|
| R2 |
1.2559 |
1.2559 |
1.2408 |
|
| R1 |
1.2471 |
1.2471 |
1.2396 |
1.2449 |
| PP |
1.2427 |
1.2427 |
1.2427 |
1.2416 |
| S1 |
1.2339 |
1.2339 |
1.2372 |
1.2317 |
| S2 |
1.2295 |
1.2295 |
1.2360 |
|
| S3 |
1.2163 |
1.2207 |
1.2348 |
|
| S4 |
1.2031 |
1.2075 |
1.2311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2514 |
1.2382 |
0.0132 |
1.1% |
0.0038 |
0.3% |
2% |
False |
True |
572 |
| 10 |
1.2702 |
1.2382 |
0.0320 |
2.6% |
0.0040 |
0.3% |
1% |
False |
True |
294 |
| 20 |
1.2768 |
1.2382 |
0.0386 |
3.1% |
0.0040 |
0.3% |
1% |
False |
True |
150 |
| 40 |
1.2988 |
1.2382 |
0.0606 |
4.9% |
0.0043 |
0.4% |
0% |
False |
True |
78 |
| 60 |
1.3105 |
1.2382 |
0.0723 |
5.8% |
0.0038 |
0.3% |
0% |
False |
True |
54 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0033 |
0.3% |
8% |
False |
False |
41 |
| 100 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0031 |
0.2% |
8% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2692 |
|
2.618 |
1.2595 |
|
1.618 |
1.2536 |
|
1.000 |
1.2500 |
|
0.618 |
1.2477 |
|
HIGH |
1.2441 |
|
0.618 |
1.2418 |
|
0.500 |
1.2412 |
|
0.382 |
1.2405 |
|
LOW |
1.2382 |
|
0.618 |
1.2346 |
|
1.000 |
1.2323 |
|
1.618 |
1.2287 |
|
2.618 |
1.2228 |
|
4.250 |
1.2131 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2412 |
1.2444 |
| PP |
1.2402 |
1.2424 |
| S1 |
1.2393 |
1.2404 |
|