CME British Pound Future March 2024
Trading Metrics calculated at close of trading on 18-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
1.2410 |
1.2381 |
-0.0029 |
-0.2% |
1.2514 |
High |
1.2441 |
1.2381 |
-0.0060 |
-0.5% |
1.2514 |
Low |
1.2382 |
1.2376 |
-0.0006 |
0.0% |
1.2382 |
Close |
1.2384 |
1.2376 |
-0.0008 |
-0.1% |
1.2384 |
Range |
0.0059 |
0.0005 |
-0.0054 |
-91.5% |
0.0132 |
ATR |
0.0058 |
0.0054 |
-0.0004 |
-6.2% |
0.0000 |
Volume |
362 |
246 |
-116 |
-32.0% |
2,860 |
|
Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2393 |
1.2389 |
1.2379 |
|
R3 |
1.2388 |
1.2384 |
1.2377 |
|
R2 |
1.2383 |
1.2383 |
1.2377 |
|
R1 |
1.2379 |
1.2379 |
1.2376 |
1.2379 |
PP |
1.2378 |
1.2378 |
1.2378 |
1.2377 |
S1 |
1.2374 |
1.2374 |
1.2376 |
1.2374 |
S2 |
1.2373 |
1.2373 |
1.2375 |
|
S3 |
1.2368 |
1.2369 |
1.2375 |
|
S4 |
1.2363 |
1.2364 |
1.2373 |
|
|
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 |
1.2505 |
1.2376 |
0.0129 |
1.0% |
0.0039 |
0.3% |
0% |
False |
True |
620 |
10 |
1.2606 |
1.2376 |
0.0230 |
1.9% |
0.0029 |
0.2% |
0% |
False |
True |
319 |
20 |
1.2768 |
1.2376 |
0.0392 |
3.2% |
0.0037 |
0.3% |
0% |
False |
True |
161 |
40 |
1.2988 |
1.2376 |
0.0612 |
4.9% |
0.0042 |
0.3% |
0% |
False |
True |
84 |
60 |
1.3105 |
1.2376 |
0.0729 |
5.9% |
0.0038 |
0.3% |
0% |
False |
True |
58 |
80 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0034 |
0.3% |
7% |
False |
False |
44 |
100 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0031 |
0.2% |
7% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2402 |
2.618 |
1.2394 |
1.618 |
1.2389 |
1.000 |
1.2386 |
0.618 |
1.2384 |
HIGH |
1.2381 |
0.618 |
1.2379 |
0.500 |
1.2379 |
0.382 |
1.2378 |
LOW |
1.2376 |
0.618 |
1.2373 |
1.000 |
1.2371 |
1.618 |
1.2368 |
2.618 |
1.2363 |
4.250 |
1.2355 |
|
|
Fisher Pivots for day following 18-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
1.2379 |
1.2441 |
PP |
1.2378 |
1.2419 |
S1 |
1.2377 |
1.2398 |
|