CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2381 |
1.2379 |
-0.0002 |
0.0% |
1.2514 |
| High |
1.2381 |
1.2422 |
0.0041 |
0.3% |
1.2514 |
| Low |
1.2376 |
1.2378 |
0.0002 |
0.0% |
1.2382 |
| Close |
1.2376 |
1.2392 |
0.0016 |
0.1% |
1.2384 |
| Range |
0.0005 |
0.0044 |
0.0039 |
780.0% |
0.0132 |
| ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
246 |
358 |
112 |
45.5% |
2,860 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2529 |
1.2505 |
1.2416 |
|
| R3 |
1.2485 |
1.2461 |
1.2404 |
|
| R2 |
1.2441 |
1.2441 |
1.2400 |
|
| R1 |
1.2417 |
1.2417 |
1.2396 |
1.2429 |
| PP |
1.2397 |
1.2397 |
1.2397 |
1.2404 |
| S1 |
1.2373 |
1.2373 |
1.2388 |
1.2385 |
| S2 |
1.2353 |
1.2353 |
1.2384 |
|
| S3 |
1.2309 |
1.2329 |
1.2380 |
|
| S4 |
1.2265 |
1.2285 |
1.2368 |
|
|
| 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% |
0.0044 |
0.4% |
12% |
False |
False |
661 |
| 10 |
1.2514 |
1.2376 |
0.0138 |
1.1% |
0.0026 |
0.2% |
12% |
False |
False |
354 |
| 20 |
1.2768 |
1.2376 |
0.0392 |
3.2% |
0.0039 |
0.3% |
4% |
False |
False |
179 |
| 40 |
1.2988 |
1.2376 |
0.0612 |
4.9% |
0.0043 |
0.3% |
3% |
False |
False |
93 |
| 60 |
1.3105 |
1.2376 |
0.0729 |
5.9% |
0.0038 |
0.3% |
2% |
False |
False |
63 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0034 |
0.3% |
9% |
False |
False |
48 |
| 100 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0031 |
0.3% |
9% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2609 |
|
2.618 |
1.2537 |
|
1.618 |
1.2493 |
|
1.000 |
1.2466 |
|
0.618 |
1.2449 |
|
HIGH |
1.2422 |
|
0.618 |
1.2405 |
|
0.500 |
1.2400 |
|
0.382 |
1.2395 |
|
LOW |
1.2378 |
|
0.618 |
1.2351 |
|
1.000 |
1.2334 |
|
1.618 |
1.2307 |
|
2.618 |
1.2263 |
|
4.250 |
1.2191 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2400 |
1.2409 |
| PP |
1.2397 |
1.2403 |
| S1 |
1.2395 |
1.2398 |
|