CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2379 |
1.2375 |
-0.0004 |
0.0% |
1.2514 |
| High |
1.2422 |
1.2418 |
-0.0004 |
0.0% |
1.2514 |
| Low |
1.2378 |
1.2353 |
-0.0025 |
-0.2% |
1.2382 |
| Close |
1.2392 |
1.2369 |
-0.0023 |
-0.2% |
1.2384 |
| Range |
0.0044 |
0.0065 |
0.0021 |
47.7% |
0.0132 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.5% |
0.0000 |
| Volume |
358 |
268 |
-90 |
-25.1% |
2,860 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2575 |
1.2537 |
1.2405 |
|
| R3 |
1.2510 |
1.2472 |
1.2387 |
|
| R2 |
1.2445 |
1.2445 |
1.2381 |
|
| R1 |
1.2407 |
1.2407 |
1.2375 |
1.2394 |
| PP |
1.2380 |
1.2380 |
1.2380 |
1.2373 |
| S1 |
1.2342 |
1.2342 |
1.2363 |
1.2329 |
| S2 |
1.2315 |
1.2315 |
1.2357 |
|
| S3 |
1.2250 |
1.2277 |
1.2351 |
|
| S4 |
1.2185 |
1.2212 |
1.2333 |
|
|
| 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 |
1.2353 |
0.0152 |
1.2% |
0.0054 |
0.4% |
11% |
False |
True |
623 |
| 10 |
1.2514 |
1.2353 |
0.0161 |
1.3% |
0.0031 |
0.3% |
10% |
False |
True |
376 |
| 20 |
1.2725 |
1.2353 |
0.0372 |
3.0% |
0.0041 |
0.3% |
4% |
False |
True |
192 |
| 40 |
1.2988 |
1.2353 |
0.0635 |
5.1% |
0.0045 |
0.4% |
3% |
False |
True |
99 |
| 60 |
1.3105 |
1.2353 |
0.0752 |
6.1% |
0.0039 |
0.3% |
2% |
False |
True |
67 |
| 80 |
1.3105 |
1.2353 |
0.0752 |
6.1% |
0.0035 |
0.3% |
2% |
False |
True |
52 |
| 100 |
1.3105 |
1.2324 |
0.0781 |
6.3% |
0.0032 |
0.3% |
6% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2694 |
|
2.618 |
1.2588 |
|
1.618 |
1.2523 |
|
1.000 |
1.2483 |
|
0.618 |
1.2458 |
|
HIGH |
1.2418 |
|
0.618 |
1.2393 |
|
0.500 |
1.2386 |
|
0.382 |
1.2378 |
|
LOW |
1.2353 |
|
0.618 |
1.2313 |
|
1.000 |
1.2288 |
|
1.618 |
1.2248 |
|
2.618 |
1.2183 |
|
4.250 |
1.2077 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2386 |
1.2388 |
| PP |
1.2380 |
1.2381 |
| S1 |
1.2375 |
1.2375 |
|