CME British Pound Future March 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 1.2375 1.2331 -0.0044 -0.4% 1.2514
High 1.2418 1.2331 -0.0087 -0.7% 1.2514
Low 1.2353 1.2267 -0.0086 -0.7% 1.2382
Close 1.2369 1.2301 -0.0068 -0.5% 1.2384
Range 0.0065 0.0064 -0.0001 -1.5% 0.0132
ATR 0.0055 0.0058 0.0003 6.2% 0.0000
Volume 268 219 -49 -18.3% 2,860
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.2492 1.2460 1.2336
R3 1.2428 1.2396 1.2319
R2 1.2364 1.2364 1.2313
R1 1.2332 1.2332 1.2307 1.2316
PP 1.2300 1.2300 1.2300 1.2292
S1 1.2268 1.2268 1.2295 1.2252
S2 1.2236 1.2236 1.2289
S3 1.2172 1.2204 1.2283
S4 1.2108 1.2140 1.2266
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 1.2441 1.2267 0.0174 1.4% 0.0047 0.4% 20% False True 290
10 1.2514 1.2267 0.0247 2.0% 0.0037 0.3% 14% False True 395
20 1.2725 1.2267 0.0458 3.7% 0.0039 0.3% 7% False True 202
40 1.2988 1.2267 0.0721 5.9% 0.0046 0.4% 5% False True 105
60 1.3105 1.2267 0.0838 6.8% 0.0039 0.3% 4% False True 71
80 1.3105 1.2267 0.0838 6.8% 0.0035 0.3% 4% False True 55
100 1.3105 1.2267 0.0838 6.8% 0.0031 0.3% 4% False True 44
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2603
2.618 1.2499
1.618 1.2435
1.000 1.2395
0.618 1.2371
HIGH 1.2331
0.618 1.2307
0.500 1.2299
0.382 1.2291
LOW 1.2267
0.618 1.2227
1.000 1.2203
1.618 1.2163
2.618 1.2099
4.250 1.1995
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 1.2300 1.2345
PP 1.2300 1.2330
S1 1.2299 1.2316

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These figures are updated between 7pm and 10pm EST after a trading day.

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