CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2260 |
1.2227 |
-0.0033 |
-0.3% |
1.2381 |
| High |
1.2261 |
1.2227 |
-0.0034 |
-0.3% |
1.2422 |
| Low |
1.2214 |
1.2169 |
-0.0045 |
-0.4% |
1.2246 |
| Close |
1.2220 |
1.2170 |
-0.0050 |
-0.4% |
1.2255 |
| Range |
0.0047 |
0.0058 |
0.0011 |
23.4% |
0.0176 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.1% |
0.0000 |
| Volume |
155 |
160 |
5 |
3.2% |
1,303 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2363 |
1.2324 |
1.2202 |
|
| R3 |
1.2305 |
1.2266 |
1.2186 |
|
| R2 |
1.2247 |
1.2247 |
1.2181 |
|
| R1 |
1.2208 |
1.2208 |
1.2175 |
1.2199 |
| PP |
1.2189 |
1.2189 |
1.2189 |
1.2184 |
| S1 |
1.2150 |
1.2150 |
1.2165 |
1.2141 |
| S2 |
1.2131 |
1.2131 |
1.2159 |
|
| S3 |
1.2073 |
1.2092 |
1.2154 |
|
| S4 |
1.2015 |
1.2034 |
1.2138 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2836 |
1.2721 |
1.2352 |
|
| R3 |
1.2660 |
1.2545 |
1.2303 |
|
| R2 |
1.2484 |
1.2484 |
1.2287 |
|
| R1 |
1.2369 |
1.2369 |
1.2271 |
1.2339 |
| PP |
1.2308 |
1.2308 |
1.2308 |
1.2292 |
| S1 |
1.2193 |
1.2193 |
1.2239 |
1.2163 |
| S2 |
1.2132 |
1.2132 |
1.2223 |
|
| S3 |
1.1956 |
1.2017 |
1.2207 |
|
| S4 |
1.1780 |
1.1841 |
1.2158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2418 |
1.2169 |
0.0249 |
2.0% |
0.0056 |
0.5% |
0% |
False |
True |
202 |
| 10 |
1.2505 |
1.2169 |
0.0336 |
2.8% |
0.0050 |
0.4% |
0% |
False |
True |
432 |
| 20 |
1.2725 |
1.2169 |
0.0556 |
4.6% |
0.0038 |
0.3% |
0% |
False |
True |
228 |
| 40 |
1.2819 |
1.2169 |
0.0650 |
5.3% |
0.0042 |
0.3% |
0% |
False |
True |
117 |
| 60 |
1.3105 |
1.2169 |
0.0936 |
7.7% |
0.0041 |
0.3% |
0% |
False |
True |
79 |
| 80 |
1.3105 |
1.2169 |
0.0936 |
7.7% |
0.0036 |
0.3% |
0% |
False |
True |
61 |
| 100 |
1.3105 |
1.2169 |
0.0936 |
7.7% |
0.0033 |
0.3% |
0% |
False |
True |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2474 |
|
2.618 |
1.2379 |
|
1.618 |
1.2321 |
|
1.000 |
1.2285 |
|
0.618 |
1.2263 |
|
HIGH |
1.2227 |
|
0.618 |
1.2205 |
|
0.500 |
1.2198 |
|
0.382 |
1.2191 |
|
LOW |
1.2169 |
|
0.618 |
1.2133 |
|
1.000 |
1.2111 |
|
1.618 |
1.2075 |
|
2.618 |
1.2017 |
|
4.250 |
1.1923 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2198 |
1.2231 |
| PP |
1.2189 |
1.2211 |
| S1 |
1.2179 |
1.2190 |
|