CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2227 |
1.2162 |
-0.0065 |
-0.5% |
1.2381 |
| High |
1.2227 |
1.2177 |
-0.0050 |
-0.4% |
1.2422 |
| Low |
1.2169 |
1.2134 |
-0.0035 |
-0.3% |
1.2246 |
| Close |
1.2170 |
1.2152 |
-0.0018 |
-0.1% |
1.2255 |
| Range |
0.0058 |
0.0043 |
-0.0015 |
-25.9% |
0.0176 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
160 |
632 |
472 |
295.0% |
1,303 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2283 |
1.2261 |
1.2176 |
|
| R3 |
1.2240 |
1.2218 |
1.2164 |
|
| R2 |
1.2197 |
1.2197 |
1.2160 |
|
| R1 |
1.2175 |
1.2175 |
1.2156 |
1.2165 |
| PP |
1.2154 |
1.2154 |
1.2154 |
1.2149 |
| S1 |
1.2132 |
1.2132 |
1.2148 |
1.2122 |
| S2 |
1.2111 |
1.2111 |
1.2144 |
|
| S3 |
1.2068 |
1.2089 |
1.2140 |
|
| S4 |
1.2025 |
1.2046 |
1.2128 |
|
|
| 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 |
1.2331 |
1.2134 |
0.0197 |
1.6% |
0.0052 |
0.4% |
9% |
False |
True |
275 |
| 10 |
1.2505 |
1.2134 |
0.0371 |
3.1% |
0.0053 |
0.4% |
5% |
False |
True |
449 |
| 20 |
1.2725 |
1.2134 |
0.0591 |
4.9% |
0.0040 |
0.3% |
3% |
False |
True |
260 |
| 40 |
1.2797 |
1.2134 |
0.0663 |
5.5% |
0.0041 |
0.3% |
3% |
False |
True |
133 |
| 60 |
1.3105 |
1.2134 |
0.0971 |
8.0% |
0.0042 |
0.3% |
2% |
False |
True |
90 |
| 80 |
1.3105 |
1.2134 |
0.0971 |
8.0% |
0.0036 |
0.3% |
2% |
False |
True |
69 |
| 100 |
1.3105 |
1.2134 |
0.0971 |
8.0% |
0.0033 |
0.3% |
2% |
False |
True |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2360 |
|
2.618 |
1.2290 |
|
1.618 |
1.2247 |
|
1.000 |
1.2220 |
|
0.618 |
1.2204 |
|
HIGH |
1.2177 |
|
0.618 |
1.2161 |
|
0.500 |
1.2156 |
|
0.382 |
1.2150 |
|
LOW |
1.2134 |
|
0.618 |
1.2107 |
|
1.000 |
1.2091 |
|
1.618 |
1.2064 |
|
2.618 |
1.2021 |
|
4.250 |
1.1951 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2156 |
1.2198 |
| PP |
1.2154 |
1.2182 |
| S1 |
1.2153 |
1.2167 |
|