CME British Pound Future December 2023


Trading Metrics calculated at close of trading on 08-Aug-2023
Day Change Summary
Previous Current
07-Aug-2023 08-Aug-2023 Change Change % Previous Week
Open 1.2727 1.2758 0.0031 0.2% 1.2853
High 1.2789 1.2764 -0.0025 -0.2% 1.2867
Low 1.2720 1.2700 -0.0020 -0.2% 1.2631
Close 1.2787 1.2750 -0.0037 -0.3% 1.2757
Range 0.0069 0.0064 -0.0005 -7.2% 0.0236
ATR 0.0093 0.0093 0.0000 -0.5% 0.0000
Volume 556 277 -279 -50.2% 908
Daily Pivots for day following 08-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.2930 1.2904 1.2785
R3 1.2866 1.2840 1.2768
R2 1.2802 1.2802 1.2762
R1 1.2776 1.2776 1.2756 1.2757
PP 1.2738 1.2738 1.2738 1.2729
S1 1.2712 1.2712 1.2744 1.2693
S2 1.2674 1.2674 1.2738
S3 1.2610 1.2648 1.2732
S4 1.2546 1.2584 1.2715
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.3460 1.3344 1.2887
R3 1.3224 1.3108 1.2822
R2 1.2988 1.2988 1.2800
R1 1.2872 1.2872 1.2779 1.2812
PP 1.2752 1.2752 1.2752 1.2722
S1 1.2636 1.2636 1.2735 1.2576
S2 1.2516 1.2516 1.2714
S3 1.2280 1.2400 1.2692
S4 1.2044 1.2164 1.2627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2790 1.2631 0.0159 1.2% 0.0092 0.7% 75% False False 275
10 1.2981 1.2631 0.0350 2.7% 0.0096 0.8% 34% False False 230
20 1.3133 1.2631 0.0502 3.9% 0.0094 0.7% 24% False False 351
40 1.3133 1.2509 0.0624 4.9% 0.0087 0.7% 39% False False 504
60 1.3133 1.2336 0.0797 6.3% 0.0069 0.5% 52% False False 403
80 1.3133 1.2336 0.0797 6.3% 0.0059 0.5% 52% False False 304
100 1.3133 1.2168 0.0965 7.6% 0.0053 0.4% 60% False False 256
120 1.3133 1.1904 0.1229 9.6% 0.0052 0.4% 69% False False 297
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3036
2.618 1.2932
1.618 1.2868
1.000 1.2828
0.618 1.2804
HIGH 1.2764
0.618 1.2740
0.500 1.2732
0.382 1.2724
LOW 1.2700
0.618 1.2660
1.000 1.2636
1.618 1.2596
2.618 1.2532
4.250 1.2428
Fisher Pivots for day following 08-Aug-2023
Pivot 1 day 3 day
R1 1.2744 1.2741
PP 1.2738 1.2732
S1 1.2732 1.2723

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

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