CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2679 |
1.2685 |
0.0006 |
0.0% |
1.2727 |
| High |
1.2706 |
1.2752 |
0.0046 |
0.4% |
1.2819 |
| Low |
1.2622 |
1.2685 |
0.0063 |
0.5% |
1.2671 |
| Close |
1.2678 |
1.2705 |
0.0027 |
0.2% |
1.2701 |
| Range |
0.0084 |
0.0067 |
-0.0017 |
-20.2% |
0.0148 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
171 |
432 |
261 |
152.6% |
1,297 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2915 |
1.2877 |
1.2742 |
|
| R3 |
1.2848 |
1.2810 |
1.2723 |
|
| R2 |
1.2781 |
1.2781 |
1.2717 |
|
| R1 |
1.2743 |
1.2743 |
1.2711 |
1.2762 |
| PP |
1.2714 |
1.2714 |
1.2714 |
1.2724 |
| S1 |
1.2676 |
1.2676 |
1.2699 |
1.2695 |
| S2 |
1.2647 |
1.2647 |
1.2693 |
|
| S3 |
1.2580 |
1.2609 |
1.2687 |
|
| S4 |
1.2513 |
1.2542 |
1.2668 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3174 |
1.3086 |
1.2782 |
|
| R3 |
1.3026 |
1.2938 |
1.2742 |
|
| R2 |
1.2878 |
1.2878 |
1.2728 |
|
| R1 |
1.2790 |
1.2790 |
1.2715 |
1.2760 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2716 |
| S1 |
1.2642 |
1.2642 |
1.2687 |
1.2612 |
| S2 |
1.2582 |
1.2582 |
1.2674 |
|
| S3 |
1.2434 |
1.2494 |
1.2660 |
|
| S4 |
1.2286 |
1.2346 |
1.2620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2819 |
1.2622 |
0.0197 |
1.6% |
0.0083 |
0.7% |
42% |
False |
False |
213 |
| 10 |
1.2819 |
1.2622 |
0.0197 |
1.6% |
0.0088 |
0.7% |
42% |
False |
False |
244 |
| 20 |
1.3018 |
1.2622 |
0.0396 |
3.1% |
0.0094 |
0.7% |
21% |
False |
False |
238 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0089 |
0.7% |
21% |
False |
False |
385 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0074 |
0.6% |
46% |
False |
False |
421 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0063 |
0.5% |
46% |
False |
False |
318 |
| 100 |
1.3133 |
1.2226 |
0.0907 |
7.1% |
0.0056 |
0.4% |
53% |
False |
False |
267 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.7% |
0.0054 |
0.4% |
65% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3037 |
|
2.618 |
1.2927 |
|
1.618 |
1.2860 |
|
1.000 |
1.2819 |
|
0.618 |
1.2793 |
|
HIGH |
1.2752 |
|
0.618 |
1.2726 |
|
0.500 |
1.2719 |
|
0.382 |
1.2711 |
|
LOW |
1.2685 |
|
0.618 |
1.2644 |
|
1.000 |
1.2618 |
|
1.618 |
1.2577 |
|
2.618 |
1.2510 |
|
4.250 |
1.2400 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2719 |
1.2699 |
| PP |
1.2714 |
1.2693 |
| S1 |
1.2710 |
1.2687 |
|