CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2685 |
1.2698 |
0.0013 |
0.1% |
1.2727 |
| High |
1.2752 |
1.2762 |
0.0010 |
0.1% |
1.2819 |
| Low |
1.2685 |
1.2695 |
0.0010 |
0.1% |
1.2671 |
| Close |
1.2705 |
1.2723 |
0.0018 |
0.1% |
1.2701 |
| Range |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0148 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
432 |
179 |
-253 |
-58.6% |
1,297 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2928 |
1.2892 |
1.2760 |
|
| R3 |
1.2861 |
1.2825 |
1.2741 |
|
| R2 |
1.2794 |
1.2794 |
1.2735 |
|
| R1 |
1.2758 |
1.2758 |
1.2729 |
1.2776 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2736 |
| S1 |
1.2691 |
1.2691 |
1.2717 |
1.2709 |
| S2 |
1.2660 |
1.2660 |
1.2711 |
|
| S3 |
1.2593 |
1.2624 |
1.2705 |
|
| S4 |
1.2526 |
1.2557 |
1.2686 |
|
|
| 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 |
1.5% |
0.0086 |
0.7% |
51% |
False |
False |
236 |
| 10 |
1.2819 |
1.2622 |
0.0197 |
1.5% |
0.0085 |
0.7% |
51% |
False |
False |
243 |
| 20 |
1.2981 |
1.2622 |
0.0359 |
2.8% |
0.0091 |
0.7% |
28% |
False |
False |
232 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0087 |
0.7% |
25% |
False |
False |
371 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0074 |
0.6% |
49% |
False |
False |
424 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0063 |
0.5% |
49% |
False |
False |
320 |
| 100 |
1.3133 |
1.2325 |
0.0808 |
6.4% |
0.0056 |
0.4% |
49% |
False |
False |
268 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.7% |
0.0053 |
0.4% |
67% |
False |
False |
306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3047 |
|
2.618 |
1.2937 |
|
1.618 |
1.2870 |
|
1.000 |
1.2829 |
|
0.618 |
1.2803 |
|
HIGH |
1.2762 |
|
0.618 |
1.2736 |
|
0.500 |
1.2729 |
|
0.382 |
1.2721 |
|
LOW |
1.2695 |
|
0.618 |
1.2654 |
|
1.000 |
1.2628 |
|
1.618 |
1.2587 |
|
2.618 |
1.2520 |
|
4.250 |
1.2410 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2729 |
1.2713 |
| PP |
1.2727 |
1.2702 |
| S1 |
1.2725 |
1.2692 |
|