CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2786 |
1.2734 |
-0.0052 |
-0.4% |
1.2679 |
| High |
1.2797 |
1.2755 |
-0.0042 |
-0.3% |
1.2780 |
| Low |
1.2719 |
1.2613 |
-0.0106 |
-0.8% |
1.2622 |
| Close |
1.2738 |
1.2716 |
-0.0022 |
-0.2% |
1.2741 |
| Range |
0.0078 |
0.0142 |
0.0064 |
82.1% |
0.0158 |
| ATR |
0.0084 |
0.0088 |
0.0004 |
5.0% |
0.0000 |
| Volume |
1,013 |
2,542 |
1,529 |
150.9% |
2,235 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3121 |
1.3060 |
1.2794 |
|
| R3 |
1.2979 |
1.2918 |
1.2755 |
|
| R2 |
1.2837 |
1.2837 |
1.2742 |
|
| R1 |
1.2776 |
1.2776 |
1.2729 |
1.2736 |
| PP |
1.2695 |
1.2695 |
1.2695 |
1.2674 |
| S1 |
1.2634 |
1.2634 |
1.2703 |
1.2594 |
| S2 |
1.2553 |
1.2553 |
1.2690 |
|
| S3 |
1.2411 |
1.2492 |
1.2677 |
|
| S4 |
1.2269 |
1.2350 |
1.2638 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3188 |
1.3123 |
1.2828 |
|
| R3 |
1.3030 |
1.2965 |
1.2784 |
|
| R2 |
1.2872 |
1.2872 |
1.2770 |
|
| R1 |
1.2807 |
1.2807 |
1.2755 |
1.2840 |
| PP |
1.2714 |
1.2714 |
1.2714 |
1.2731 |
| S1 |
1.2649 |
1.2649 |
1.2727 |
1.2682 |
| S2 |
1.2556 |
1.2556 |
1.2712 |
|
| S3 |
1.2398 |
1.2491 |
1.2698 |
|
| S4 |
1.2240 |
1.2333 |
1.2654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2797 |
1.2613 |
0.0184 |
1.4% |
0.0084 |
0.7% |
56% |
False |
True |
1,058 |
| 10 |
1.2819 |
1.2613 |
0.0206 |
1.6% |
0.0085 |
0.7% |
50% |
False |
True |
647 |
| 20 |
1.2981 |
1.2613 |
0.0368 |
2.9% |
0.0089 |
0.7% |
28% |
False |
True |
437 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0089 |
0.7% |
23% |
False |
False |
457 |
| 60 |
1.3133 |
1.2393 |
0.0740 |
5.8% |
0.0080 |
0.6% |
44% |
False |
False |
509 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0066 |
0.5% |
48% |
False |
False |
386 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0059 |
0.5% |
48% |
False |
False |
321 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.7% |
0.0057 |
0.4% |
66% |
False |
False |
350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3359 |
|
2.618 |
1.3127 |
|
1.618 |
1.2985 |
|
1.000 |
1.2897 |
|
0.618 |
1.2843 |
|
HIGH |
1.2755 |
|
0.618 |
1.2701 |
|
0.500 |
1.2684 |
|
0.382 |
1.2667 |
|
LOW |
1.2613 |
|
0.618 |
1.2525 |
|
1.000 |
1.2471 |
|
1.618 |
1.2383 |
|
2.618 |
1.2241 |
|
4.250 |
1.2010 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2705 |
1.2712 |
| PP |
1.2695 |
1.2709 |
| S1 |
1.2684 |
1.2705 |
|