CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2734 |
1.2718 |
-0.0016 |
-0.1% |
1.2679 |
| High |
1.2755 |
1.2726 |
-0.0029 |
-0.2% |
1.2780 |
| Low |
1.2613 |
1.2592 |
-0.0021 |
-0.2% |
1.2622 |
| Close |
1.2716 |
1.2608 |
-0.0108 |
-0.8% |
1.2741 |
| Range |
0.0142 |
0.0134 |
-0.0008 |
-5.6% |
0.0158 |
| ATR |
0.0088 |
0.0091 |
0.0003 |
3.7% |
0.0000 |
| Volume |
2,542 |
660 |
-1,882 |
-74.0% |
2,235 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3044 |
1.2960 |
1.2682 |
|
| R3 |
1.2910 |
1.2826 |
1.2645 |
|
| R2 |
1.2776 |
1.2776 |
1.2633 |
|
| R1 |
1.2692 |
1.2692 |
1.2620 |
1.2667 |
| PP |
1.2642 |
1.2642 |
1.2642 |
1.2630 |
| S1 |
1.2558 |
1.2558 |
1.2596 |
1.2533 |
| S2 |
1.2508 |
1.2508 |
1.2583 |
|
| S3 |
1.2374 |
1.2424 |
1.2571 |
|
| S4 |
1.2240 |
1.2290 |
1.2534 |
|
|
| 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 |
1.2592 |
0.0205 |
1.6% |
0.0096 |
0.8% |
8% |
False |
True |
1,086 |
| 10 |
1.2797 |
1.2592 |
0.0205 |
1.6% |
0.0084 |
0.7% |
8% |
False |
True |
698 |
| 20 |
1.2883 |
1.2592 |
0.0291 |
2.3% |
0.0086 |
0.7% |
5% |
False |
True |
454 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0089 |
0.7% |
4% |
False |
False |
469 |
| 60 |
1.3133 |
1.2393 |
0.0740 |
5.9% |
0.0081 |
0.6% |
29% |
False |
False |
520 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0067 |
0.5% |
34% |
False |
False |
394 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0059 |
0.5% |
34% |
False |
False |
328 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.7% |
0.0057 |
0.5% |
57% |
False |
False |
340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3296 |
|
2.618 |
1.3077 |
|
1.618 |
1.2943 |
|
1.000 |
1.2860 |
|
0.618 |
1.2809 |
|
HIGH |
1.2726 |
|
0.618 |
1.2675 |
|
0.500 |
1.2659 |
|
0.382 |
1.2643 |
|
LOW |
1.2592 |
|
0.618 |
1.2509 |
|
1.000 |
1.2458 |
|
1.618 |
1.2375 |
|
2.618 |
1.2241 |
|
4.250 |
1.2023 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2659 |
1.2695 |
| PP |
1.2642 |
1.2666 |
| S1 |
1.2625 |
1.2637 |
|