CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2640 |
1.2719 |
0.0079 |
0.6% |
1.2723 |
| High |
1.2744 |
1.2725 |
-0.0019 |
-0.1% |
1.2797 |
| Low |
1.2623 |
1.2655 |
0.0032 |
0.3% |
1.2549 |
| Close |
1.2717 |
1.2666 |
-0.0051 |
-0.4% |
1.2596 |
| Range |
0.0121 |
0.0070 |
-0.0051 |
-42.1% |
0.0248 |
| ATR |
0.0091 |
0.0089 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1,520 |
1,389 |
-131 |
-8.6% |
5,153 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2849 |
1.2705 |
|
| R3 |
1.2822 |
1.2779 |
1.2685 |
|
| R2 |
1.2752 |
1.2752 |
1.2679 |
|
| R1 |
1.2709 |
1.2709 |
1.2672 |
1.2696 |
| PP |
1.2682 |
1.2682 |
1.2682 |
1.2675 |
| S1 |
1.2639 |
1.2639 |
1.2660 |
1.2626 |
| S2 |
1.2612 |
1.2612 |
1.2653 |
|
| S3 |
1.2542 |
1.2569 |
1.2647 |
|
| S4 |
1.2472 |
1.2499 |
1.2628 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3391 |
1.3242 |
1.2732 |
|
| R3 |
1.3143 |
1.2994 |
1.2664 |
|
| R2 |
1.2895 |
1.2895 |
1.2641 |
|
| R1 |
1.2746 |
1.2746 |
1.2619 |
1.2697 |
| PP |
1.2647 |
1.2647 |
1.2647 |
1.2623 |
| S1 |
1.2498 |
1.2498 |
1.2573 |
1.2449 |
| S2 |
1.2399 |
1.2399 |
1.2551 |
|
| S3 |
1.2151 |
1.2250 |
1.2528 |
|
| S4 |
1.1903 |
1.2002 |
1.2460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2744 |
1.2549 |
0.0195 |
1.5% |
0.0085 |
0.7% |
60% |
False |
False |
1,324 |
| 10 |
1.2797 |
1.2549 |
0.0248 |
2.0% |
0.0090 |
0.7% |
47% |
False |
False |
1,205 |
| 20 |
1.2819 |
1.2549 |
0.0270 |
2.1% |
0.0086 |
0.7% |
43% |
False |
False |
739 |
| 40 |
1.3133 |
1.2549 |
0.0584 |
4.6% |
0.0091 |
0.7% |
20% |
False |
False |
560 |
| 60 |
1.3133 |
1.2453 |
0.0680 |
5.4% |
0.0084 |
0.7% |
31% |
False |
False |
611 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0071 |
0.6% |
41% |
False |
False |
475 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0062 |
0.5% |
41% |
False |
False |
382 |
| 120 |
1.3133 |
1.2052 |
0.1081 |
8.5% |
0.0057 |
0.5% |
57% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3023 |
|
2.618 |
1.2908 |
|
1.618 |
1.2838 |
|
1.000 |
1.2795 |
|
0.618 |
1.2768 |
|
HIGH |
1.2725 |
|
0.618 |
1.2698 |
|
0.500 |
1.2690 |
|
0.382 |
1.2682 |
|
LOW |
1.2655 |
|
0.618 |
1.2612 |
|
1.000 |
1.2585 |
|
1.618 |
1.2542 |
|
2.618 |
1.2472 |
|
4.250 |
1.2358 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2690 |
1.2662 |
| PP |
1.2682 |
1.2659 |
| S1 |
1.2674 |
1.2655 |
|