CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2696 |
1.2629 |
-0.0067 |
-0.5% |
1.2607 |
| High |
1.2712 |
1.2718 |
0.0006 |
0.0% |
1.2735 |
| Low |
1.2605 |
1.2615 |
0.0010 |
0.1% |
1.2592 |
| Close |
1.2625 |
1.2701 |
0.0076 |
0.6% |
1.2701 |
| Range |
0.0107 |
0.0103 |
-0.0004 |
-3.7% |
0.0143 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
0.7% |
0.0000 |
| Volume |
146,014 |
98,041 |
-47,973 |
-32.9% |
548,882 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2987 |
1.2947 |
1.2758 |
|
| R3 |
1.2884 |
1.2844 |
1.2729 |
|
| R2 |
1.2781 |
1.2781 |
1.2720 |
|
| R1 |
1.2741 |
1.2741 |
1.2710 |
1.2761 |
| PP |
1.2678 |
1.2678 |
1.2678 |
1.2688 |
| S1 |
1.2638 |
1.2638 |
1.2692 |
1.2658 |
| S2 |
1.2575 |
1.2575 |
1.2682 |
|
| S3 |
1.2472 |
1.2535 |
1.2673 |
|
| S4 |
1.2369 |
1.2432 |
1.2644 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3105 |
1.3046 |
1.2780 |
|
| R3 |
1.2962 |
1.2903 |
1.2740 |
|
| R2 |
1.2819 |
1.2819 |
1.2727 |
|
| R1 |
1.2760 |
1.2760 |
1.2714 |
1.2790 |
| PP |
1.2676 |
1.2676 |
1.2676 |
1.2691 |
| S1 |
1.2617 |
1.2617 |
1.2688 |
1.2647 |
| S2 |
1.2533 |
1.2533 |
1.2675 |
|
| S3 |
1.2390 |
1.2474 |
1.2662 |
|
| S4 |
1.2247 |
1.2331 |
1.2622 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2735 |
1.2592 |
0.0143 |
1.1% |
0.0088 |
0.7% |
76% |
False |
False |
109,776 |
| 10 |
1.2735 |
1.2376 |
0.0359 |
2.8% |
0.0089 |
0.7% |
91% |
False |
False |
103,096 |
| 20 |
1.2735 |
1.2183 |
0.0552 |
4.3% |
0.0099 |
0.8% |
94% |
False |
False |
105,355 |
| 40 |
1.2735 |
1.2072 |
0.0663 |
5.2% |
0.0095 |
0.7% |
95% |
False |
False |
101,526 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.4% |
0.0090 |
0.7% |
95% |
False |
False |
101,977 |
| 80 |
1.2819 |
1.2043 |
0.0776 |
6.1% |
0.0090 |
0.7% |
85% |
False |
False |
77,000 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0091 |
0.7% |
60% |
False |
False |
61,663 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0089 |
0.7% |
60% |
False |
False |
51,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3156 |
|
2.618 |
1.2988 |
|
1.618 |
1.2885 |
|
1.000 |
1.2821 |
|
0.618 |
1.2782 |
|
HIGH |
1.2718 |
|
0.618 |
1.2679 |
|
0.500 |
1.2667 |
|
0.382 |
1.2654 |
|
LOW |
1.2615 |
|
0.618 |
1.2551 |
|
1.000 |
1.2512 |
|
1.618 |
1.2448 |
|
2.618 |
1.2345 |
|
4.250 |
1.2177 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2690 |
1.2691 |
| PP |
1.2678 |
1.2680 |
| S1 |
1.2667 |
1.2670 |
|