CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2629 |
1.2711 |
0.0082 |
0.6% |
1.2607 |
| High |
1.2718 |
1.2726 |
0.0008 |
0.1% |
1.2735 |
| Low |
1.2615 |
1.2605 |
-0.0010 |
-0.1% |
1.2592 |
| Close |
1.2701 |
1.2624 |
-0.0077 |
-0.6% |
1.2701 |
| Range |
0.0103 |
0.0121 |
0.0018 |
17.5% |
0.0143 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.0% |
0.0000 |
| Volume |
98,041 |
98,371 |
330 |
0.3% |
548,882 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3015 |
1.2940 |
1.2691 |
|
| R3 |
1.2894 |
1.2819 |
1.2657 |
|
| R2 |
1.2773 |
1.2773 |
1.2646 |
|
| R1 |
1.2698 |
1.2698 |
1.2635 |
1.2675 |
| PP |
1.2652 |
1.2652 |
1.2652 |
1.2640 |
| S1 |
1.2577 |
1.2577 |
1.2613 |
1.2554 |
| S2 |
1.2531 |
1.2531 |
1.2602 |
|
| S3 |
1.2410 |
1.2456 |
1.2591 |
|
| S4 |
1.2289 |
1.2335 |
1.2557 |
|
|
| 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 |
1.2605 |
0.0130 |
1.0% |
0.0102 |
0.8% |
15% |
False |
True |
111,258 |
| 10 |
1.2735 |
1.2448 |
0.0287 |
2.3% |
0.0092 |
0.7% |
61% |
False |
False |
103,539 |
| 20 |
1.2735 |
1.2183 |
0.0552 |
4.4% |
0.0095 |
0.8% |
80% |
False |
False |
103,128 |
| 40 |
1.2735 |
1.2072 |
0.0663 |
5.3% |
0.0094 |
0.7% |
83% |
False |
False |
100,737 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.5% |
0.0091 |
0.7% |
84% |
False |
False |
103,503 |
| 80 |
1.2797 |
1.2043 |
0.0754 |
6.0% |
0.0090 |
0.7% |
77% |
False |
False |
78,228 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0091 |
0.7% |
53% |
False |
False |
62,631 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0090 |
0.7% |
53% |
False |
False |
52,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3240 |
|
2.618 |
1.3043 |
|
1.618 |
1.2922 |
|
1.000 |
1.2847 |
|
0.618 |
1.2801 |
|
HIGH |
1.2726 |
|
0.618 |
1.2680 |
|
0.500 |
1.2666 |
|
0.382 |
1.2651 |
|
LOW |
1.2605 |
|
0.618 |
1.2530 |
|
1.000 |
1.2484 |
|
1.618 |
1.2409 |
|
2.618 |
1.2288 |
|
4.250 |
1.2091 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2666 |
1.2666 |
| PP |
1.2652 |
1.2652 |
| S1 |
1.2638 |
1.2638 |
|