CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2595 |
1.2562 |
-0.0033 |
-0.3% |
1.2607 |
| High |
1.2614 |
1.2613 |
-0.0001 |
0.0% |
1.2735 |
| Low |
1.2553 |
1.2544 |
-0.0009 |
-0.1% |
1.2592 |
| Close |
1.2563 |
1.2593 |
0.0030 |
0.2% |
1.2701 |
| Range |
0.0061 |
0.0069 |
0.0008 |
13.1% |
0.0143 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
63,605 |
87,383 |
23,778 |
37.4% |
548,882 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2790 |
1.2761 |
1.2631 |
|
| R3 |
1.2721 |
1.2692 |
1.2612 |
|
| R2 |
1.2652 |
1.2652 |
1.2606 |
|
| R1 |
1.2623 |
1.2623 |
1.2599 |
1.2638 |
| PP |
1.2583 |
1.2583 |
1.2583 |
1.2591 |
| S1 |
1.2554 |
1.2554 |
1.2587 |
1.2569 |
| S2 |
1.2514 |
1.2514 |
1.2580 |
|
| S3 |
1.2445 |
1.2485 |
1.2574 |
|
| S4 |
1.2376 |
1.2416 |
1.2555 |
|
|
| 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 |
1.2726 |
1.2544 |
0.0182 |
1.4% |
0.0086 |
0.7% |
27% |
False |
True |
85,511 |
| 10 |
1.2735 |
1.2491 |
0.0244 |
1.9% |
0.0089 |
0.7% |
42% |
False |
False |
100,251 |
| 20 |
1.2735 |
1.2183 |
0.0552 |
4.4% |
0.0093 |
0.7% |
74% |
False |
False |
100,286 |
| 40 |
1.2735 |
1.2072 |
0.0663 |
5.3% |
0.0094 |
0.7% |
79% |
False |
False |
99,382 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.5% |
0.0091 |
0.7% |
79% |
False |
False |
103,167 |
| 80 |
1.2797 |
1.2043 |
0.0754 |
6.0% |
0.0090 |
0.7% |
73% |
False |
False |
81,107 |
| 100 |
1.3018 |
1.2043 |
0.0975 |
7.7% |
0.0091 |
0.7% |
56% |
False |
False |
64,933 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0090 |
0.7% |
50% |
False |
False |
54,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2906 |
|
2.618 |
1.2794 |
|
1.618 |
1.2725 |
|
1.000 |
1.2682 |
|
0.618 |
1.2656 |
|
HIGH |
1.2613 |
|
0.618 |
1.2587 |
|
0.500 |
1.2579 |
|
0.382 |
1.2570 |
|
LOW |
1.2544 |
|
0.618 |
1.2501 |
|
1.000 |
1.2475 |
|
1.618 |
1.2432 |
|
2.618 |
1.2363 |
|
4.250 |
1.2251 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2588 |
1.2599 |
| PP |
1.2583 |
1.2597 |
| S1 |
1.2579 |
1.2595 |
|