CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2594 |
1.2545 |
-0.0049 |
-0.4% |
1.2711 |
| High |
1.2603 |
1.2592 |
-0.0011 |
-0.1% |
1.2726 |
| Low |
1.2502 |
1.2535 |
0.0033 |
0.3% |
1.2502 |
| Close |
1.2551 |
1.2556 |
0.0005 |
0.0% |
1.2551 |
| Range |
0.0101 |
0.0057 |
-0.0044 |
-43.6% |
0.0224 |
| ATR |
0.0092 |
0.0089 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
101,466 |
94,019 |
-7,447 |
-7.3% |
430,981 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2732 |
1.2701 |
1.2587 |
|
| R3 |
1.2675 |
1.2644 |
1.2572 |
|
| R2 |
1.2618 |
1.2618 |
1.2566 |
|
| R1 |
1.2587 |
1.2587 |
1.2561 |
1.2603 |
| PP |
1.2561 |
1.2561 |
1.2561 |
1.2569 |
| S1 |
1.2530 |
1.2530 |
1.2551 |
1.2546 |
| S2 |
1.2504 |
1.2504 |
1.2546 |
|
| S3 |
1.2447 |
1.2473 |
1.2540 |
|
| S4 |
1.2390 |
1.2416 |
1.2525 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3265 |
1.3132 |
1.2674 |
|
| R3 |
1.3041 |
1.2908 |
1.2613 |
|
| R2 |
1.2817 |
1.2817 |
1.2592 |
|
| R1 |
1.2684 |
1.2684 |
1.2572 |
1.2639 |
| PP |
1.2593 |
1.2593 |
1.2593 |
1.2570 |
| S1 |
1.2460 |
1.2460 |
1.2530 |
1.2415 |
| S2 |
1.2369 |
1.2369 |
1.2510 |
|
| S3 |
1.2145 |
1.2236 |
1.2489 |
|
| S4 |
1.1921 |
1.2012 |
1.2428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2653 |
1.2502 |
0.0151 |
1.2% |
0.0073 |
0.6% |
36% |
False |
False |
85,325 |
| 10 |
1.2735 |
1.2502 |
0.0233 |
1.9% |
0.0087 |
0.7% |
23% |
False |
False |
98,292 |
| 20 |
1.2735 |
1.2225 |
0.0510 |
4.1% |
0.0094 |
0.7% |
65% |
False |
False |
100,963 |
| 40 |
1.2735 |
1.2072 |
0.0663 |
5.3% |
0.0091 |
0.7% |
73% |
False |
False |
99,146 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.5% |
0.0091 |
0.7% |
74% |
False |
False |
102,951 |
| 80 |
1.2797 |
1.2043 |
0.0754 |
6.0% |
0.0090 |
0.7% |
68% |
False |
False |
83,542 |
| 100 |
1.2981 |
1.2043 |
0.0938 |
7.5% |
0.0090 |
0.7% |
55% |
False |
False |
66,884 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0089 |
0.7% |
47% |
False |
False |
55,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2834 |
|
2.618 |
1.2741 |
|
1.618 |
1.2684 |
|
1.000 |
1.2649 |
|
0.618 |
1.2627 |
|
HIGH |
1.2592 |
|
0.618 |
1.2570 |
|
0.500 |
1.2564 |
|
0.382 |
1.2557 |
|
LOW |
1.2535 |
|
0.618 |
1.2500 |
|
1.000 |
1.2478 |
|
1.618 |
1.2443 |
|
2.618 |
1.2386 |
|
4.250 |
1.2293 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2564 |
1.2558 |
| PP |
1.2561 |
1.2557 |
| S1 |
1.2559 |
1.2557 |
|