CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2545 |
1.2555 |
0.0010 |
0.1% |
1.2711 |
| High |
1.2592 |
1.2616 |
0.0024 |
0.2% |
1.2726 |
| Low |
1.2535 |
1.2514 |
-0.0021 |
-0.2% |
1.2502 |
| Close |
1.2556 |
1.2564 |
0.0008 |
0.1% |
1.2551 |
| Range |
0.0057 |
0.0102 |
0.0045 |
78.9% |
0.0224 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.0% |
0.0000 |
| Volume |
94,019 |
160,669 |
66,650 |
70.9% |
430,981 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2871 |
1.2819 |
1.2620 |
|
| R3 |
1.2769 |
1.2717 |
1.2592 |
|
| R2 |
1.2667 |
1.2667 |
1.2583 |
|
| R1 |
1.2615 |
1.2615 |
1.2573 |
1.2641 |
| PP |
1.2565 |
1.2565 |
1.2565 |
1.2578 |
| S1 |
1.2513 |
1.2513 |
1.2555 |
1.2539 |
| S2 |
1.2463 |
1.2463 |
1.2545 |
|
| S3 |
1.2361 |
1.2411 |
1.2536 |
|
| S4 |
1.2259 |
1.2309 |
1.2508 |
|
|
| 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 |
1.2616 |
1.2502 |
0.0114 |
0.9% |
0.0078 |
0.6% |
54% |
True |
False |
101,428 |
| 10 |
1.2735 |
1.2502 |
0.0233 |
1.9% |
0.0086 |
0.7% |
27% |
False |
False |
102,917 |
| 20 |
1.2735 |
1.2267 |
0.0468 |
3.7% |
0.0096 |
0.8% |
63% |
False |
False |
105,747 |
| 40 |
1.2735 |
1.2072 |
0.0663 |
5.3% |
0.0092 |
0.7% |
74% |
False |
False |
101,377 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.5% |
0.0092 |
0.7% |
75% |
False |
False |
104,591 |
| 80 |
1.2797 |
1.2043 |
0.0754 |
6.0% |
0.0090 |
0.7% |
69% |
False |
False |
85,538 |
| 100 |
1.2981 |
1.2043 |
0.0938 |
7.5% |
0.0090 |
0.7% |
56% |
False |
False |
68,488 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0089 |
0.7% |
48% |
False |
False |
57,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3050 |
|
2.618 |
1.2883 |
|
1.618 |
1.2781 |
|
1.000 |
1.2718 |
|
0.618 |
1.2679 |
|
HIGH |
1.2616 |
|
0.618 |
1.2577 |
|
0.500 |
1.2565 |
|
0.382 |
1.2553 |
|
LOW |
1.2514 |
|
0.618 |
1.2451 |
|
1.000 |
1.2412 |
|
1.618 |
1.2349 |
|
2.618 |
1.2247 |
|
4.250 |
1.2081 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2565 |
1.2562 |
| PP |
1.2565 |
1.2561 |
| S1 |
1.2564 |
1.2559 |
|