CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2720 |
1.2746 |
0.0026 |
0.2% |
1.2784 |
| High |
1.2720 |
1.2746 |
0.0026 |
0.2% |
1.2784 |
| Low |
1.2693 |
1.2715 |
0.0022 |
0.2% |
1.2672 |
| Close |
1.2697 |
1.2715 |
0.0018 |
0.1% |
1.2698 |
| Range |
0.0027 |
0.0031 |
0.0004 |
14.8% |
0.0112 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
9 |
16 |
7 |
77.8% |
7 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2818 |
1.2798 |
1.2732 |
|
| R3 |
1.2787 |
1.2767 |
1.2724 |
|
| R2 |
1.2756 |
1.2756 |
1.2721 |
|
| R1 |
1.2736 |
1.2736 |
1.2718 |
1.2731 |
| PP |
1.2725 |
1.2725 |
1.2725 |
1.2723 |
| S1 |
1.2705 |
1.2705 |
1.2712 |
1.2700 |
| S2 |
1.2694 |
1.2694 |
1.2709 |
|
| S3 |
1.2663 |
1.2674 |
1.2706 |
|
| S4 |
1.2632 |
1.2643 |
1.2698 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.2988 |
1.2760 |
|
| R3 |
1.2942 |
1.2876 |
1.2729 |
|
| R2 |
1.2830 |
1.2830 |
1.2719 |
|
| R1 |
1.2764 |
1.2764 |
1.2708 |
1.2741 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2707 |
| S1 |
1.2652 |
1.2652 |
1.2688 |
1.2629 |
| S2 |
1.2606 |
1.2606 |
1.2677 |
|
| S3 |
1.2494 |
1.2540 |
1.2667 |
|
| S4 |
1.2382 |
1.2428 |
1.2636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2782 |
1.2672 |
0.0110 |
0.9% |
0.0047 |
0.4% |
39% |
False |
False |
9 |
| 10 |
1.2789 |
1.2672 |
0.0117 |
0.9% |
0.0040 |
0.3% |
37% |
False |
False |
8 |
| 20 |
1.2988 |
1.2672 |
0.0316 |
2.5% |
0.0047 |
0.4% |
14% |
False |
False |
6 |
| 40 |
1.3105 |
1.2586 |
0.0519 |
4.1% |
0.0037 |
0.3% |
25% |
False |
False |
6 |
| 60 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0031 |
0.2% |
50% |
False |
False |
5 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0028 |
0.2% |
50% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2878 |
|
2.618 |
1.2827 |
|
1.618 |
1.2796 |
|
1.000 |
1.2777 |
|
0.618 |
1.2765 |
|
HIGH |
1.2746 |
|
0.618 |
1.2734 |
|
0.500 |
1.2731 |
|
0.382 |
1.2727 |
|
LOW |
1.2715 |
|
0.618 |
1.2696 |
|
1.000 |
1.2684 |
|
1.618 |
1.2665 |
|
2.618 |
1.2634 |
|
4.250 |
1.2583 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2731 |
1.2713 |
| PP |
1.2725 |
1.2712 |
| S1 |
1.2720 |
1.2710 |
|