CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2675 |
1.2702 |
0.0027 |
0.2% |
1.2695 |
| High |
1.2713 |
1.2702 |
-0.0011 |
-0.1% |
1.2750 |
| Low |
1.2612 |
1.2606 |
-0.0006 |
0.0% |
1.2674 |
| Close |
1.2713 |
1.2606 |
-0.0107 |
-0.8% |
1.2732 |
| Range |
0.0101 |
0.0096 |
-0.0005 |
-5.0% |
0.0076 |
| ATR |
0.0058 |
0.0062 |
0.0003 |
6.0% |
0.0000 |
| Volume |
23 |
3 |
-20 |
-87.0% |
58 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2926 |
1.2862 |
1.2659 |
|
| R3 |
1.2830 |
1.2766 |
1.2632 |
|
| R2 |
1.2734 |
1.2734 |
1.2624 |
|
| R1 |
1.2670 |
1.2670 |
1.2615 |
1.2654 |
| PP |
1.2638 |
1.2638 |
1.2638 |
1.2630 |
| S1 |
1.2574 |
1.2574 |
1.2597 |
1.2558 |
| S2 |
1.2542 |
1.2542 |
1.2588 |
|
| S3 |
1.2446 |
1.2478 |
1.2580 |
|
| S4 |
1.2350 |
1.2382 |
1.2553 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2947 |
1.2915 |
1.2774 |
|
| R3 |
1.2871 |
1.2839 |
1.2753 |
|
| R2 |
1.2795 |
1.2795 |
1.2746 |
|
| R1 |
1.2763 |
1.2763 |
1.2739 |
1.2779 |
| PP |
1.2719 |
1.2719 |
1.2719 |
1.2727 |
| S1 |
1.2687 |
1.2687 |
1.2725 |
1.2703 |
| S2 |
1.2643 |
1.2643 |
1.2718 |
|
| S3 |
1.2567 |
1.2611 |
1.2711 |
|
| S4 |
1.2491 |
1.2535 |
1.2690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2768 |
1.2606 |
0.0162 |
1.3% |
0.0060 |
0.5% |
0% |
False |
True |
8 |
| 10 |
1.2768 |
1.2606 |
0.0162 |
1.3% |
0.0045 |
0.4% |
0% |
False |
True |
8 |
| 20 |
1.2877 |
1.2606 |
0.0271 |
2.1% |
0.0048 |
0.4% |
0% |
False |
True |
7 |
| 40 |
1.3105 |
1.2586 |
0.0519 |
4.1% |
0.0042 |
0.3% |
4% |
False |
False |
5 |
| 60 |
1.3105 |
1.2419 |
0.0686 |
5.4% |
0.0035 |
0.3% |
27% |
False |
False |
5 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.2% |
0.0031 |
0.2% |
36% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3110 |
|
2.618 |
1.2953 |
|
1.618 |
1.2857 |
|
1.000 |
1.2798 |
|
0.618 |
1.2761 |
|
HIGH |
1.2702 |
|
0.618 |
1.2665 |
|
0.500 |
1.2654 |
|
0.382 |
1.2643 |
|
LOW |
1.2606 |
|
0.618 |
1.2547 |
|
1.000 |
1.2510 |
|
1.618 |
1.2451 |
|
2.618 |
1.2355 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2654 |
1.2687 |
| PP |
1.2638 |
1.2660 |
| S1 |
1.2622 |
1.2633 |
|