CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2648 |
1.2719 |
0.0071 |
0.6% |
1.2611 |
| High |
1.2724 |
1.2725 |
0.0001 |
0.0% |
1.2738 |
| Low |
1.2624 |
1.2614 |
-0.0010 |
-0.1% |
1.2603 |
| Close |
1.2709 |
1.2632 |
-0.0077 |
-0.6% |
1.2709 |
| Range |
0.0100 |
0.0111 |
0.0011 |
11.0% |
0.0135 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.1% |
0.0000 |
| Volume |
1,931 |
8,042 |
6,111 |
316.5% |
4,849 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2990 |
1.2922 |
1.2693 |
|
| R3 |
1.2879 |
1.2811 |
1.2663 |
|
| R2 |
1.2768 |
1.2768 |
1.2652 |
|
| R1 |
1.2700 |
1.2700 |
1.2642 |
1.2679 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2646 |
| S1 |
1.2589 |
1.2589 |
1.2622 |
1.2568 |
| S2 |
1.2546 |
1.2546 |
1.2612 |
|
| S3 |
1.2435 |
1.2478 |
1.2601 |
|
| S4 |
1.2324 |
1.2367 |
1.2571 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3088 |
1.3034 |
1.2783 |
|
| R3 |
1.2953 |
1.2899 |
1.2746 |
|
| R2 |
1.2818 |
1.2818 |
1.2734 |
|
| R1 |
1.2764 |
1.2764 |
1.2721 |
1.2791 |
| PP |
1.2683 |
1.2683 |
1.2683 |
1.2697 |
| S1 |
1.2629 |
1.2629 |
1.2697 |
1.2656 |
| S2 |
1.2548 |
1.2548 |
1.2684 |
|
| S3 |
1.2413 |
1.2494 |
1.2672 |
|
| S4 |
1.2278 |
1.2359 |
1.2635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2738 |
1.2614 |
0.0124 |
1.0% |
0.0095 |
0.8% |
15% |
False |
True |
2,438 |
| 10 |
1.2738 |
1.2458 |
0.0280 |
2.2% |
0.0085 |
0.7% |
62% |
False |
False |
1,464 |
| 20 |
1.2738 |
1.2199 |
0.0539 |
4.3% |
0.0086 |
0.7% |
80% |
False |
False |
827 |
| 40 |
1.2738 |
1.2085 |
0.0653 |
5.2% |
0.0082 |
0.6% |
84% |
False |
False |
459 |
| 60 |
1.2738 |
1.2061 |
0.0677 |
5.4% |
0.0073 |
0.6% |
84% |
False |
False |
425 |
| 80 |
1.2768 |
1.2061 |
0.0707 |
5.6% |
0.0065 |
0.5% |
81% |
False |
False |
321 |
| 100 |
1.3095 |
1.2061 |
0.1034 |
8.2% |
0.0060 |
0.5% |
55% |
False |
False |
257 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0054 |
0.4% |
55% |
False |
False |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3197 |
|
2.618 |
1.3016 |
|
1.618 |
1.2905 |
|
1.000 |
1.2836 |
|
0.618 |
1.2794 |
|
HIGH |
1.2725 |
|
0.618 |
1.2683 |
|
0.500 |
1.2670 |
|
0.382 |
1.2656 |
|
LOW |
1.2614 |
|
0.618 |
1.2545 |
|
1.000 |
1.2503 |
|
1.618 |
1.2434 |
|
2.618 |
1.2323 |
|
4.250 |
1.2142 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2670 |
1.2670 |
| PP |
1.2657 |
1.2657 |
| S1 |
1.2645 |
1.2645 |
|