CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2602 |
1.2570 |
-0.0032 |
-0.3% |
1.2611 |
| High |
1.2622 |
1.2621 |
-0.0001 |
0.0% |
1.2738 |
| Low |
1.2562 |
1.2555 |
-0.0007 |
-0.1% |
1.2603 |
| Close |
1.2571 |
1.2601 |
0.0030 |
0.2% |
1.2709 |
| Range |
0.0060 |
0.0066 |
0.0006 |
10.0% |
0.0135 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
4,622 |
4,119 |
-503 |
-10.9% |
4,849 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2790 |
1.2762 |
1.2637 |
|
| R3 |
1.2724 |
1.2696 |
1.2619 |
|
| R2 |
1.2658 |
1.2658 |
1.2613 |
|
| R1 |
1.2630 |
1.2630 |
1.2607 |
1.2644 |
| PP |
1.2592 |
1.2592 |
1.2592 |
1.2600 |
| S1 |
1.2564 |
1.2564 |
1.2595 |
1.2578 |
| S2 |
1.2526 |
1.2526 |
1.2589 |
|
| S3 |
1.2460 |
1.2498 |
1.2583 |
|
| S4 |
1.2394 |
1.2432 |
1.2565 |
|
|
| 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 |
1.2725 |
1.2555 |
0.0170 |
1.3% |
0.0082 |
0.6% |
27% |
False |
True |
4,076 |
| 10 |
1.2738 |
1.2501 |
0.0237 |
1.9% |
0.0085 |
0.7% |
42% |
False |
False |
2,427 |
| 20 |
1.2738 |
1.2199 |
0.0539 |
4.3% |
0.0087 |
0.7% |
75% |
False |
False |
1,323 |
| 40 |
1.2738 |
1.2085 |
0.0653 |
5.2% |
0.0082 |
0.7% |
79% |
False |
False |
717 |
| 60 |
1.2738 |
1.2061 |
0.0677 |
5.4% |
0.0076 |
0.6% |
80% |
False |
False |
588 |
| 80 |
1.2768 |
1.2061 |
0.0707 |
5.6% |
0.0066 |
0.5% |
76% |
False |
False |
451 |
| 100 |
1.2988 |
1.2061 |
0.0927 |
7.4% |
0.0062 |
0.5% |
58% |
False |
False |
361 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0056 |
0.4% |
52% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2902 |
|
2.618 |
1.2794 |
|
1.618 |
1.2728 |
|
1.000 |
1.2687 |
|
0.618 |
1.2662 |
|
HIGH |
1.2621 |
|
0.618 |
1.2596 |
|
0.500 |
1.2588 |
|
0.382 |
1.2580 |
|
LOW |
1.2555 |
|
0.618 |
1.2514 |
|
1.000 |
1.2489 |
|
1.618 |
1.2448 |
|
2.618 |
1.2382 |
|
4.250 |
1.2275 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2597 |
1.2607 |
| PP |
1.2592 |
1.2605 |
| S1 |
1.2588 |
1.2603 |
|