CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2603 |
1.2555 |
-0.0048 |
-0.4% |
1.2719 |
| High |
1.2609 |
1.2600 |
-0.0009 |
-0.1% |
1.2725 |
| Low |
1.2512 |
1.2544 |
0.0032 |
0.3% |
1.2512 |
| Close |
1.2559 |
1.2565 |
0.0006 |
0.0% |
1.2559 |
| Range |
0.0097 |
0.0056 |
-0.0041 |
-42.3% |
0.0213 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
8,779 |
37,845 |
29,066 |
331.1% |
27,231 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2738 |
1.2707 |
1.2596 |
|
| R3 |
1.2682 |
1.2651 |
1.2580 |
|
| R2 |
1.2626 |
1.2626 |
1.2575 |
|
| R1 |
1.2595 |
1.2595 |
1.2570 |
1.2611 |
| PP |
1.2570 |
1.2570 |
1.2570 |
1.2577 |
| S1 |
1.2539 |
1.2539 |
1.2560 |
1.2555 |
| S2 |
1.2514 |
1.2514 |
1.2555 |
|
| S3 |
1.2458 |
1.2483 |
1.2550 |
|
| S4 |
1.2402 |
1.2427 |
1.2534 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3238 |
1.3111 |
1.2676 |
|
| R3 |
1.3025 |
1.2898 |
1.2618 |
|
| R2 |
1.2812 |
1.2812 |
1.2598 |
|
| R1 |
1.2685 |
1.2685 |
1.2579 |
1.2642 |
| PP |
1.2599 |
1.2599 |
1.2599 |
1.2577 |
| S1 |
1.2472 |
1.2472 |
1.2539 |
1.2429 |
| S2 |
1.2386 |
1.2386 |
1.2520 |
|
| S3 |
1.2173 |
1.2259 |
1.2500 |
|
| S4 |
1.1960 |
1.2046 |
1.2442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2659 |
1.2512 |
0.0147 |
1.2% |
0.0070 |
0.6% |
36% |
False |
False |
11,406 |
| 10 |
1.2738 |
1.2512 |
0.0226 |
1.8% |
0.0083 |
0.7% |
23% |
False |
False |
6,922 |
| 20 |
1.2738 |
1.2236 |
0.0502 |
4.0% |
0.0088 |
0.7% |
66% |
False |
False |
3,639 |
| 40 |
1.2738 |
1.2085 |
0.0653 |
5.2% |
0.0080 |
0.6% |
74% |
False |
False |
1,882 |
| 60 |
1.2738 |
1.2061 |
0.0677 |
5.4% |
0.0076 |
0.6% |
74% |
False |
False |
1,328 |
| 80 |
1.2768 |
1.2061 |
0.0707 |
5.6% |
0.0067 |
0.5% |
71% |
False |
False |
1,033 |
| 100 |
1.2988 |
1.2061 |
0.0927 |
7.4% |
0.0063 |
0.5% |
54% |
False |
False |
828 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0057 |
0.5% |
48% |
False |
False |
691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2838 |
|
2.618 |
1.2747 |
|
1.618 |
1.2691 |
|
1.000 |
1.2656 |
|
0.618 |
1.2635 |
|
HIGH |
1.2600 |
|
0.618 |
1.2579 |
|
0.500 |
1.2572 |
|
0.382 |
1.2565 |
|
LOW |
1.2544 |
|
0.618 |
1.2509 |
|
1.000 |
1.2488 |
|
1.618 |
1.2453 |
|
2.618 |
1.2397 |
|
4.250 |
1.2306 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2572 |
1.2567 |
| PP |
1.2570 |
1.2566 |
| S1 |
1.2567 |
1.2566 |
|