CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2576 |
1.2628 |
0.0052 |
0.4% |
1.2719 |
| High |
1.2644 |
1.2802 |
0.0158 |
1.2% |
1.2725 |
| Low |
1.2509 |
1.2621 |
0.0112 |
0.9% |
1.2512 |
| Close |
1.2635 |
1.2764 |
0.0129 |
1.0% |
1.2559 |
| Range |
0.0135 |
0.0181 |
0.0046 |
34.1% |
0.0213 |
| ATR |
0.0087 |
0.0094 |
0.0007 |
7.7% |
0.0000 |
| Volume |
126,087 |
107,051 |
-19,036 |
-15.1% |
27,231 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3272 |
1.3199 |
1.2864 |
|
| R3 |
1.3091 |
1.3018 |
1.2814 |
|
| R2 |
1.2910 |
1.2910 |
1.2797 |
|
| R1 |
1.2837 |
1.2837 |
1.2781 |
1.2874 |
| PP |
1.2729 |
1.2729 |
1.2729 |
1.2747 |
| S1 |
1.2656 |
1.2656 |
1.2747 |
1.2693 |
| S2 |
1.2548 |
1.2548 |
1.2731 |
|
| S3 |
1.2367 |
1.2475 |
1.2714 |
|
| S4 |
1.2186 |
1.2294 |
1.2664 |
|
|
| 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 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0114 |
0.9% |
87% |
True |
False |
73,522 |
| 10 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0098 |
0.8% |
87% |
True |
False |
38,799 |
| 20 |
1.2802 |
1.2386 |
0.0416 |
3.3% |
0.0089 |
0.7% |
91% |
True |
False |
19,648 |
| 40 |
1.2802 |
1.2085 |
0.0717 |
5.6% |
0.0087 |
0.7% |
95% |
True |
False |
9,905 |
| 60 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0081 |
0.6% |
95% |
True |
False |
6,663 |
| 80 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0071 |
0.6% |
95% |
True |
False |
5,045 |
| 100 |
1.2988 |
1.2061 |
0.0927 |
7.3% |
0.0067 |
0.5% |
76% |
False |
False |
4,038 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0060 |
0.5% |
67% |
False |
False |
3,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3571 |
|
2.618 |
1.3276 |
|
1.618 |
1.3095 |
|
1.000 |
1.2983 |
|
0.618 |
1.2914 |
|
HIGH |
1.2802 |
|
0.618 |
1.2733 |
|
0.500 |
1.2712 |
|
0.382 |
1.2690 |
|
LOW |
1.2621 |
|
0.618 |
1.2509 |
|
1.000 |
1.2440 |
|
1.618 |
1.2328 |
|
2.618 |
1.2147 |
|
4.250 |
1.1852 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2747 |
1.2728 |
| PP |
1.2729 |
1.2692 |
| S1 |
1.2712 |
1.2656 |
|