CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2737 |
1.2646 |
-0.0091 |
-0.7% |
1.2555 |
| High |
1.2739 |
1.2702 |
-0.0037 |
-0.3% |
1.2802 |
| Low |
1.2631 |
1.2618 |
-0.0013 |
-0.1% |
1.2509 |
| Close |
1.2648 |
1.2691 |
0.0043 |
0.3% |
1.2697 |
| Range |
0.0108 |
0.0084 |
-0.0024 |
-22.2% |
0.0293 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
93,389 |
83,624 |
-9,765 |
-10.5% |
484,336 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2922 |
1.2891 |
1.2737 |
|
| R3 |
1.2838 |
1.2807 |
1.2714 |
|
| R2 |
1.2754 |
1.2754 |
1.2706 |
|
| R1 |
1.2723 |
1.2723 |
1.2699 |
1.2739 |
| PP |
1.2670 |
1.2670 |
1.2670 |
1.2678 |
| S1 |
1.2639 |
1.2639 |
1.2683 |
1.2655 |
| S2 |
1.2586 |
1.2586 |
1.2676 |
|
| S3 |
1.2502 |
1.2555 |
1.2668 |
|
| S4 |
1.2418 |
1.2471 |
1.2645 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3416 |
1.2858 |
|
| R3 |
1.3255 |
1.3123 |
1.2778 |
|
| R2 |
1.2962 |
1.2962 |
1.2751 |
|
| R1 |
1.2830 |
1.2830 |
1.2724 |
1.2896 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2703 |
| S1 |
1.2537 |
1.2537 |
1.2670 |
1.2603 |
| S2 |
1.2376 |
1.2376 |
1.2643 |
|
| S3 |
1.2083 |
1.2244 |
1.2616 |
|
| S4 |
1.1790 |
1.1951 |
1.2536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2798 |
1.2618 |
0.0180 |
1.4% |
0.0102 |
0.8% |
41% |
False |
True |
88,294 |
| 10 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0108 |
0.8% |
62% |
False |
False |
80,908 |
| 20 |
1.2802 |
1.2501 |
0.0301 |
2.4% |
0.0096 |
0.8% |
63% |
False |
False |
41,667 |
| 40 |
1.2802 |
1.2085 |
0.0717 |
5.6% |
0.0089 |
0.7% |
85% |
False |
False |
20,927 |
| 60 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0085 |
0.7% |
85% |
False |
False |
13,998 |
| 80 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0074 |
0.6% |
85% |
False |
False |
10,563 |
| 100 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0068 |
0.5% |
85% |
False |
False |
8,452 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0064 |
0.5% |
60% |
False |
False |
7,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3059 |
|
2.618 |
1.2922 |
|
1.618 |
1.2838 |
|
1.000 |
1.2786 |
|
0.618 |
1.2754 |
|
HIGH |
1.2702 |
|
0.618 |
1.2670 |
|
0.500 |
1.2660 |
|
0.382 |
1.2650 |
|
LOW |
1.2618 |
|
0.618 |
1.2566 |
|
1.000 |
1.2534 |
|
1.618 |
1.2482 |
|
2.618 |
1.2398 |
|
4.250 |
1.2261 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2681 |
1.2694 |
| PP |
1.2670 |
1.2693 |
| S1 |
1.2660 |
1.2692 |
|