CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2646 |
1.2691 |
0.0045 |
0.4% |
1.2684 |
| High |
1.2702 |
1.2751 |
0.0049 |
0.4% |
1.2769 |
| Low |
1.2618 |
1.2686 |
0.0068 |
0.5% |
1.2618 |
| Close |
1.2691 |
1.2709 |
0.0018 |
0.1% |
1.2709 |
| Range |
0.0084 |
0.0065 |
-0.0019 |
-22.6% |
0.0151 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
83,624 |
58,970 |
-24,654 |
-29.5% |
374,936 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2910 |
1.2875 |
1.2745 |
|
| R3 |
1.2845 |
1.2810 |
1.2727 |
|
| R2 |
1.2780 |
1.2780 |
1.2721 |
|
| R1 |
1.2745 |
1.2745 |
1.2715 |
1.2763 |
| PP |
1.2715 |
1.2715 |
1.2715 |
1.2724 |
| S1 |
1.2680 |
1.2680 |
1.2703 |
1.2698 |
| S2 |
1.2650 |
1.2650 |
1.2697 |
|
| S3 |
1.2585 |
1.2615 |
1.2691 |
|
| S4 |
1.2520 |
1.2550 |
1.2673 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3152 |
1.3081 |
1.2792 |
|
| R3 |
1.3001 |
1.2930 |
1.2751 |
|
| R2 |
1.2850 |
1.2850 |
1.2737 |
|
| R1 |
1.2779 |
1.2779 |
1.2723 |
1.2815 |
| PP |
1.2699 |
1.2699 |
1.2699 |
1.2716 |
| S1 |
1.2628 |
1.2628 |
1.2695 |
1.2664 |
| S2 |
1.2548 |
1.2548 |
1.2681 |
|
| S3 |
1.2397 |
1.2477 |
1.2667 |
|
| S4 |
1.2246 |
1.2326 |
1.2626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2769 |
1.2618 |
0.0151 |
1.2% |
0.0090 |
0.7% |
60% |
False |
False |
74,987 |
| 10 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0105 |
0.8% |
68% |
False |
False |
85,927 |
| 20 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0093 |
0.7% |
68% |
False |
False |
44,567 |
| 40 |
1.2802 |
1.2105 |
0.0697 |
5.5% |
0.0089 |
0.7% |
87% |
False |
False |
22,400 |
| 60 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0085 |
0.7% |
87% |
False |
False |
14,958 |
| 80 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0075 |
0.6% |
87% |
False |
False |
11,300 |
| 100 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0068 |
0.5% |
87% |
False |
False |
9,042 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0064 |
0.5% |
62% |
False |
False |
7,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3027 |
|
2.618 |
1.2921 |
|
1.618 |
1.2856 |
|
1.000 |
1.2816 |
|
0.618 |
1.2791 |
|
HIGH |
1.2751 |
|
0.618 |
1.2726 |
|
0.500 |
1.2719 |
|
0.382 |
1.2711 |
|
LOW |
1.2686 |
|
0.618 |
1.2646 |
|
1.000 |
1.2621 |
|
1.618 |
1.2581 |
|
2.618 |
1.2516 |
|
4.250 |
1.2410 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2719 |
1.2701 |
| PP |
1.2715 |
1.2693 |
| S1 |
1.2712 |
1.2685 |
|