CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2695 |
1.2720 |
0.0025 |
0.2% |
1.2784 |
| High |
1.2700 |
1.2720 |
0.0020 |
0.2% |
1.2784 |
| Low |
1.2674 |
1.2693 |
0.0019 |
0.1% |
1.2672 |
| Close |
1.2674 |
1.2697 |
0.0023 |
0.2% |
1.2698 |
| Range |
0.0026 |
0.0027 |
0.0001 |
3.8% |
0.0112 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
23 |
9 |
-14 |
-60.9% |
7 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2784 |
1.2768 |
1.2712 |
|
| R3 |
1.2757 |
1.2741 |
1.2704 |
|
| R2 |
1.2730 |
1.2730 |
1.2702 |
|
| R1 |
1.2714 |
1.2714 |
1.2699 |
1.2709 |
| PP |
1.2703 |
1.2703 |
1.2703 |
1.2701 |
| S1 |
1.2687 |
1.2687 |
1.2695 |
1.2682 |
| S2 |
1.2676 |
1.2676 |
1.2692 |
|
| S3 |
1.2649 |
1.2660 |
1.2690 |
|
| S4 |
1.2622 |
1.2633 |
1.2682 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.2988 |
1.2760 |
|
| R3 |
1.2942 |
1.2876 |
1.2729 |
|
| R2 |
1.2830 |
1.2830 |
1.2719 |
|
| R1 |
1.2764 |
1.2764 |
1.2708 |
1.2741 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2707 |
| S1 |
1.2652 |
1.2652 |
1.2688 |
1.2629 |
| S2 |
1.2606 |
1.2606 |
1.2677 |
|
| S3 |
1.2494 |
1.2540 |
1.2667 |
|
| S4 |
1.2382 |
1.2428 |
1.2636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2782 |
1.2672 |
0.0110 |
0.9% |
0.0041 |
0.3% |
23% |
False |
False |
6 |
| 10 |
1.2797 |
1.2672 |
0.0125 |
1.0% |
0.0045 |
0.4% |
20% |
False |
False |
6 |
| 20 |
1.2988 |
1.2672 |
0.0316 |
2.5% |
0.0046 |
0.4% |
8% |
False |
False |
5 |
| 40 |
1.3105 |
1.2586 |
0.0519 |
4.1% |
0.0037 |
0.3% |
21% |
False |
False |
6 |
| 60 |
1.3105 |
1.2324 |
0.0781 |
6.2% |
0.0032 |
0.3% |
48% |
False |
False |
5 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.2% |
0.0029 |
0.2% |
48% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2835 |
|
2.618 |
1.2791 |
|
1.618 |
1.2764 |
|
1.000 |
1.2747 |
|
0.618 |
1.2737 |
|
HIGH |
1.2720 |
|
0.618 |
1.2710 |
|
0.500 |
1.2707 |
|
0.382 |
1.2703 |
|
LOW |
1.2693 |
|
0.618 |
1.2676 |
|
1.000 |
1.2666 |
|
1.618 |
1.2649 |
|
2.618 |
1.2622 |
|
4.250 |
1.2578 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2707 |
1.2703 |
| PP |
1.2703 |
1.2701 |
| S1 |
1.2700 |
1.2699 |
|