CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2764 |
1.2676 |
-0.0088 |
-0.7% |
1.2545 |
| High |
1.2791 |
1.2703 |
-0.0088 |
-0.7% |
1.2794 |
| Low |
1.2669 |
1.2645 |
-0.0024 |
-0.2% |
1.2501 |
| Close |
1.2690 |
1.2649 |
-0.0041 |
-0.3% |
1.2690 |
| Range |
0.0122 |
0.0058 |
-0.0064 |
-52.5% |
0.0293 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
23,797 |
1,240 |
-22,557 |
-94.8% |
624,614 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2840 |
1.2802 |
1.2681 |
|
| R3 |
1.2782 |
1.2744 |
1.2665 |
|
| R2 |
1.2724 |
1.2724 |
1.2660 |
|
| R1 |
1.2686 |
1.2686 |
1.2654 |
1.2676 |
| PP |
1.2666 |
1.2666 |
1.2666 |
1.2661 |
| S1 |
1.2628 |
1.2628 |
1.2644 |
1.2618 |
| S2 |
1.2608 |
1.2608 |
1.2638 |
|
| S3 |
1.2550 |
1.2570 |
1.2633 |
|
| S4 |
1.2492 |
1.2512 |
1.2617 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3541 |
1.3408 |
1.2851 |
|
| R3 |
1.3248 |
1.3115 |
1.2771 |
|
| R2 |
1.2955 |
1.2955 |
1.2744 |
|
| R1 |
1.2822 |
1.2822 |
1.2717 |
1.2889 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2695 |
| S1 |
1.2529 |
1.2529 |
1.2663 |
1.2596 |
| S2 |
1.2369 |
1.2369 |
1.2636 |
|
| S3 |
1.2076 |
1.2236 |
1.2609 |
|
| S4 |
1.1783 |
1.1943 |
1.2529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2794 |
1.2501 |
0.0293 |
2.3% |
0.0120 |
0.9% |
51% |
False |
False |
106,367 |
| 10 |
1.2794 |
1.2501 |
0.0293 |
2.3% |
0.0096 |
0.8% |
51% |
False |
False |
95,846 |
| 20 |
1.2794 |
1.2448 |
0.0346 |
2.7% |
0.0094 |
0.7% |
58% |
False |
False |
99,693 |
| 40 |
1.2794 |
1.2072 |
0.0722 |
5.7% |
0.0096 |
0.8% |
80% |
False |
False |
101,111 |
| 60 |
1.2794 |
1.2043 |
0.0751 |
5.9% |
0.0094 |
0.7% |
81% |
False |
False |
102,453 |
| 80 |
1.2794 |
1.2043 |
0.0751 |
5.9% |
0.0092 |
0.7% |
81% |
False |
False |
90,122 |
| 100 |
1.2883 |
1.2043 |
0.0840 |
6.6% |
0.0091 |
0.7% |
72% |
False |
False |
72,188 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0091 |
0.7% |
56% |
False |
False |
60,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2950 |
|
2.618 |
1.2855 |
|
1.618 |
1.2797 |
|
1.000 |
1.2761 |
|
0.618 |
1.2739 |
|
HIGH |
1.2703 |
|
0.618 |
1.2681 |
|
0.500 |
1.2674 |
|
0.382 |
1.2667 |
|
LOW |
1.2645 |
|
0.618 |
1.2609 |
|
1.000 |
1.2587 |
|
1.618 |
1.2551 |
|
2.618 |
1.2493 |
|
4.250 |
1.2399 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2674 |
1.2703 |
| PP |
1.2666 |
1.2685 |
| S1 |
1.2657 |
1.2667 |
|