CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2758 |
1.2750 |
-0.0008 |
-0.1% |
1.2853 |
| High |
1.2764 |
1.2773 |
0.0009 |
0.1% |
1.2867 |
| Low |
1.2700 |
1.2719 |
0.0019 |
0.1% |
1.2631 |
| Close |
1.2750 |
1.2728 |
-0.0022 |
-0.2% |
1.2757 |
| Range |
0.0064 |
0.0054 |
-0.0010 |
-15.6% |
0.0236 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
277 |
65 |
-212 |
-76.5% |
908 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2902 |
1.2869 |
1.2758 |
|
| R3 |
1.2848 |
1.2815 |
1.2743 |
|
| R2 |
1.2794 |
1.2794 |
1.2738 |
|
| R1 |
1.2761 |
1.2761 |
1.2733 |
1.2751 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2735 |
| S1 |
1.2707 |
1.2707 |
1.2723 |
1.2697 |
| S2 |
1.2686 |
1.2686 |
1.2718 |
|
| S3 |
1.2632 |
1.2653 |
1.2713 |
|
| S4 |
1.2578 |
1.2599 |
1.2698 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3460 |
1.3344 |
1.2887 |
|
| R3 |
1.3224 |
1.3108 |
1.2822 |
|
| R2 |
1.2988 |
1.2988 |
1.2800 |
|
| R1 |
1.2872 |
1.2872 |
1.2779 |
1.2812 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2722 |
| S1 |
1.2636 |
1.2636 |
1.2735 |
1.2576 |
| S2 |
1.2516 |
1.2516 |
1.2714 |
|
| S3 |
1.2280 |
1.2400 |
1.2692 |
|
| S4 |
1.2044 |
1.2164 |
1.2627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2790 |
1.2631 |
0.0159 |
1.2% |
0.0083 |
0.7% |
61% |
False |
False |
250 |
| 10 |
1.2981 |
1.2631 |
0.0350 |
2.7% |
0.0093 |
0.7% |
28% |
False |
False |
227 |
| 20 |
1.3133 |
1.2631 |
0.0502 |
3.9% |
0.0092 |
0.7% |
19% |
False |
False |
314 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0086 |
0.7% |
26% |
False |
False |
483 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0068 |
0.5% |
49% |
False |
False |
404 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0058 |
0.5% |
49% |
False |
False |
305 |
| 100 |
1.3133 |
1.2226 |
0.0907 |
7.1% |
0.0053 |
0.4% |
55% |
False |
False |
257 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.7% |
0.0052 |
0.4% |
67% |
False |
False |
297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3003 |
|
2.618 |
1.2914 |
|
1.618 |
1.2860 |
|
1.000 |
1.2827 |
|
0.618 |
1.2806 |
|
HIGH |
1.2773 |
|
0.618 |
1.2752 |
|
0.500 |
1.2746 |
|
0.382 |
1.2740 |
|
LOW |
1.2719 |
|
0.618 |
1.2686 |
|
1.000 |
1.2665 |
|
1.618 |
1.2632 |
|
2.618 |
1.2578 |
|
4.250 |
1.2490 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2746 |
1.2745 |
| PP |
1.2740 |
1.2739 |
| S1 |
1.2734 |
1.2734 |
|