CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2718 |
1.2675 |
-0.0043 |
-0.3% |
1.2727 |
| High |
1.2819 |
1.2740 |
-0.0079 |
-0.6% |
1.2819 |
| Low |
1.2677 |
1.2671 |
-0.0006 |
0.0% |
1.2671 |
| Close |
1.2696 |
1.2701 |
0.0005 |
0.0% |
1.2701 |
| Range |
0.0142 |
0.0069 |
-0.0073 |
-51.4% |
0.0148 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
154 |
245 |
91 |
59.1% |
1,297 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2911 |
1.2875 |
1.2739 |
|
| R3 |
1.2842 |
1.2806 |
1.2720 |
|
| R2 |
1.2773 |
1.2773 |
1.2714 |
|
| R1 |
1.2737 |
1.2737 |
1.2707 |
1.2755 |
| PP |
1.2704 |
1.2704 |
1.2704 |
1.2713 |
| S1 |
1.2668 |
1.2668 |
1.2695 |
1.2686 |
| S2 |
1.2635 |
1.2635 |
1.2688 |
|
| S3 |
1.2566 |
1.2599 |
1.2682 |
|
| S4 |
1.2497 |
1.2530 |
1.2663 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3174 |
1.3086 |
1.2782 |
|
| R3 |
1.3026 |
1.2938 |
1.2742 |
|
| R2 |
1.2878 |
1.2878 |
1.2728 |
|
| R1 |
1.2790 |
1.2790 |
1.2715 |
1.2760 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2716 |
| S1 |
1.2642 |
1.2642 |
1.2687 |
1.2612 |
| S2 |
1.2582 |
1.2582 |
1.2674 |
|
| S3 |
1.2434 |
1.2494 |
1.2660 |
|
| S4 |
1.2286 |
1.2346 |
1.2620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2819 |
1.2671 |
0.0148 |
1.2% |
0.0080 |
0.6% |
20% |
False |
True |
259 |
| 10 |
1.2867 |
1.2631 |
0.0236 |
1.9% |
0.0083 |
0.7% |
30% |
False |
False |
220 |
| 20 |
1.3111 |
1.2631 |
0.0480 |
3.8% |
0.0094 |
0.7% |
15% |
False |
False |
247 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0089 |
0.7% |
21% |
False |
False |
467 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0072 |
0.6% |
46% |
False |
False |
411 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0061 |
0.5% |
46% |
False |
False |
310 |
| 100 |
1.3133 |
1.2226 |
0.0907 |
7.1% |
0.0054 |
0.4% |
52% |
False |
False |
261 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.7% |
0.0052 |
0.4% |
65% |
False |
False |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3033 |
|
2.618 |
1.2921 |
|
1.618 |
1.2852 |
|
1.000 |
1.2809 |
|
0.618 |
1.2783 |
|
HIGH |
1.2740 |
|
0.618 |
1.2714 |
|
0.500 |
1.2706 |
|
0.382 |
1.2697 |
|
LOW |
1.2671 |
|
0.618 |
1.2628 |
|
1.000 |
1.2602 |
|
1.618 |
1.2559 |
|
2.618 |
1.2490 |
|
4.250 |
1.2378 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2706 |
1.2745 |
| PP |
1.2704 |
1.2730 |
| S1 |
1.2703 |
1.2716 |
|