CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2675 |
1.2679 |
0.0004 |
0.0% |
1.2727 |
| High |
1.2740 |
1.2706 |
-0.0034 |
-0.3% |
1.2819 |
| Low |
1.2671 |
1.2622 |
-0.0049 |
-0.4% |
1.2671 |
| Close |
1.2701 |
1.2678 |
-0.0023 |
-0.2% |
1.2701 |
| Range |
0.0069 |
0.0084 |
0.0015 |
21.7% |
0.0148 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
245 |
171 |
-74 |
-30.2% |
1,297 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2921 |
1.2883 |
1.2724 |
|
| R3 |
1.2837 |
1.2799 |
1.2701 |
|
| R2 |
1.2753 |
1.2753 |
1.2693 |
|
| R1 |
1.2715 |
1.2715 |
1.2686 |
1.2692 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2657 |
| S1 |
1.2631 |
1.2631 |
1.2670 |
1.2608 |
| S2 |
1.2585 |
1.2585 |
1.2663 |
|
| S3 |
1.2501 |
1.2547 |
1.2655 |
|
| S4 |
1.2417 |
1.2463 |
1.2632 |
|
|
| 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 |
1.2622 |
0.0197 |
1.6% |
0.0083 |
0.7% |
28% |
False |
True |
182 |
| 10 |
1.2828 |
1.2622 |
0.0206 |
1.6% |
0.0088 |
0.7% |
27% |
False |
True |
229 |
| 20 |
1.3111 |
1.2622 |
0.0489 |
3.9% |
0.0095 |
0.8% |
11% |
False |
True |
227 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0088 |
0.7% |
17% |
False |
False |
377 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0073 |
0.6% |
43% |
False |
False |
414 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0062 |
0.5% |
43% |
False |
False |
312 |
| 100 |
1.3133 |
1.2226 |
0.0907 |
7.2% |
0.0055 |
0.4% |
50% |
False |
False |
262 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.7% |
0.0053 |
0.4% |
63% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3063 |
|
2.618 |
1.2926 |
|
1.618 |
1.2842 |
|
1.000 |
1.2790 |
|
0.618 |
1.2758 |
|
HIGH |
1.2706 |
|
0.618 |
1.2674 |
|
0.500 |
1.2664 |
|
0.382 |
1.2654 |
|
LOW |
1.2622 |
|
0.618 |
1.2570 |
|
1.000 |
1.2538 |
|
1.618 |
1.2486 |
|
2.618 |
1.2402 |
|
4.250 |
1.2265 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2673 |
1.2721 |
| PP |
1.2669 |
1.2706 |
| S1 |
1.2664 |
1.2692 |
|