CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2698 |
1.2716 |
0.0018 |
0.1% |
1.2727 |
| High |
1.2762 |
1.2780 |
0.0018 |
0.1% |
1.2819 |
| Low |
1.2695 |
1.2704 |
0.0009 |
0.1% |
1.2671 |
| Close |
1.2723 |
1.2725 |
0.0002 |
0.0% |
1.2701 |
| Range |
0.0067 |
0.0076 |
0.0009 |
13.4% |
0.0148 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
179 |
519 |
340 |
189.9% |
1,297 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2964 |
1.2921 |
1.2767 |
|
| R3 |
1.2888 |
1.2845 |
1.2746 |
|
| R2 |
1.2812 |
1.2812 |
1.2739 |
|
| R1 |
1.2769 |
1.2769 |
1.2732 |
1.2791 |
| PP |
1.2736 |
1.2736 |
1.2736 |
1.2747 |
| S1 |
1.2693 |
1.2693 |
1.2718 |
1.2715 |
| S2 |
1.2660 |
1.2660 |
1.2711 |
|
| S3 |
1.2584 |
1.2617 |
1.2704 |
|
| S4 |
1.2508 |
1.2541 |
1.2683 |
|
|
| 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 |
1.2780 |
1.2622 |
0.0158 |
1.2% |
0.0073 |
0.6% |
65% |
True |
False |
309 |
| 10 |
1.2819 |
1.2622 |
0.0197 |
1.5% |
0.0083 |
0.6% |
52% |
False |
False |
272 |
| 20 |
1.2981 |
1.2622 |
0.0359 |
2.8% |
0.0089 |
0.7% |
29% |
False |
False |
253 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0086 |
0.7% |
25% |
False |
False |
380 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0075 |
0.6% |
49% |
False |
False |
432 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0064 |
0.5% |
49% |
False |
False |
327 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0056 |
0.4% |
49% |
False |
False |
274 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.7% |
0.0054 |
0.4% |
67% |
False |
False |
310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3103 |
|
2.618 |
1.2979 |
|
1.618 |
1.2903 |
|
1.000 |
1.2856 |
|
0.618 |
1.2827 |
|
HIGH |
1.2780 |
|
0.618 |
1.2751 |
|
0.500 |
1.2742 |
|
0.382 |
1.2733 |
|
LOW |
1.2704 |
|
0.618 |
1.2657 |
|
1.000 |
1.2628 |
|
1.618 |
1.2581 |
|
2.618 |
1.2505 |
|
4.250 |
1.2381 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2742 |
1.2733 |
| PP |
1.2736 |
1.2730 |
| S1 |
1.2731 |
1.2728 |
|