CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2716 |
1.2747 |
0.0031 |
0.2% |
1.2679 |
| High |
1.2780 |
1.2763 |
-0.0017 |
-0.1% |
1.2780 |
| Low |
1.2704 |
1.2689 |
-0.0015 |
-0.1% |
1.2622 |
| Close |
1.2725 |
1.2741 |
0.0016 |
0.1% |
1.2741 |
| Range |
0.0076 |
0.0074 |
-0.0002 |
-2.6% |
0.0158 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
519 |
934 |
415 |
80.0% |
2,235 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2953 |
1.2921 |
1.2782 |
|
| R3 |
1.2879 |
1.2847 |
1.2761 |
|
| R2 |
1.2805 |
1.2805 |
1.2755 |
|
| R1 |
1.2773 |
1.2773 |
1.2748 |
1.2752 |
| PP |
1.2731 |
1.2731 |
1.2731 |
1.2721 |
| S1 |
1.2699 |
1.2699 |
1.2734 |
1.2678 |
| S2 |
1.2657 |
1.2657 |
1.2727 |
|
| S3 |
1.2583 |
1.2625 |
1.2721 |
|
| S4 |
1.2509 |
1.2551 |
1.2700 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3188 |
1.3123 |
1.2828 |
|
| R3 |
1.3030 |
1.2965 |
1.2784 |
|
| R2 |
1.2872 |
1.2872 |
1.2770 |
|
| R1 |
1.2807 |
1.2807 |
1.2755 |
1.2840 |
| PP |
1.2714 |
1.2714 |
1.2714 |
1.2731 |
| S1 |
1.2649 |
1.2649 |
1.2727 |
1.2682 |
| S2 |
1.2556 |
1.2556 |
1.2712 |
|
| S3 |
1.2398 |
1.2491 |
1.2698 |
|
| S4 |
1.2240 |
1.2333 |
1.2654 |
|
|
| 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% |
0.0074 |
0.6% |
75% |
False |
False |
447 |
| 10 |
1.2819 |
1.2622 |
0.0197 |
1.5% |
0.0077 |
0.6% |
60% |
False |
False |
353 |
| 20 |
1.2981 |
1.2622 |
0.0359 |
2.8% |
0.0088 |
0.7% |
33% |
False |
False |
287 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0085 |
0.7% |
28% |
False |
False |
395 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0076 |
0.6% |
51% |
False |
False |
448 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0065 |
0.5% |
51% |
False |
False |
338 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0057 |
0.4% |
51% |
False |
False |
283 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0055 |
0.4% |
68% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3078 |
|
2.618 |
1.2957 |
|
1.618 |
1.2883 |
|
1.000 |
1.2837 |
|
0.618 |
1.2809 |
|
HIGH |
1.2763 |
|
0.618 |
1.2735 |
|
0.500 |
1.2726 |
|
0.382 |
1.2717 |
|
LOW |
1.2689 |
|
0.618 |
1.2643 |
|
1.000 |
1.2615 |
|
1.618 |
1.2569 |
|
2.618 |
1.2495 |
|
4.250 |
1.2375 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2736 |
1.2739 |
| PP |
1.2731 |
1.2737 |
| S1 |
1.2726 |
1.2735 |
|