CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2747 |
1.2723 |
-0.0024 |
-0.2% |
1.2679 |
| High |
1.2763 |
1.2764 |
0.0001 |
0.0% |
1.2780 |
| Low |
1.2689 |
1.2712 |
0.0023 |
0.2% |
1.2622 |
| Close |
1.2741 |
1.2762 |
0.0021 |
0.2% |
1.2741 |
| Range |
0.0074 |
0.0052 |
-0.0022 |
-29.7% |
0.0158 |
| ATR |
0.0087 |
0.0084 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
934 |
285 |
-649 |
-69.5% |
2,235 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2902 |
1.2884 |
1.2791 |
|
| R3 |
1.2850 |
1.2832 |
1.2776 |
|
| R2 |
1.2798 |
1.2798 |
1.2772 |
|
| R1 |
1.2780 |
1.2780 |
1.2767 |
1.2789 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2751 |
| S1 |
1.2728 |
1.2728 |
1.2757 |
1.2737 |
| S2 |
1.2694 |
1.2694 |
1.2752 |
|
| S3 |
1.2642 |
1.2676 |
1.2748 |
|
| S4 |
1.2590 |
1.2624 |
1.2733 |
|
|
| 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 |
1.2685 |
0.0095 |
0.7% |
0.0067 |
0.5% |
81% |
False |
False |
469 |
| 10 |
1.2819 |
1.2622 |
0.0197 |
1.5% |
0.0075 |
0.6% |
71% |
False |
False |
326 |
| 20 |
1.2981 |
1.2622 |
0.0359 |
2.8% |
0.0087 |
0.7% |
39% |
False |
False |
266 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0085 |
0.7% |
32% |
False |
False |
371 |
| 60 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0077 |
0.6% |
53% |
False |
False |
452 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0065 |
0.5% |
53% |
False |
False |
342 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.2% |
0.0057 |
0.4% |
53% |
False |
False |
286 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0055 |
0.4% |
70% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2985 |
|
2.618 |
1.2900 |
|
1.618 |
1.2848 |
|
1.000 |
1.2816 |
|
0.618 |
1.2796 |
|
HIGH |
1.2764 |
|
0.618 |
1.2744 |
|
0.500 |
1.2738 |
|
0.382 |
1.2732 |
|
LOW |
1.2712 |
|
0.618 |
1.2680 |
|
1.000 |
1.2660 |
|
1.618 |
1.2628 |
|
2.618 |
1.2576 |
|
4.250 |
1.2491 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2754 |
1.2753 |
| PP |
1.2746 |
1.2744 |
| S1 |
1.2738 |
1.2735 |
|