CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2723 |
1.2786 |
0.0063 |
0.5% |
1.2679 |
| High |
1.2764 |
1.2797 |
0.0033 |
0.3% |
1.2780 |
| Low |
1.2712 |
1.2719 |
0.0007 |
0.1% |
1.2622 |
| Close |
1.2762 |
1.2738 |
-0.0024 |
-0.2% |
1.2741 |
| Range |
0.0052 |
0.0078 |
0.0026 |
50.0% |
0.0158 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
285 |
1,013 |
728 |
255.4% |
2,235 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2985 |
1.2940 |
1.2781 |
|
| R3 |
1.2907 |
1.2862 |
1.2759 |
|
| R2 |
1.2829 |
1.2829 |
1.2752 |
|
| R1 |
1.2784 |
1.2784 |
1.2745 |
1.2768 |
| PP |
1.2751 |
1.2751 |
1.2751 |
1.2743 |
| S1 |
1.2706 |
1.2706 |
1.2731 |
1.2690 |
| S2 |
1.2673 |
1.2673 |
1.2724 |
|
| S3 |
1.2595 |
1.2628 |
1.2717 |
|
| S4 |
1.2517 |
1.2550 |
1.2695 |
|
|
| 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 |
1.2797 |
1.2689 |
0.0108 |
0.8% |
0.0069 |
0.5% |
45% |
True |
False |
586 |
| 10 |
1.2819 |
1.2622 |
0.0197 |
1.5% |
0.0076 |
0.6% |
59% |
False |
False |
399 |
| 20 |
1.2981 |
1.2622 |
0.0359 |
2.8% |
0.0086 |
0.7% |
32% |
False |
False |
314 |
| 40 |
1.3133 |
1.2588 |
0.0545 |
4.3% |
0.0086 |
0.7% |
28% |
False |
False |
395 |
| 60 |
1.3133 |
1.2375 |
0.0758 |
6.0% |
0.0078 |
0.6% |
48% |
False |
False |
467 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0066 |
0.5% |
50% |
False |
False |
354 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0058 |
0.5% |
50% |
False |
False |
296 |
| 120 |
1.3133 |
1.1904 |
0.1229 |
9.6% |
0.0056 |
0.4% |
68% |
False |
False |
329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3129 |
|
2.618 |
1.3001 |
|
1.618 |
1.2923 |
|
1.000 |
1.2875 |
|
0.618 |
1.2845 |
|
HIGH |
1.2797 |
|
0.618 |
1.2767 |
|
0.500 |
1.2758 |
|
0.382 |
1.2749 |
|
LOW |
1.2719 |
|
0.618 |
1.2671 |
|
1.000 |
1.2641 |
|
1.618 |
1.2593 |
|
2.618 |
1.2515 |
|
4.250 |
1.2388 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2758 |
1.2743 |
| PP |
1.2751 |
1.2741 |
| S1 |
1.2745 |
1.2740 |
|