CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2602 |
1.2580 |
-0.0022 |
-0.2% |
1.2723 |
| High |
1.2654 |
1.2610 |
-0.0044 |
-0.3% |
1.2797 |
| Low |
1.2549 |
1.2573 |
0.0024 |
0.2% |
1.2549 |
| Close |
1.2596 |
1.2603 |
0.0007 |
0.1% |
1.2596 |
| Range |
0.0105 |
0.0037 |
-0.0068 |
-64.8% |
0.0248 |
| ATR |
0.0092 |
0.0088 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
653 |
127 |
-526 |
-80.6% |
5,153 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2706 |
1.2692 |
1.2623 |
|
| R3 |
1.2669 |
1.2655 |
1.2613 |
|
| R2 |
1.2632 |
1.2632 |
1.2610 |
|
| R1 |
1.2618 |
1.2618 |
1.2606 |
1.2625 |
| PP |
1.2595 |
1.2595 |
1.2595 |
1.2599 |
| S1 |
1.2581 |
1.2581 |
1.2600 |
1.2588 |
| S2 |
1.2558 |
1.2558 |
1.2596 |
|
| S3 |
1.2521 |
1.2544 |
1.2593 |
|
| S4 |
1.2484 |
1.2507 |
1.2583 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3391 |
1.3242 |
1.2732 |
|
| R3 |
1.3143 |
1.2994 |
1.2664 |
|
| R2 |
1.2895 |
1.2895 |
1.2641 |
|
| R1 |
1.2746 |
1.2746 |
1.2619 |
1.2697 |
| PP |
1.2647 |
1.2647 |
1.2647 |
1.2623 |
| S1 |
1.2498 |
1.2498 |
1.2573 |
1.2449 |
| S2 |
1.2399 |
1.2399 |
1.2551 |
|
| S3 |
1.2151 |
1.2250 |
1.2528 |
|
| S4 |
1.1903 |
1.2002 |
1.2460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2797 |
1.2549 |
0.0248 |
2.0% |
0.0099 |
0.8% |
22% |
False |
False |
999 |
| 10 |
1.2797 |
1.2549 |
0.0248 |
2.0% |
0.0083 |
0.7% |
22% |
False |
False |
734 |
| 20 |
1.2828 |
1.2549 |
0.0279 |
2.2% |
0.0086 |
0.7% |
19% |
False |
False |
482 |
| 40 |
1.3133 |
1.2549 |
0.0584 |
4.6% |
0.0088 |
0.7% |
9% |
False |
False |
478 |
| 60 |
1.3133 |
1.2438 |
0.0695 |
5.5% |
0.0082 |
0.6% |
24% |
False |
False |
524 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0069 |
0.5% |
34% |
False |
False |
403 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0060 |
0.5% |
34% |
False |
False |
335 |
| 120 |
1.3133 |
1.1925 |
0.1208 |
9.6% |
0.0057 |
0.5% |
56% |
False |
False |
301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2767 |
|
2.618 |
1.2707 |
|
1.618 |
1.2670 |
|
1.000 |
1.2647 |
|
0.618 |
1.2633 |
|
HIGH |
1.2610 |
|
0.618 |
1.2596 |
|
0.500 |
1.2592 |
|
0.382 |
1.2587 |
|
LOW |
1.2573 |
|
0.618 |
1.2550 |
|
1.000 |
1.2536 |
|
1.618 |
1.2513 |
|
2.618 |
1.2476 |
|
4.250 |
1.2416 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2599 |
1.2638 |
| PP |
1.2595 |
1.2626 |
| S1 |
1.2592 |
1.2615 |
|