CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2580 |
1.2610 |
0.0030 |
0.2% |
1.2723 |
| High |
1.2610 |
1.2656 |
0.0046 |
0.4% |
1.2797 |
| Low |
1.2573 |
1.2566 |
-0.0007 |
-0.1% |
1.2549 |
| Close |
1.2603 |
1.2634 |
0.0031 |
0.2% |
1.2596 |
| Range |
0.0037 |
0.0090 |
0.0053 |
143.2% |
0.0248 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.1% |
0.0000 |
| Volume |
127 |
2,934 |
2,807 |
2,210.2% |
5,153 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2889 |
1.2851 |
1.2684 |
|
| R3 |
1.2799 |
1.2761 |
1.2659 |
|
| R2 |
1.2709 |
1.2709 |
1.2651 |
|
| R1 |
1.2671 |
1.2671 |
1.2642 |
1.2690 |
| PP |
1.2619 |
1.2619 |
1.2619 |
1.2628 |
| S1 |
1.2581 |
1.2581 |
1.2626 |
1.2600 |
| S2 |
1.2529 |
1.2529 |
1.2618 |
|
| S3 |
1.2439 |
1.2491 |
1.2609 |
|
| S4 |
1.2349 |
1.2401 |
1.2585 |
|
|
| 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 |
1.2755 |
1.2549 |
0.0206 |
1.6% |
0.0102 |
0.8% |
41% |
False |
False |
1,383 |
| 10 |
1.2797 |
1.2549 |
0.0248 |
2.0% |
0.0086 |
0.7% |
34% |
False |
False |
984 |
| 20 |
1.2819 |
1.2549 |
0.0270 |
2.1% |
0.0087 |
0.7% |
31% |
False |
False |
614 |
| 40 |
1.3133 |
1.2549 |
0.0584 |
4.6% |
0.0089 |
0.7% |
15% |
False |
False |
546 |
| 60 |
1.3133 |
1.2438 |
0.0695 |
5.5% |
0.0082 |
0.6% |
28% |
False |
False |
573 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0070 |
0.6% |
37% |
False |
False |
439 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0060 |
0.5% |
37% |
False |
False |
353 |
| 120 |
1.3133 |
1.1999 |
0.1134 |
9.0% |
0.0057 |
0.5% |
56% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3039 |
|
2.618 |
1.2892 |
|
1.618 |
1.2802 |
|
1.000 |
1.2746 |
|
0.618 |
1.2712 |
|
HIGH |
1.2656 |
|
0.618 |
1.2622 |
|
0.500 |
1.2611 |
|
0.382 |
1.2600 |
|
LOW |
1.2566 |
|
0.618 |
1.2510 |
|
1.000 |
1.2476 |
|
1.618 |
1.2420 |
|
2.618 |
1.2330 |
|
4.250 |
1.2184 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2626 |
1.2624 |
| PP |
1.2619 |
1.2613 |
| S1 |
1.2611 |
1.2603 |
|