CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2610 |
1.2640 |
0.0030 |
0.2% |
1.2723 |
| High |
1.2656 |
1.2744 |
0.0088 |
0.7% |
1.2797 |
| Low |
1.2566 |
1.2623 |
0.0057 |
0.5% |
1.2549 |
| Close |
1.2634 |
1.2717 |
0.0083 |
0.7% |
1.2596 |
| Range |
0.0090 |
0.0121 |
0.0031 |
34.4% |
0.0248 |
| ATR |
0.0088 |
0.0091 |
0.0002 |
2.6% |
0.0000 |
| Volume |
2,934 |
1,520 |
-1,414 |
-48.2% |
5,153 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3058 |
1.3008 |
1.2784 |
|
| R3 |
1.2937 |
1.2887 |
1.2750 |
|
| R2 |
1.2816 |
1.2816 |
1.2739 |
|
| R1 |
1.2766 |
1.2766 |
1.2728 |
1.2791 |
| PP |
1.2695 |
1.2695 |
1.2695 |
1.2707 |
| S1 |
1.2645 |
1.2645 |
1.2706 |
1.2670 |
| S2 |
1.2574 |
1.2574 |
1.2695 |
|
| S3 |
1.2453 |
1.2524 |
1.2684 |
|
| S4 |
1.2332 |
1.2403 |
1.2650 |
|
|
| 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 |
1.2744 |
1.2549 |
0.0195 |
1.5% |
0.0097 |
0.8% |
86% |
True |
False |
1,178 |
| 10 |
1.2797 |
1.2549 |
0.0248 |
2.0% |
0.0091 |
0.7% |
68% |
False |
False |
1,118 |
| 20 |
1.2819 |
1.2549 |
0.0270 |
2.1% |
0.0088 |
0.7% |
62% |
False |
False |
681 |
| 40 |
1.3133 |
1.2549 |
0.0584 |
4.6% |
0.0091 |
0.7% |
29% |
False |
False |
577 |
| 60 |
1.3133 |
1.2447 |
0.0686 |
5.4% |
0.0083 |
0.7% |
39% |
False |
False |
589 |
| 80 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0070 |
0.6% |
48% |
False |
False |
458 |
| 100 |
1.3133 |
1.2336 |
0.0797 |
6.3% |
0.0061 |
0.5% |
48% |
False |
False |
368 |
| 120 |
1.3133 |
1.2052 |
0.1081 |
8.5% |
0.0056 |
0.4% |
62% |
False |
False |
317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3258 |
|
2.618 |
1.3061 |
|
1.618 |
1.2940 |
|
1.000 |
1.2865 |
|
0.618 |
1.2819 |
|
HIGH |
1.2744 |
|
0.618 |
1.2698 |
|
0.500 |
1.2684 |
|
0.382 |
1.2669 |
|
LOW |
1.2623 |
|
0.618 |
1.2548 |
|
1.000 |
1.2502 |
|
1.618 |
1.2427 |
|
2.618 |
1.2306 |
|
4.250 |
1.2109 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2706 |
1.2696 |
| PP |
1.2695 |
1.2676 |
| S1 |
1.2684 |
1.2655 |
|