CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2711 |
1.2632 |
-0.0079 |
-0.6% |
1.2607 |
| High |
1.2726 |
1.2653 |
-0.0073 |
-0.6% |
1.2735 |
| Low |
1.2605 |
1.2578 |
-0.0027 |
-0.2% |
1.2592 |
| Close |
1.2624 |
1.2584 |
-0.0040 |
-0.3% |
1.2701 |
| Range |
0.0121 |
0.0075 |
-0.0046 |
-38.0% |
0.0143 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
98,371 |
80,156 |
-18,215 |
-18.5% |
548,882 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2830 |
1.2782 |
1.2625 |
|
| R3 |
1.2755 |
1.2707 |
1.2605 |
|
| R2 |
1.2680 |
1.2680 |
1.2598 |
|
| R1 |
1.2632 |
1.2632 |
1.2591 |
1.2619 |
| PP |
1.2605 |
1.2605 |
1.2605 |
1.2598 |
| S1 |
1.2557 |
1.2557 |
1.2577 |
1.2544 |
| S2 |
1.2530 |
1.2530 |
1.2570 |
|
| S3 |
1.2455 |
1.2482 |
1.2563 |
|
| S4 |
1.2380 |
1.2407 |
1.2543 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3105 |
1.3046 |
1.2780 |
|
| R3 |
1.2962 |
1.2903 |
1.2740 |
|
| R2 |
1.2819 |
1.2819 |
1.2727 |
|
| R1 |
1.2760 |
1.2760 |
1.2714 |
1.2790 |
| PP |
1.2676 |
1.2676 |
1.2676 |
1.2691 |
| S1 |
1.2617 |
1.2617 |
1.2688 |
1.2647 |
| S2 |
1.2533 |
1.2533 |
1.2675 |
|
| S3 |
1.2390 |
1.2474 |
1.2662 |
|
| S4 |
1.2247 |
1.2331 |
1.2622 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2735 |
1.2578 |
0.0157 |
1.2% |
0.0095 |
0.8% |
4% |
False |
True |
104,407 |
| 10 |
1.2735 |
1.2451 |
0.0284 |
2.3% |
0.0092 |
0.7% |
47% |
False |
False |
103,355 |
| 20 |
1.2735 |
1.2183 |
0.0552 |
4.4% |
0.0094 |
0.7% |
73% |
False |
False |
101,826 |
| 40 |
1.2735 |
1.2072 |
0.0663 |
5.3% |
0.0094 |
0.7% |
77% |
False |
False |
100,549 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.5% |
0.0091 |
0.7% |
78% |
False |
False |
104,173 |
| 80 |
1.2797 |
1.2043 |
0.0754 |
6.0% |
0.0090 |
0.7% |
72% |
False |
False |
79,227 |
| 100 |
1.3111 |
1.2043 |
0.1068 |
8.5% |
0.0091 |
0.7% |
51% |
False |
False |
63,431 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0090 |
0.7% |
50% |
False |
False |
52,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2972 |
|
2.618 |
1.2849 |
|
1.618 |
1.2774 |
|
1.000 |
1.2728 |
|
0.618 |
1.2699 |
|
HIGH |
1.2653 |
|
0.618 |
1.2624 |
|
0.500 |
1.2616 |
|
0.382 |
1.2607 |
|
LOW |
1.2578 |
|
0.618 |
1.2532 |
|
1.000 |
1.2503 |
|
1.618 |
1.2457 |
|
2.618 |
1.2382 |
|
4.250 |
1.2259 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2616 |
1.2652 |
| PP |
1.2605 |
1.2629 |
| S1 |
1.2595 |
1.2607 |
|