CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2632 |
1.2595 |
-0.0037 |
-0.3% |
1.2607 |
| High |
1.2653 |
1.2614 |
-0.0039 |
-0.3% |
1.2735 |
| Low |
1.2578 |
1.2553 |
-0.0025 |
-0.2% |
1.2592 |
| Close |
1.2584 |
1.2563 |
-0.0021 |
-0.2% |
1.2701 |
| Range |
0.0075 |
0.0061 |
-0.0014 |
-18.7% |
0.0143 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
80,156 |
63,605 |
-16,551 |
-20.6% |
548,882 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2760 |
1.2722 |
1.2597 |
|
| R3 |
1.2699 |
1.2661 |
1.2580 |
|
| R2 |
1.2638 |
1.2638 |
1.2574 |
|
| R1 |
1.2600 |
1.2600 |
1.2569 |
1.2589 |
| PP |
1.2577 |
1.2577 |
1.2577 |
1.2571 |
| S1 |
1.2539 |
1.2539 |
1.2557 |
1.2528 |
| S2 |
1.2516 |
1.2516 |
1.2552 |
|
| S3 |
1.2455 |
1.2478 |
1.2546 |
|
| S4 |
1.2394 |
1.2417 |
1.2529 |
|
|
| 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 |
1.2726 |
1.2553 |
0.0173 |
1.4% |
0.0093 |
0.7% |
6% |
False |
True |
97,237 |
| 10 |
1.2735 |
1.2451 |
0.0284 |
2.3% |
0.0093 |
0.7% |
39% |
False |
False |
101,419 |
| 20 |
1.2735 |
1.2183 |
0.0552 |
4.4% |
0.0093 |
0.7% |
69% |
False |
False |
99,742 |
| 40 |
1.2735 |
1.2072 |
0.0663 |
5.3% |
0.0094 |
0.7% |
74% |
False |
False |
99,648 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.5% |
0.0091 |
0.7% |
75% |
False |
False |
104,281 |
| 80 |
1.2797 |
1.2043 |
0.0754 |
6.0% |
0.0090 |
0.7% |
69% |
False |
False |
80,020 |
| 100 |
1.3111 |
1.2043 |
0.1068 |
8.5% |
0.0091 |
0.7% |
49% |
False |
False |
64,061 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0089 |
0.7% |
48% |
False |
False |
53,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2873 |
|
2.618 |
1.2774 |
|
1.618 |
1.2713 |
|
1.000 |
1.2675 |
|
0.618 |
1.2652 |
|
HIGH |
1.2614 |
|
0.618 |
1.2591 |
|
0.500 |
1.2584 |
|
0.382 |
1.2576 |
|
LOW |
1.2553 |
|
0.618 |
1.2515 |
|
1.000 |
1.2492 |
|
1.618 |
1.2454 |
|
2.618 |
1.2393 |
|
4.250 |
1.2294 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2584 |
1.2640 |
| PP |
1.2577 |
1.2614 |
| S1 |
1.2570 |
1.2589 |
|