CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2562 |
1.2594 |
0.0032 |
0.3% |
1.2711 |
| High |
1.2613 |
1.2603 |
-0.0010 |
-0.1% |
1.2726 |
| Low |
1.2544 |
1.2502 |
-0.0042 |
-0.3% |
1.2502 |
| Close |
1.2593 |
1.2551 |
-0.0042 |
-0.3% |
1.2551 |
| Range |
0.0069 |
0.0101 |
0.0032 |
46.4% |
0.0224 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
0.8% |
0.0000 |
| Volume |
87,383 |
101,466 |
14,083 |
16.1% |
430,981 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2855 |
1.2804 |
1.2607 |
|
| R3 |
1.2754 |
1.2703 |
1.2579 |
|
| R2 |
1.2653 |
1.2653 |
1.2570 |
|
| R1 |
1.2602 |
1.2602 |
1.2560 |
1.2577 |
| PP |
1.2552 |
1.2552 |
1.2552 |
1.2540 |
| S1 |
1.2501 |
1.2501 |
1.2542 |
1.2476 |
| S2 |
1.2451 |
1.2451 |
1.2532 |
|
| S3 |
1.2350 |
1.2400 |
1.2523 |
|
| S4 |
1.2249 |
1.2299 |
1.2495 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3265 |
1.3132 |
1.2674 |
|
| R3 |
1.3041 |
1.2908 |
1.2613 |
|
| R2 |
1.2817 |
1.2817 |
1.2592 |
|
| R1 |
1.2684 |
1.2684 |
1.2572 |
1.2639 |
| PP |
1.2593 |
1.2593 |
1.2593 |
1.2570 |
| S1 |
1.2460 |
1.2460 |
1.2530 |
1.2415 |
| S2 |
1.2369 |
1.2369 |
1.2510 |
|
| S3 |
1.2145 |
1.2236 |
1.2489 |
|
| S4 |
1.1921 |
1.2012 |
1.2428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2726 |
1.2502 |
0.0224 |
1.8% |
0.0085 |
0.7% |
22% |
False |
True |
86,196 |
| 10 |
1.2735 |
1.2502 |
0.0233 |
1.9% |
0.0087 |
0.7% |
21% |
False |
True |
97,986 |
| 20 |
1.2735 |
1.2183 |
0.0552 |
4.4% |
0.0094 |
0.7% |
67% |
False |
False |
100,933 |
| 40 |
1.2735 |
1.2072 |
0.0663 |
5.3% |
0.0092 |
0.7% |
72% |
False |
False |
99,322 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.5% |
0.0091 |
0.7% |
73% |
False |
False |
103,164 |
| 80 |
1.2797 |
1.2043 |
0.0754 |
6.0% |
0.0090 |
0.7% |
67% |
False |
False |
82,373 |
| 100 |
1.2981 |
1.2043 |
0.0938 |
7.5% |
0.0090 |
0.7% |
54% |
False |
False |
65,945 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0089 |
0.7% |
47% |
False |
False |
55,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3032 |
|
2.618 |
1.2867 |
|
1.618 |
1.2766 |
|
1.000 |
1.2704 |
|
0.618 |
1.2665 |
|
HIGH |
1.2603 |
|
0.618 |
1.2564 |
|
0.500 |
1.2553 |
|
0.382 |
1.2541 |
|
LOW |
1.2502 |
|
0.618 |
1.2440 |
|
1.000 |
1.2401 |
|
1.618 |
1.2339 |
|
2.618 |
1.2238 |
|
4.250 |
1.2073 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2553 |
1.2558 |
| PP |
1.2552 |
1.2556 |
| S1 |
1.2552 |
1.2553 |
|