CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2555 |
1.2566 |
0.0011 |
0.1% |
1.2711 |
| High |
1.2616 |
1.2635 |
0.0019 |
0.2% |
1.2726 |
| Low |
1.2514 |
1.2501 |
-0.0013 |
-0.1% |
1.2502 |
| Close |
1.2564 |
1.2627 |
0.0063 |
0.5% |
1.2551 |
| Range |
0.0102 |
0.0134 |
0.0032 |
31.4% |
0.0224 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.5% |
0.0000 |
| Volume |
160,669 |
200,121 |
39,452 |
24.6% |
430,981 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2990 |
1.2942 |
1.2701 |
|
| R3 |
1.2856 |
1.2808 |
1.2664 |
|
| R2 |
1.2722 |
1.2722 |
1.2652 |
|
| R1 |
1.2674 |
1.2674 |
1.2639 |
1.2698 |
| PP |
1.2588 |
1.2588 |
1.2588 |
1.2600 |
| S1 |
1.2540 |
1.2540 |
1.2615 |
1.2564 |
| S2 |
1.2454 |
1.2454 |
1.2602 |
|
| S3 |
1.2320 |
1.2406 |
1.2590 |
|
| S4 |
1.2186 |
1.2272 |
1.2553 |
|
|
| 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 |
1.2635 |
1.2501 |
0.0134 |
1.1% |
0.0093 |
0.7% |
94% |
True |
True |
128,731 |
| 10 |
1.2726 |
1.2501 |
0.0225 |
1.8% |
0.0093 |
0.7% |
56% |
False |
True |
112,984 |
| 20 |
1.2735 |
1.2376 |
0.0359 |
2.8% |
0.0090 |
0.7% |
70% |
False |
False |
108,413 |
| 40 |
1.2735 |
1.2072 |
0.0663 |
5.3% |
0.0093 |
0.7% |
84% |
False |
False |
103,918 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.5% |
0.0093 |
0.7% |
84% |
False |
False |
106,853 |
| 80 |
1.2797 |
1.2043 |
0.0754 |
6.0% |
0.0092 |
0.7% |
77% |
False |
False |
88,036 |
| 100 |
1.2981 |
1.2043 |
0.0938 |
7.4% |
0.0091 |
0.7% |
62% |
False |
False |
70,482 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0089 |
0.7% |
54% |
False |
False |
58,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3205 |
|
2.618 |
1.2986 |
|
1.618 |
1.2852 |
|
1.000 |
1.2769 |
|
0.618 |
1.2718 |
|
HIGH |
1.2635 |
|
0.618 |
1.2584 |
|
0.500 |
1.2568 |
|
0.382 |
1.2552 |
|
LOW |
1.2501 |
|
0.618 |
1.2418 |
|
1.000 |
1.2367 |
|
1.618 |
1.2284 |
|
2.618 |
1.2150 |
|
4.250 |
1.1932 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2607 |
1.2607 |
| PP |
1.2588 |
1.2588 |
| S1 |
1.2568 |
1.2568 |
|