CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2566 |
1.2618 |
0.0052 |
0.4% |
1.2711 |
| High |
1.2635 |
1.2794 |
0.0159 |
1.3% |
1.2726 |
| Low |
1.2501 |
1.2612 |
0.0111 |
0.9% |
1.2502 |
| Close |
1.2627 |
1.2757 |
0.0130 |
1.0% |
1.2551 |
| Range |
0.0134 |
0.0182 |
0.0048 |
35.8% |
0.0224 |
| ATR |
0.0093 |
0.0100 |
0.0006 |
6.8% |
0.0000 |
| Volume |
200,121 |
146,008 |
-54,113 |
-27.0% |
430,981 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3267 |
1.3194 |
1.2857 |
|
| R3 |
1.3085 |
1.3012 |
1.2807 |
|
| R2 |
1.2903 |
1.2903 |
1.2790 |
|
| R1 |
1.2830 |
1.2830 |
1.2774 |
1.2867 |
| PP |
1.2721 |
1.2721 |
1.2721 |
1.2739 |
| S1 |
1.2648 |
1.2648 |
1.2740 |
1.2685 |
| S2 |
1.2539 |
1.2539 |
1.2724 |
|
| S3 |
1.2357 |
1.2466 |
1.2707 |
|
| S4 |
1.2175 |
1.2284 |
1.2657 |
|
|
| 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 |
1.2794 |
1.2501 |
0.0293 |
2.3% |
0.0115 |
0.9% |
87% |
True |
False |
140,456 |
| 10 |
1.2794 |
1.2501 |
0.0293 |
2.3% |
0.0101 |
0.8% |
87% |
True |
False |
112,983 |
| 20 |
1.2794 |
1.2376 |
0.0418 |
3.3% |
0.0094 |
0.7% |
91% |
True |
False |
108,180 |
| 40 |
1.2794 |
1.2072 |
0.0722 |
5.7% |
0.0096 |
0.7% |
95% |
True |
False |
105,388 |
| 60 |
1.2794 |
1.2043 |
0.0751 |
5.9% |
0.0094 |
0.7% |
95% |
True |
False |
106,731 |
| 80 |
1.2794 |
1.2043 |
0.0751 |
5.9% |
0.0093 |
0.7% |
95% |
True |
False |
89,849 |
| 100 |
1.2981 |
1.2043 |
0.0938 |
7.4% |
0.0091 |
0.7% |
76% |
False |
False |
71,942 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.5% |
0.0091 |
0.7% |
66% |
False |
False |
60,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3568 |
|
2.618 |
1.3270 |
|
1.618 |
1.3088 |
|
1.000 |
1.2976 |
|
0.618 |
1.2906 |
|
HIGH |
1.2794 |
|
0.618 |
1.2724 |
|
0.500 |
1.2703 |
|
0.382 |
1.2682 |
|
LOW |
1.2612 |
|
0.618 |
1.2500 |
|
1.000 |
1.2430 |
|
1.618 |
1.2318 |
|
2.618 |
1.2136 |
|
4.250 |
1.1839 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2739 |
1.2721 |
| PP |
1.2721 |
1.2684 |
| S1 |
1.2703 |
1.2648 |
|