CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2618 |
1.2764 |
0.0146 |
1.2% |
1.2545 |
| High |
1.2794 |
1.2791 |
-0.0003 |
0.0% |
1.2794 |
| Low |
1.2612 |
1.2669 |
0.0057 |
0.5% |
1.2501 |
| Close |
1.2757 |
1.2690 |
-0.0067 |
-0.5% |
1.2690 |
| Range |
0.0182 |
0.0122 |
-0.0060 |
-33.0% |
0.0293 |
| ATR |
0.0100 |
0.0101 |
0.0002 |
1.6% |
0.0000 |
| Volume |
146,008 |
23,797 |
-122,211 |
-83.7% |
624,614 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3083 |
1.3008 |
1.2757 |
|
| R3 |
1.2961 |
1.2886 |
1.2724 |
|
| R2 |
1.2839 |
1.2839 |
1.2712 |
|
| R1 |
1.2764 |
1.2764 |
1.2701 |
1.2741 |
| PP |
1.2717 |
1.2717 |
1.2717 |
1.2705 |
| S1 |
1.2642 |
1.2642 |
1.2679 |
1.2619 |
| S2 |
1.2595 |
1.2595 |
1.2668 |
|
| S3 |
1.2473 |
1.2520 |
1.2656 |
|
| S4 |
1.2351 |
1.2398 |
1.2623 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3541 |
1.3408 |
1.2851 |
|
| R3 |
1.3248 |
1.3115 |
1.2771 |
|
| R2 |
1.2955 |
1.2955 |
1.2744 |
|
| R1 |
1.2822 |
1.2822 |
1.2717 |
1.2889 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2695 |
| S1 |
1.2529 |
1.2529 |
1.2663 |
1.2596 |
| S2 |
1.2369 |
1.2369 |
1.2636 |
|
| S3 |
1.2076 |
1.2236 |
1.2609 |
|
| S4 |
1.1783 |
1.1943 |
1.2529 |
|
|
| 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% |
0.0119 |
0.9% |
65% |
False |
False |
124,922 |
| 10 |
1.2794 |
1.2501 |
0.0293 |
2.3% |
0.0102 |
0.8% |
65% |
False |
False |
105,559 |
| 20 |
1.2794 |
1.2376 |
0.0418 |
3.3% |
0.0096 |
0.8% |
75% |
False |
False |
104,327 |
| 40 |
1.2794 |
1.2072 |
0.0722 |
5.7% |
0.0096 |
0.8% |
86% |
False |
False |
103,099 |
| 60 |
1.2794 |
1.2043 |
0.0751 |
5.9% |
0.0095 |
0.7% |
86% |
False |
False |
104,335 |
| 80 |
1.2794 |
1.2043 |
0.0751 |
5.9% |
0.0093 |
0.7% |
86% |
False |
False |
90,114 |
| 100 |
1.2981 |
1.2043 |
0.0938 |
7.4% |
0.0092 |
0.7% |
69% |
False |
False |
72,179 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0091 |
0.7% |
59% |
False |
False |
60,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3310 |
|
2.618 |
1.3110 |
|
1.618 |
1.2988 |
|
1.000 |
1.2913 |
|
0.618 |
1.2866 |
|
HIGH |
1.2791 |
|
0.618 |
1.2744 |
|
0.500 |
1.2730 |
|
0.382 |
1.2716 |
|
LOW |
1.2669 |
|
0.618 |
1.2594 |
|
1.000 |
1.2547 |
|
1.618 |
1.2472 |
|
2.618 |
1.2350 |
|
4.250 |
1.2151 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2730 |
1.2676 |
| PP |
1.2717 |
1.2662 |
| S1 |
1.2703 |
1.2648 |
|