CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2782 |
1.2698 |
-0.0084 |
-0.7% |
1.2784 |
| High |
1.2782 |
1.2734 |
-0.0048 |
-0.4% |
1.2784 |
| Low |
1.2694 |
1.2672 |
-0.0022 |
-0.2% |
1.2672 |
| Close |
1.2694 |
1.2698 |
0.0004 |
0.0% |
1.2698 |
| Range |
0.0088 |
0.0062 |
-0.0026 |
-29.5% |
0.0112 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1 |
0 |
-1 |
-100.0% |
7 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2887 |
1.2855 |
1.2732 |
|
| R3 |
1.2825 |
1.2793 |
1.2715 |
|
| R2 |
1.2763 |
1.2763 |
1.2709 |
|
| R1 |
1.2731 |
1.2731 |
1.2704 |
1.2729 |
| PP |
1.2701 |
1.2701 |
1.2701 |
1.2701 |
| S1 |
1.2669 |
1.2669 |
1.2692 |
1.2667 |
| S2 |
1.2639 |
1.2639 |
1.2687 |
|
| S3 |
1.2577 |
1.2607 |
1.2681 |
|
| S4 |
1.2515 |
1.2545 |
1.2664 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.2988 |
1.2760 |
|
| R3 |
1.2942 |
1.2876 |
1.2729 |
|
| R2 |
1.2830 |
1.2830 |
1.2719 |
|
| R1 |
1.2764 |
1.2764 |
1.2708 |
1.2741 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2707 |
| S1 |
1.2652 |
1.2652 |
1.2688 |
1.2629 |
| S2 |
1.2606 |
1.2606 |
1.2677 |
|
| S3 |
1.2494 |
1.2540 |
1.2667 |
|
| S4 |
1.2382 |
1.2428 |
1.2636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2784 |
1.2672 |
0.0112 |
0.9% |
0.0041 |
0.3% |
23% |
False |
True |
1 |
| 10 |
1.2833 |
1.2672 |
0.0161 |
1.3% |
0.0047 |
0.4% |
16% |
False |
True |
4 |
| 20 |
1.3065 |
1.2672 |
0.0393 |
3.1% |
0.0045 |
0.4% |
7% |
False |
True |
4 |
| 40 |
1.3105 |
1.2586 |
0.0519 |
4.1% |
0.0035 |
0.3% |
22% |
False |
False |
5 |
| 60 |
1.3105 |
1.2324 |
0.0781 |
6.2% |
0.0031 |
0.2% |
48% |
False |
False |
4 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.2% |
0.0028 |
0.2% |
48% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2998 |
|
2.618 |
1.2896 |
|
1.618 |
1.2834 |
|
1.000 |
1.2796 |
|
0.618 |
1.2772 |
|
HIGH |
1.2734 |
|
0.618 |
1.2710 |
|
0.500 |
1.2703 |
|
0.382 |
1.2696 |
|
LOW |
1.2672 |
|
0.618 |
1.2634 |
|
1.000 |
1.2610 |
|
1.618 |
1.2572 |
|
2.618 |
1.2510 |
|
4.250 |
1.2409 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2703 |
1.2727 |
| PP |
1.2701 |
1.2717 |
| S1 |
1.2700 |
1.2708 |
|