CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2715 |
1.2732 |
0.0017 |
0.1% |
1.2695 |
| High |
1.2715 |
1.2750 |
0.0035 |
0.3% |
1.2750 |
| Low |
1.2715 |
1.2682 |
-0.0033 |
-0.3% |
1.2674 |
| Close |
1.2715 |
1.2732 |
0.0017 |
0.1% |
1.2732 |
| Range |
0.0000 |
0.0068 |
0.0068 |
|
0.0076 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.5% |
0.0000 |
| Volume |
0 |
10 |
10 |
|
58 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2925 |
1.2897 |
1.2769 |
|
| R3 |
1.2857 |
1.2829 |
1.2751 |
|
| R2 |
1.2789 |
1.2789 |
1.2744 |
|
| R1 |
1.2761 |
1.2761 |
1.2738 |
1.2766 |
| PP |
1.2721 |
1.2721 |
1.2721 |
1.2724 |
| S1 |
1.2693 |
1.2693 |
1.2726 |
1.2698 |
| S2 |
1.2653 |
1.2653 |
1.2720 |
|
| S3 |
1.2585 |
1.2625 |
1.2713 |
|
| S4 |
1.2517 |
1.2557 |
1.2695 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2947 |
1.2915 |
1.2774 |
|
| R3 |
1.2871 |
1.2839 |
1.2753 |
|
| R2 |
1.2795 |
1.2795 |
1.2746 |
|
| R1 |
1.2763 |
1.2763 |
1.2739 |
1.2779 |
| PP |
1.2719 |
1.2719 |
1.2719 |
1.2727 |
| S1 |
1.2687 |
1.2687 |
1.2725 |
1.2703 |
| S2 |
1.2643 |
1.2643 |
1.2718 |
|
| S3 |
1.2567 |
1.2611 |
1.2711 |
|
| S4 |
1.2491 |
1.2535 |
1.2690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2750 |
1.2674 |
0.0076 |
0.6% |
0.0030 |
0.2% |
76% |
True |
False |
11 |
| 10 |
1.2784 |
1.2672 |
0.0112 |
0.9% |
0.0036 |
0.3% |
54% |
False |
False |
6 |
| 20 |
1.2988 |
1.2672 |
0.0316 |
2.5% |
0.0048 |
0.4% |
19% |
False |
False |
6 |
| 40 |
1.3105 |
1.2586 |
0.0519 |
4.1% |
0.0038 |
0.3% |
28% |
False |
False |
6 |
| 60 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0032 |
0.3% |
52% |
False |
False |
5 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0029 |
0.2% |
52% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3039 |
|
2.618 |
1.2928 |
|
1.618 |
1.2860 |
|
1.000 |
1.2818 |
|
0.618 |
1.2792 |
|
HIGH |
1.2750 |
|
0.618 |
1.2724 |
|
0.500 |
1.2716 |
|
0.382 |
1.2708 |
|
LOW |
1.2682 |
|
0.618 |
1.2640 |
|
1.000 |
1.2614 |
|
1.618 |
1.2572 |
|
2.618 |
1.2504 |
|
4.250 |
1.2393 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2727 |
1.2727 |
| PP |
1.2721 |
1.2721 |
| S1 |
1.2716 |
1.2716 |
|