CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2768 |
0.0013 |
0.1% |
1.2695 |
| High |
1.2755 |
1.2768 |
0.0013 |
0.1% |
1.2750 |
| Low |
1.2755 |
1.2731 |
-0.0024 |
-0.2% |
1.2674 |
| Close |
1.2755 |
1.2731 |
-0.0024 |
-0.2% |
1.2732 |
| Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0076 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
0 |
4 |
4 |
|
58 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2854 |
1.2830 |
1.2751 |
|
| R3 |
1.2817 |
1.2793 |
1.2741 |
|
| R2 |
1.2780 |
1.2780 |
1.2738 |
|
| R1 |
1.2756 |
1.2756 |
1.2734 |
1.2750 |
| PP |
1.2743 |
1.2743 |
1.2743 |
1.2740 |
| S1 |
1.2719 |
1.2719 |
1.2728 |
1.2713 |
| S2 |
1.2706 |
1.2706 |
1.2724 |
|
| S3 |
1.2669 |
1.2682 |
1.2721 |
|
| S4 |
1.2632 |
1.2645 |
1.2711 |
|
|
| 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 |
1.2768 |
1.2682 |
0.0086 |
0.7% |
0.0027 |
0.2% |
57% |
True |
False |
6 |
| 10 |
1.2782 |
1.2672 |
0.0110 |
0.9% |
0.0034 |
0.3% |
54% |
False |
False |
6 |
| 20 |
1.2988 |
1.2672 |
0.0316 |
2.5% |
0.0049 |
0.4% |
19% |
False |
False |
6 |
| 40 |
1.3105 |
1.2586 |
0.0519 |
4.1% |
0.0037 |
0.3% |
28% |
False |
False |
4 |
| 60 |
1.3105 |
1.2367 |
0.0738 |
5.8% |
0.0033 |
0.3% |
49% |
False |
False |
5 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0030 |
0.2% |
52% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2925 |
|
2.618 |
1.2865 |
|
1.618 |
1.2828 |
|
1.000 |
1.2805 |
|
0.618 |
1.2791 |
|
HIGH |
1.2768 |
|
0.618 |
1.2754 |
|
0.500 |
1.2750 |
|
0.382 |
1.2745 |
|
LOW |
1.2731 |
|
0.618 |
1.2708 |
|
1.000 |
1.2694 |
|
1.618 |
1.2671 |
|
2.618 |
1.2634 |
|
4.250 |
1.2574 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2750 |
1.2729 |
| PP |
1.2743 |
1.2727 |
| S1 |
1.2737 |
1.2725 |
|