CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2768 |
1.2675 |
-0.0093 |
-0.7% |
1.2695 |
| High |
1.2768 |
1.2713 |
-0.0055 |
-0.4% |
1.2750 |
| Low |
1.2731 |
1.2612 |
-0.0119 |
-0.9% |
1.2674 |
| Close |
1.2731 |
1.2713 |
-0.0018 |
-0.1% |
1.2732 |
| Range |
0.0037 |
0.0101 |
0.0064 |
173.0% |
0.0076 |
| ATR |
0.0054 |
0.0058 |
0.0005 |
8.7% |
0.0000 |
| Volume |
4 |
23 |
19 |
475.0% |
58 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2982 |
1.2949 |
1.2769 |
|
| R3 |
1.2881 |
1.2848 |
1.2741 |
|
| R2 |
1.2780 |
1.2780 |
1.2732 |
|
| R1 |
1.2747 |
1.2747 |
1.2722 |
1.2764 |
| PP |
1.2679 |
1.2679 |
1.2679 |
1.2688 |
| S1 |
1.2646 |
1.2646 |
1.2704 |
1.2663 |
| S2 |
1.2578 |
1.2578 |
1.2694 |
|
| S3 |
1.2477 |
1.2545 |
1.2685 |
|
| S4 |
1.2376 |
1.2444 |
1.2657 |
|
|
| 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 |
1.2612 |
0.0156 |
1.2% |
0.0041 |
0.3% |
65% |
False |
True |
7 |
| 10 |
1.2782 |
1.2612 |
0.0170 |
1.3% |
0.0044 |
0.3% |
59% |
False |
True |
8 |
| 20 |
1.2988 |
1.2612 |
0.0376 |
3.0% |
0.0054 |
0.4% |
27% |
False |
True |
8 |
| 40 |
1.3105 |
1.2586 |
0.0519 |
4.1% |
0.0039 |
0.3% |
24% |
False |
False |
5 |
| 60 |
1.3105 |
1.2408 |
0.0697 |
5.5% |
0.0034 |
0.3% |
44% |
False |
False |
5 |
| 80 |
1.3105 |
1.2324 |
0.0781 |
6.1% |
0.0029 |
0.2% |
50% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3142 |
|
2.618 |
1.2977 |
|
1.618 |
1.2876 |
|
1.000 |
1.2814 |
|
0.618 |
1.2775 |
|
HIGH |
1.2713 |
|
0.618 |
1.2674 |
|
0.500 |
1.2663 |
|
0.382 |
1.2651 |
|
LOW |
1.2612 |
|
0.618 |
1.2550 |
|
1.000 |
1.2511 |
|
1.618 |
1.2449 |
|
2.618 |
1.2348 |
|
4.250 |
1.2183 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2696 |
1.2705 |
| PP |
1.2679 |
1.2698 |
| S1 |
1.2663 |
1.2690 |
|