CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2719 |
1.2641 |
-0.0078 |
-0.6% |
1.2611 |
| High |
1.2725 |
1.2659 |
-0.0066 |
-0.5% |
1.2738 |
| Low |
1.2614 |
1.2588 |
-0.0026 |
-0.2% |
1.2603 |
| Close |
1.2632 |
1.2593 |
-0.0039 |
-0.3% |
1.2709 |
| Range |
0.0111 |
0.0071 |
-0.0040 |
-36.0% |
0.0135 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
8,042 |
1,669 |
-6,373 |
-79.2% |
4,849 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2826 |
1.2781 |
1.2632 |
|
| R3 |
1.2755 |
1.2710 |
1.2613 |
|
| R2 |
1.2684 |
1.2684 |
1.2606 |
|
| R1 |
1.2639 |
1.2639 |
1.2600 |
1.2626 |
| PP |
1.2613 |
1.2613 |
1.2613 |
1.2607 |
| S1 |
1.2568 |
1.2568 |
1.2586 |
1.2555 |
| S2 |
1.2542 |
1.2542 |
1.2580 |
|
| S3 |
1.2471 |
1.2497 |
1.2573 |
|
| S4 |
1.2400 |
1.2426 |
1.2554 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3088 |
1.3034 |
1.2783 |
|
| R3 |
1.2953 |
1.2899 |
1.2746 |
|
| R2 |
1.2818 |
1.2818 |
1.2734 |
|
| R1 |
1.2764 |
1.2764 |
1.2721 |
1.2791 |
| PP |
1.2683 |
1.2683 |
1.2683 |
1.2697 |
| S1 |
1.2629 |
1.2629 |
1.2697 |
1.2656 |
| S2 |
1.2548 |
1.2548 |
1.2684 |
|
| S3 |
1.2413 |
1.2494 |
1.2672 |
|
| S4 |
1.2278 |
1.2359 |
1.2635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2738 |
1.2588 |
0.0150 |
1.2% |
0.0089 |
0.7% |
3% |
False |
True |
2,629 |
| 10 |
1.2738 |
1.2468 |
0.0270 |
2.1% |
0.0086 |
0.7% |
46% |
False |
False |
1,620 |
| 20 |
1.2738 |
1.2199 |
0.0539 |
4.3% |
0.0086 |
0.7% |
73% |
False |
False |
905 |
| 40 |
1.2738 |
1.2085 |
0.0653 |
5.2% |
0.0082 |
0.7% |
78% |
False |
False |
500 |
| 60 |
1.2738 |
1.2061 |
0.0677 |
5.4% |
0.0075 |
0.6% |
79% |
False |
False |
453 |
| 80 |
1.2768 |
1.2061 |
0.0707 |
5.6% |
0.0065 |
0.5% |
75% |
False |
False |
342 |
| 100 |
1.3065 |
1.2061 |
0.1004 |
8.0% |
0.0061 |
0.5% |
53% |
False |
False |
274 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0055 |
0.4% |
51% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2961 |
|
2.618 |
1.2845 |
|
1.618 |
1.2774 |
|
1.000 |
1.2730 |
|
0.618 |
1.2703 |
|
HIGH |
1.2659 |
|
0.618 |
1.2632 |
|
0.500 |
1.2624 |
|
0.382 |
1.2615 |
|
LOW |
1.2588 |
|
0.618 |
1.2544 |
|
1.000 |
1.2517 |
|
1.618 |
1.2473 |
|
2.618 |
1.2402 |
|
4.250 |
1.2286 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2624 |
1.2657 |
| PP |
1.2613 |
1.2635 |
| S1 |
1.2603 |
1.2614 |
|