CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2570 |
1.2603 |
0.0033 |
0.3% |
1.2719 |
| High |
1.2621 |
1.2609 |
-0.0012 |
-0.1% |
1.2725 |
| Low |
1.2555 |
1.2512 |
-0.0043 |
-0.3% |
1.2512 |
| Close |
1.2601 |
1.2559 |
-0.0042 |
-0.3% |
1.2559 |
| Range |
0.0066 |
0.0097 |
0.0031 |
47.0% |
0.0213 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0000 |
| Volume |
4,119 |
8,779 |
4,660 |
113.1% |
27,231 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2851 |
1.2802 |
1.2612 |
|
| R3 |
1.2754 |
1.2705 |
1.2586 |
|
| R2 |
1.2657 |
1.2657 |
1.2577 |
|
| R1 |
1.2608 |
1.2608 |
1.2568 |
1.2584 |
| PP |
1.2560 |
1.2560 |
1.2560 |
1.2548 |
| S1 |
1.2511 |
1.2511 |
1.2550 |
1.2487 |
| S2 |
1.2463 |
1.2463 |
1.2541 |
|
| S3 |
1.2366 |
1.2414 |
1.2532 |
|
| S4 |
1.2269 |
1.2317 |
1.2506 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3238 |
1.3111 |
1.2676 |
|
| R3 |
1.3025 |
1.2898 |
1.2618 |
|
| R2 |
1.2812 |
1.2812 |
1.2598 |
|
| R1 |
1.2685 |
1.2685 |
1.2579 |
1.2642 |
| PP |
1.2599 |
1.2599 |
1.2599 |
1.2577 |
| S1 |
1.2472 |
1.2472 |
1.2539 |
1.2429 |
| S2 |
1.2386 |
1.2386 |
1.2520 |
|
| S3 |
1.2173 |
1.2259 |
1.2500 |
|
| S4 |
1.1960 |
1.2046 |
1.2442 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2725 |
1.2512 |
0.0213 |
1.7% |
0.0081 |
0.6% |
22% |
False |
True |
5,446 |
| 10 |
1.2738 |
1.2512 |
0.0226 |
1.8% |
0.0082 |
0.7% |
21% |
False |
True |
3,208 |
| 20 |
1.2738 |
1.2199 |
0.0539 |
4.3% |
0.0088 |
0.7% |
67% |
False |
False |
1,753 |
| 40 |
1.2738 |
1.2085 |
0.0653 |
5.2% |
0.0081 |
0.6% |
73% |
False |
False |
936 |
| 60 |
1.2738 |
1.2061 |
0.0677 |
5.4% |
0.0076 |
0.6% |
74% |
False |
False |
703 |
| 80 |
1.2768 |
1.2061 |
0.0707 |
5.6% |
0.0066 |
0.5% |
70% |
False |
False |
560 |
| 100 |
1.2988 |
1.2061 |
0.0927 |
7.4% |
0.0063 |
0.5% |
54% |
False |
False |
449 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0057 |
0.5% |
48% |
False |
False |
375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3021 |
|
2.618 |
1.2863 |
|
1.618 |
1.2766 |
|
1.000 |
1.2706 |
|
0.618 |
1.2669 |
|
HIGH |
1.2609 |
|
0.618 |
1.2572 |
|
0.500 |
1.2561 |
|
0.382 |
1.2549 |
|
LOW |
1.2512 |
|
0.618 |
1.2452 |
|
1.000 |
1.2415 |
|
1.618 |
1.2355 |
|
2.618 |
1.2258 |
|
4.250 |
1.2100 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2561 |
1.2567 |
| PP |
1.2560 |
1.2564 |
| S1 |
1.2560 |
1.2562 |
|