CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2555 |
1.2563 |
0.0008 |
0.1% |
1.2719 |
| High |
1.2600 |
1.2625 |
0.0025 |
0.2% |
1.2725 |
| Low |
1.2544 |
1.2524 |
-0.0020 |
-0.2% |
1.2512 |
| Close |
1.2565 |
1.2573 |
0.0008 |
0.1% |
1.2559 |
| Range |
0.0056 |
0.0101 |
0.0045 |
80.4% |
0.0213 |
| ATR |
0.0082 |
0.0084 |
0.0001 |
1.6% |
0.0000 |
| Volume |
37,845 |
87,849 |
50,004 |
132.1% |
27,231 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2877 |
1.2826 |
1.2629 |
|
| R3 |
1.2776 |
1.2725 |
1.2601 |
|
| R2 |
1.2675 |
1.2675 |
1.2592 |
|
| R1 |
1.2624 |
1.2624 |
1.2582 |
1.2650 |
| PP |
1.2574 |
1.2574 |
1.2574 |
1.2587 |
| S1 |
1.2523 |
1.2523 |
1.2564 |
1.2549 |
| S2 |
1.2473 |
1.2473 |
1.2554 |
|
| S3 |
1.2372 |
1.2422 |
1.2545 |
|
| S4 |
1.2271 |
1.2321 |
1.2517 |
|
|
| 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 |
1.2625 |
1.2512 |
0.0113 |
0.9% |
0.0076 |
0.6% |
54% |
True |
False |
28,642 |
| 10 |
1.2738 |
1.2512 |
0.0226 |
1.8% |
0.0082 |
0.7% |
27% |
False |
False |
15,636 |
| 20 |
1.2738 |
1.2278 |
0.0460 |
3.7% |
0.0091 |
0.7% |
64% |
False |
False |
8,029 |
| 40 |
1.2738 |
1.2085 |
0.0653 |
5.2% |
0.0081 |
0.6% |
75% |
False |
False |
4,077 |
| 60 |
1.2738 |
1.2061 |
0.0677 |
5.4% |
0.0078 |
0.6% |
76% |
False |
False |
2,788 |
| 80 |
1.2768 |
1.2061 |
0.0707 |
5.6% |
0.0068 |
0.5% |
72% |
False |
False |
2,131 |
| 100 |
1.2988 |
1.2061 |
0.0927 |
7.4% |
0.0064 |
0.5% |
55% |
False |
False |
1,706 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0058 |
0.5% |
49% |
False |
False |
1,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3054 |
|
2.618 |
1.2889 |
|
1.618 |
1.2788 |
|
1.000 |
1.2726 |
|
0.618 |
1.2687 |
|
HIGH |
1.2625 |
|
0.618 |
1.2586 |
|
0.500 |
1.2575 |
|
0.382 |
1.2563 |
|
LOW |
1.2524 |
|
0.618 |
1.2462 |
|
1.000 |
1.2423 |
|
1.618 |
1.2361 |
|
2.618 |
1.2260 |
|
4.250 |
1.2095 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2575 |
1.2572 |
| PP |
1.2574 |
1.2570 |
| S1 |
1.2574 |
1.2569 |
|