CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2563 |
1.2576 |
0.0013 |
0.1% |
1.2719 |
| High |
1.2625 |
1.2644 |
0.0019 |
0.2% |
1.2725 |
| Low |
1.2524 |
1.2509 |
-0.0015 |
-0.1% |
1.2512 |
| Close |
1.2573 |
1.2635 |
0.0062 |
0.5% |
1.2559 |
| Range |
0.0101 |
0.0135 |
0.0034 |
33.7% |
0.0213 |
| ATR |
0.0084 |
0.0087 |
0.0004 |
4.4% |
0.0000 |
| Volume |
87,849 |
126,087 |
38,238 |
43.5% |
27,231 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3001 |
1.2953 |
1.2709 |
|
| R3 |
1.2866 |
1.2818 |
1.2672 |
|
| R2 |
1.2731 |
1.2731 |
1.2660 |
|
| R1 |
1.2683 |
1.2683 |
1.2647 |
1.2707 |
| PP |
1.2596 |
1.2596 |
1.2596 |
1.2608 |
| S1 |
1.2548 |
1.2548 |
1.2623 |
1.2572 |
| S2 |
1.2461 |
1.2461 |
1.2610 |
|
| S3 |
1.2326 |
1.2413 |
1.2598 |
|
| S4 |
1.2191 |
1.2278 |
1.2561 |
|
|
| 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 |
1.2644 |
1.2509 |
0.0135 |
1.1% |
0.0091 |
0.7% |
93% |
True |
True |
52,935 |
| 10 |
1.2725 |
1.2509 |
0.0216 |
1.7% |
0.0090 |
0.7% |
58% |
False |
True |
28,185 |
| 20 |
1.2738 |
1.2386 |
0.0352 |
2.8% |
0.0086 |
0.7% |
71% |
False |
False |
14,307 |
| 40 |
1.2738 |
1.2085 |
0.0653 |
5.2% |
0.0084 |
0.7% |
84% |
False |
False |
7,229 |
| 60 |
1.2738 |
1.2061 |
0.0677 |
5.4% |
0.0079 |
0.6% |
85% |
False |
False |
4,883 |
| 80 |
1.2768 |
1.2061 |
0.0707 |
5.6% |
0.0069 |
0.5% |
81% |
False |
False |
3,707 |
| 100 |
1.2988 |
1.2061 |
0.0927 |
7.3% |
0.0065 |
0.5% |
62% |
False |
False |
2,967 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0058 |
0.5% |
55% |
False |
False |
2,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3218 |
|
2.618 |
1.2997 |
|
1.618 |
1.2862 |
|
1.000 |
1.2779 |
|
0.618 |
1.2727 |
|
HIGH |
1.2644 |
|
0.618 |
1.2592 |
|
0.500 |
1.2577 |
|
0.382 |
1.2561 |
|
LOW |
1.2509 |
|
0.618 |
1.2426 |
|
1.000 |
1.2374 |
|
1.618 |
1.2291 |
|
2.618 |
1.2156 |
|
4.250 |
1.1935 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2616 |
1.2616 |
| PP |
1.2596 |
1.2596 |
| S1 |
1.2577 |
1.2577 |
|