CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2628 |
1.2770 |
0.0142 |
1.1% |
1.2555 |
| High |
1.2802 |
1.2798 |
-0.0004 |
0.0% |
1.2802 |
| Low |
1.2621 |
1.2675 |
0.0054 |
0.4% |
1.2509 |
| Close |
1.2764 |
1.2697 |
-0.0067 |
-0.5% |
1.2697 |
| Range |
0.0181 |
0.0123 |
-0.0058 |
-32.0% |
0.0293 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.2% |
0.0000 |
| Volume |
107,051 |
125,504 |
18,453 |
17.2% |
484,336 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3092 |
1.3018 |
1.2765 |
|
| R3 |
1.2969 |
1.2895 |
1.2731 |
|
| R2 |
1.2846 |
1.2846 |
1.2720 |
|
| R1 |
1.2772 |
1.2772 |
1.2708 |
1.2748 |
| PP |
1.2723 |
1.2723 |
1.2723 |
1.2711 |
| S1 |
1.2649 |
1.2649 |
1.2686 |
1.2625 |
| S2 |
1.2600 |
1.2600 |
1.2674 |
|
| S3 |
1.2477 |
1.2526 |
1.2663 |
|
| S4 |
1.2354 |
1.2403 |
1.2629 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3548 |
1.3416 |
1.2858 |
|
| R3 |
1.3255 |
1.3123 |
1.2778 |
|
| R2 |
1.2962 |
1.2962 |
1.2751 |
|
| R1 |
1.2830 |
1.2830 |
1.2724 |
1.2896 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2703 |
| S1 |
1.2537 |
1.2537 |
1.2670 |
1.2603 |
| S2 |
1.2376 |
1.2376 |
1.2643 |
|
| S3 |
1.2083 |
1.2244 |
1.2616 |
|
| S4 |
1.1790 |
1.1951 |
1.2536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0119 |
0.9% |
64% |
False |
False |
96,867 |
| 10 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0100 |
0.8% |
64% |
False |
False |
51,156 |
| 20 |
1.2802 |
1.2386 |
0.0416 |
3.3% |
0.0092 |
0.7% |
75% |
False |
False |
25,914 |
| 40 |
1.2802 |
1.2085 |
0.0717 |
5.6% |
0.0088 |
0.7% |
85% |
False |
False |
13,041 |
| 60 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0082 |
0.6% |
86% |
False |
False |
8,751 |
| 80 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0071 |
0.6% |
86% |
False |
False |
6,614 |
| 100 |
1.2988 |
1.2061 |
0.0927 |
7.3% |
0.0068 |
0.5% |
69% |
False |
False |
5,293 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0061 |
0.5% |
61% |
False |
False |
4,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3321 |
|
2.618 |
1.3120 |
|
1.618 |
1.2997 |
|
1.000 |
1.2921 |
|
0.618 |
1.2874 |
|
HIGH |
1.2798 |
|
0.618 |
1.2751 |
|
0.500 |
1.2737 |
|
0.382 |
1.2722 |
|
LOW |
1.2675 |
|
0.618 |
1.2599 |
|
1.000 |
1.2552 |
|
1.618 |
1.2476 |
|
2.618 |
1.2353 |
|
4.250 |
1.2152 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2737 |
1.2683 |
| PP |
1.2723 |
1.2669 |
| S1 |
1.2710 |
1.2656 |
|