CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2684 |
1.2655 |
-0.0029 |
-0.2% |
1.2555 |
| High |
1.2711 |
1.2769 |
0.0058 |
0.5% |
1.2802 |
| Low |
1.2636 |
1.2651 |
0.0015 |
0.1% |
1.2509 |
| Close |
1.2647 |
1.2729 |
0.0082 |
0.6% |
1.2697 |
| Range |
0.0075 |
0.0118 |
0.0043 |
57.3% |
0.0293 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.1% |
0.0000 |
| Volume |
58,275 |
80,678 |
22,403 |
38.4% |
484,336 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3070 |
1.3018 |
1.2794 |
|
| R3 |
1.2952 |
1.2900 |
1.2761 |
|
| R2 |
1.2834 |
1.2834 |
1.2751 |
|
| R1 |
1.2782 |
1.2782 |
1.2740 |
1.2808 |
| PP |
1.2716 |
1.2716 |
1.2716 |
1.2730 |
| S1 |
1.2664 |
1.2664 |
1.2718 |
1.2690 |
| S2 |
1.2598 |
1.2598 |
1.2707 |
|
| S3 |
1.2480 |
1.2546 |
1.2697 |
|
| S4 |
1.2362 |
1.2428 |
1.2664 |
|
|
| 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% |
0.0126 |
1.0% |
75% |
False |
False |
99,519 |
| 10 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0101 |
0.8% |
75% |
False |
False |
64,080 |
| 20 |
1.2802 |
1.2468 |
0.0334 |
2.6% |
0.0093 |
0.7% |
78% |
False |
False |
32,850 |
| 40 |
1.2802 |
1.2085 |
0.0717 |
5.6% |
0.0088 |
0.7% |
90% |
False |
False |
16,511 |
| 60 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0084 |
0.7% |
90% |
False |
False |
11,061 |
| 80 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0072 |
0.6% |
90% |
False |
False |
8,351 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0067 |
0.5% |
87% |
False |
False |
6,682 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0062 |
0.5% |
64% |
False |
False |
5,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3271 |
|
2.618 |
1.3078 |
|
1.618 |
1.2960 |
|
1.000 |
1.2887 |
|
0.618 |
1.2842 |
|
HIGH |
1.2769 |
|
0.618 |
1.2724 |
|
0.500 |
1.2710 |
|
0.382 |
1.2696 |
|
LOW |
1.2651 |
|
0.618 |
1.2578 |
|
1.000 |
1.2533 |
|
1.618 |
1.2460 |
|
2.618 |
1.2342 |
|
4.250 |
1.2150 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2723 |
1.2725 |
| PP |
1.2716 |
1.2721 |
| S1 |
1.2710 |
1.2717 |
|