CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2655 |
1.2737 |
0.0082 |
0.6% |
1.2555 |
| High |
1.2769 |
1.2739 |
-0.0030 |
-0.2% |
1.2802 |
| Low |
1.2651 |
1.2631 |
-0.0020 |
-0.2% |
1.2509 |
| Close |
1.2729 |
1.2648 |
-0.0081 |
-0.6% |
1.2697 |
| Range |
0.0118 |
0.0108 |
-0.0010 |
-8.5% |
0.0293 |
| ATR |
0.0097 |
0.0097 |
0.0001 |
0.9% |
0.0000 |
| Volume |
80,678 |
93,389 |
12,711 |
15.8% |
484,336 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2997 |
1.2930 |
1.2707 |
|
| R3 |
1.2889 |
1.2822 |
1.2678 |
|
| R2 |
1.2781 |
1.2781 |
1.2668 |
|
| R1 |
1.2714 |
1.2714 |
1.2658 |
1.2694 |
| PP |
1.2673 |
1.2673 |
1.2673 |
1.2662 |
| S1 |
1.2606 |
1.2606 |
1.2638 |
1.2586 |
| S2 |
1.2565 |
1.2565 |
1.2628 |
|
| S3 |
1.2457 |
1.2498 |
1.2618 |
|
| S4 |
1.2349 |
1.2390 |
1.2589 |
|
|
| 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 |
1.2621 |
0.0181 |
1.4% |
0.0121 |
1.0% |
15% |
False |
False |
92,979 |
| 10 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0106 |
0.8% |
47% |
False |
False |
72,957 |
| 20 |
1.2802 |
1.2468 |
0.0334 |
2.6% |
0.0096 |
0.8% |
54% |
False |
False |
37,491 |
| 40 |
1.2802 |
1.2085 |
0.0717 |
5.7% |
0.0088 |
0.7% |
79% |
False |
False |
18,842 |
| 60 |
1.2802 |
1.2061 |
0.0741 |
5.9% |
0.0085 |
0.7% |
79% |
False |
False |
12,615 |
| 80 |
1.2802 |
1.2061 |
0.0741 |
5.9% |
0.0073 |
0.6% |
79% |
False |
False |
9,518 |
| 100 |
1.2819 |
1.2061 |
0.0758 |
6.0% |
0.0068 |
0.5% |
77% |
False |
False |
7,616 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0063 |
0.5% |
56% |
False |
False |
6,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3198 |
|
2.618 |
1.3022 |
|
1.618 |
1.2914 |
|
1.000 |
1.2847 |
|
0.618 |
1.2806 |
|
HIGH |
1.2739 |
|
0.618 |
1.2698 |
|
0.500 |
1.2685 |
|
0.382 |
1.2672 |
|
LOW |
1.2631 |
|
0.618 |
1.2564 |
|
1.000 |
1.2523 |
|
1.618 |
1.2456 |
|
2.618 |
1.2348 |
|
4.250 |
1.2172 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2685 |
1.2700 |
| PP |
1.2673 |
1.2683 |
| S1 |
1.2660 |
1.2665 |
|