CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2143 |
1.2210 |
0.0067 |
0.6% |
1.2245 |
| High |
1.2229 |
1.2277 |
0.0048 |
0.4% |
1.2277 |
| Low |
1.2124 |
1.2185 |
0.0061 |
0.5% |
1.2115 |
| Close |
1.2199 |
1.2210 |
0.0011 |
0.1% |
1.2210 |
| Range |
0.0105 |
0.0092 |
-0.0013 |
-12.4% |
0.0162 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
0.9% |
0.0000 |
| Volume |
130,430 |
134,361 |
3,931 |
3.0% |
569,692 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2500 |
1.2447 |
1.2261 |
|
| R3 |
1.2408 |
1.2355 |
1.2235 |
|
| R2 |
1.2316 |
1.2316 |
1.2227 |
|
| R1 |
1.2263 |
1.2263 |
1.2218 |
1.2256 |
| PP |
1.2224 |
1.2224 |
1.2224 |
1.2221 |
| S1 |
1.2171 |
1.2171 |
1.2202 |
1.2164 |
| S2 |
1.2132 |
1.2132 |
1.2193 |
|
| S3 |
1.2040 |
1.2079 |
1.2185 |
|
| S4 |
1.1948 |
1.1987 |
1.2159 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2610 |
1.2299 |
|
| R3 |
1.2525 |
1.2448 |
1.2255 |
|
| R2 |
1.2363 |
1.2363 |
1.2240 |
|
| R1 |
1.2286 |
1.2286 |
1.2225 |
1.2244 |
| PP |
1.2201 |
1.2201 |
1.2201 |
1.2179 |
| S1 |
1.2124 |
1.2124 |
1.2195 |
1.2082 |
| S2 |
1.2039 |
1.2039 |
1.2180 |
|
| S3 |
1.1877 |
1.1962 |
1.2165 |
|
| S4 |
1.1715 |
1.1800 |
1.2121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2277 |
1.2115 |
0.0162 |
1.3% |
0.0075 |
0.6% |
59% |
True |
False |
113,938 |
| 10 |
1.2425 |
1.2115 |
0.0310 |
2.5% |
0.0074 |
0.6% |
31% |
False |
False |
113,140 |
| 20 |
1.2713 |
1.2115 |
0.0598 |
4.9% |
0.0081 |
0.7% |
16% |
False |
False |
81,282 |
| 40 |
1.2819 |
1.2115 |
0.0704 |
5.8% |
0.0083 |
0.7% |
13% |
False |
False |
41,010 |
| 60 |
1.3133 |
1.2115 |
0.1018 |
8.3% |
0.0087 |
0.7% |
9% |
False |
False |
27,467 |
| 80 |
1.3133 |
1.2115 |
0.1018 |
8.3% |
0.0083 |
0.7% |
9% |
False |
False |
20,779 |
| 100 |
1.3133 |
1.2115 |
0.1018 |
8.3% |
0.0073 |
0.6% |
9% |
False |
False |
16,637 |
| 120 |
1.3133 |
1.2115 |
0.1018 |
8.3% |
0.0065 |
0.5% |
9% |
False |
False |
13,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2668 |
|
2.618 |
1.2518 |
|
1.618 |
1.2426 |
|
1.000 |
1.2369 |
|
0.618 |
1.2334 |
|
HIGH |
1.2277 |
|
0.618 |
1.2242 |
|
0.500 |
1.2231 |
|
0.382 |
1.2220 |
|
LOW |
1.2185 |
|
0.618 |
1.2128 |
|
1.000 |
1.2093 |
|
1.618 |
1.2036 |
|
2.618 |
1.1944 |
|
4.250 |
1.1794 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2231 |
1.2205 |
| PP |
1.2224 |
1.2201 |
| S1 |
1.2217 |
1.2196 |
|