CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2210 |
1.2199 |
-0.0011 |
-0.1% |
1.2245 |
| High |
1.2277 |
1.2225 |
-0.0052 |
-0.4% |
1.2277 |
| Low |
1.2185 |
1.2091 |
-0.0094 |
-0.8% |
1.2115 |
| Close |
1.2210 |
1.2111 |
-0.0099 |
-0.8% |
1.2210 |
| Range |
0.0092 |
0.0134 |
0.0042 |
45.7% |
0.0162 |
| ATR |
0.0082 |
0.0086 |
0.0004 |
4.5% |
0.0000 |
| Volume |
134,361 |
105,981 |
-28,380 |
-21.1% |
569,692 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2544 |
1.2462 |
1.2185 |
|
| R3 |
1.2410 |
1.2328 |
1.2148 |
|
| R2 |
1.2276 |
1.2276 |
1.2136 |
|
| R1 |
1.2194 |
1.2194 |
1.2123 |
1.2168 |
| PP |
1.2142 |
1.2142 |
1.2142 |
1.2130 |
| S1 |
1.2060 |
1.2060 |
1.2099 |
1.2034 |
| S2 |
1.2008 |
1.2008 |
1.2086 |
|
| S3 |
1.1874 |
1.1926 |
1.2074 |
|
| S4 |
1.1740 |
1.1792 |
1.2037 |
|
|
| 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 |
1.2091 |
0.0186 |
1.5% |
0.0090 |
0.7% |
11% |
False |
True |
120,372 |
| 10 |
1.2425 |
1.2091 |
0.0334 |
2.8% |
0.0083 |
0.7% |
6% |
False |
True |
117,513 |
| 20 |
1.2641 |
1.2091 |
0.0550 |
4.5% |
0.0081 |
0.7% |
4% |
False |
True |
86,515 |
| 40 |
1.2819 |
1.2091 |
0.0728 |
6.0% |
0.0083 |
0.7% |
3% |
False |
True |
43,657 |
| 60 |
1.3133 |
1.2091 |
0.1042 |
8.6% |
0.0087 |
0.7% |
2% |
False |
True |
29,224 |
| 80 |
1.3133 |
1.2091 |
0.1042 |
8.6% |
0.0085 |
0.7% |
2% |
False |
True |
22,083 |
| 100 |
1.3133 |
1.2091 |
0.1042 |
8.6% |
0.0074 |
0.6% |
2% |
False |
True |
17,697 |
| 120 |
1.3133 |
1.2091 |
0.1042 |
8.6% |
0.0066 |
0.5% |
2% |
False |
True |
14,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2795 |
|
2.618 |
1.2576 |
|
1.618 |
1.2442 |
|
1.000 |
1.2359 |
|
0.618 |
1.2308 |
|
HIGH |
1.2225 |
|
0.618 |
1.2174 |
|
0.500 |
1.2158 |
|
0.382 |
1.2142 |
|
LOW |
1.2091 |
|
0.618 |
1.2008 |
|
1.000 |
1.1957 |
|
1.618 |
1.1874 |
|
2.618 |
1.1740 |
|
4.250 |
1.1522 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2158 |
1.2184 |
| PP |
1.2142 |
1.2160 |
| S1 |
1.2127 |
1.2135 |
|