CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2080 |
1.2143 |
0.0063 |
0.5% |
1.2245 |
| High |
1.2182 |
1.2200 |
0.0018 |
0.1% |
1.2277 |
| Low |
1.2043 |
1.2112 |
0.0069 |
0.6% |
1.2115 |
| Close |
1.2143 |
1.2199 |
0.0056 |
0.5% |
1.2210 |
| Range |
0.0139 |
0.0088 |
-0.0051 |
-36.7% |
0.0162 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.0% |
0.0000 |
| Volume |
135,840 |
105,366 |
-30,474 |
-22.4% |
569,692 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2434 |
1.2405 |
1.2247 |
|
| R3 |
1.2346 |
1.2317 |
1.2223 |
|
| R2 |
1.2258 |
1.2258 |
1.2215 |
|
| R1 |
1.2229 |
1.2229 |
1.2207 |
1.2244 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2178 |
| S1 |
1.2141 |
1.2141 |
1.2191 |
1.2156 |
| S2 |
1.2082 |
1.2082 |
1.2183 |
|
| S3 |
1.1994 |
1.2053 |
1.2175 |
|
| S4 |
1.1906 |
1.1965 |
1.2151 |
|
|
| 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 |
1.2043 |
0.0234 |
1.9% |
0.0100 |
0.8% |
67% |
False |
False |
118,792 |
| 10 |
1.2299 |
1.2043 |
0.0256 |
2.1% |
0.0085 |
0.7% |
61% |
False |
False |
114,346 |
| 20 |
1.2548 |
1.2043 |
0.0505 |
4.1% |
0.0081 |
0.7% |
31% |
False |
False |
102,878 |
| 40 |
1.2819 |
1.2043 |
0.0776 |
6.4% |
0.0086 |
0.7% |
20% |
False |
False |
52,475 |
| 60 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0088 |
0.7% |
14% |
False |
False |
35,088 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0086 |
0.7% |
14% |
False |
False |
26,479 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0075 |
0.6% |
14% |
False |
False |
21,232 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0068 |
0.6% |
14% |
False |
False |
17,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2574 |
|
2.618 |
1.2430 |
|
1.618 |
1.2342 |
|
1.000 |
1.2288 |
|
0.618 |
1.2254 |
|
HIGH |
1.2200 |
|
0.618 |
1.2166 |
|
0.500 |
1.2156 |
|
0.382 |
1.2146 |
|
LOW |
1.2112 |
|
0.618 |
1.2058 |
|
1.000 |
1.2024 |
|
1.618 |
1.1970 |
|
2.618 |
1.1882 |
|
4.250 |
1.1738 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2185 |
1.2173 |
| PP |
1.2170 |
1.2147 |
| S1 |
1.2156 |
1.2122 |
|