CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2246 |
1.2292 |
0.0046 |
0.4% |
1.2199 |
| High |
1.2297 |
1.2342 |
0.0045 |
0.4% |
1.2266 |
| Low |
1.2217 |
1.2271 |
0.0054 |
0.4% |
1.2043 |
| Close |
1.2284 |
1.2309 |
0.0025 |
0.2% |
1.2251 |
| Range |
0.0080 |
0.0071 |
-0.0009 |
-11.3% |
0.0223 |
| ATR |
0.0091 |
0.0089 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
99,642 |
98,007 |
-1,635 |
-1.6% |
589,551 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2520 |
1.2486 |
1.2348 |
|
| R3 |
1.2449 |
1.2415 |
1.2329 |
|
| R2 |
1.2378 |
1.2378 |
1.2322 |
|
| R1 |
1.2344 |
1.2344 |
1.2316 |
1.2361 |
| PP |
1.2307 |
1.2307 |
1.2307 |
1.2316 |
| S1 |
1.2273 |
1.2273 |
1.2302 |
1.2290 |
| S2 |
1.2236 |
1.2236 |
1.2296 |
|
| S3 |
1.2165 |
1.2202 |
1.2289 |
|
| S4 |
1.2094 |
1.2131 |
1.2270 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2856 |
1.2776 |
1.2374 |
|
| R3 |
1.2633 |
1.2553 |
1.2312 |
|
| R2 |
1.2410 |
1.2410 |
1.2292 |
|
| R1 |
1.2330 |
1.2330 |
1.2271 |
1.2370 |
| PP |
1.2187 |
1.2187 |
1.2187 |
1.2207 |
| S1 |
1.2107 |
1.2107 |
1.2231 |
1.2147 |
| S2 |
1.1964 |
1.1964 |
1.2210 |
|
| S3 |
1.1741 |
1.1884 |
1.2190 |
|
| S4 |
1.1518 |
1.1661 |
1.2128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2342 |
1.2110 |
0.0232 |
1.9% |
0.0095 |
0.8% |
86% |
True |
False |
104,125 |
| 10 |
1.2342 |
1.2043 |
0.0299 |
2.4% |
0.0099 |
0.8% |
89% |
True |
False |
113,965 |
| 20 |
1.2507 |
1.2043 |
0.0464 |
3.8% |
0.0086 |
0.7% |
57% |
False |
False |
110,735 |
| 40 |
1.2797 |
1.2043 |
0.0754 |
6.1% |
0.0086 |
0.7% |
35% |
False |
False |
62,831 |
| 60 |
1.3018 |
1.2043 |
0.0975 |
7.9% |
0.0089 |
0.7% |
27% |
False |
False |
41,967 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0087 |
0.7% |
24% |
False |
False |
31,608 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0079 |
0.6% |
24% |
False |
False |
25,385 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0071 |
0.6% |
24% |
False |
False |
21,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2644 |
|
2.618 |
1.2528 |
|
1.618 |
1.2457 |
|
1.000 |
1.2413 |
|
0.618 |
1.2386 |
|
HIGH |
1.2342 |
|
0.618 |
1.2315 |
|
0.500 |
1.2307 |
|
0.382 |
1.2298 |
|
LOW |
1.2271 |
|
0.618 |
1.2227 |
|
1.000 |
1.2200 |
|
1.618 |
1.2156 |
|
2.618 |
1.2085 |
|
4.250 |
1.1969 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2308 |
1.2291 |
| PP |
1.2307 |
1.2273 |
| S1 |
1.2307 |
1.2256 |
|