CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2180 |
1.2152 |
-0.0028 |
-0.2% |
1.2202 |
| High |
1.2229 |
1.2223 |
-0.0006 |
0.0% |
1.2342 |
| Low |
1.2127 |
1.2146 |
0.0019 |
0.2% |
1.2127 |
| Close |
1.2139 |
1.2216 |
0.0077 |
0.6% |
1.2139 |
| Range |
0.0102 |
0.0077 |
-0.0025 |
-24.5% |
0.0215 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
101,084 |
71,420 |
-29,664 |
-29.3% |
490,271 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2426 |
1.2398 |
1.2258 |
|
| R3 |
1.2349 |
1.2321 |
1.2237 |
|
| R2 |
1.2272 |
1.2272 |
1.2230 |
|
| R1 |
1.2244 |
1.2244 |
1.2223 |
1.2258 |
| PP |
1.2195 |
1.2195 |
1.2195 |
1.2202 |
| S1 |
1.2167 |
1.2167 |
1.2209 |
1.2181 |
| S2 |
1.2118 |
1.2118 |
1.2202 |
|
| S3 |
1.2041 |
1.2090 |
1.2195 |
|
| S4 |
1.1964 |
1.2013 |
1.2174 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2848 |
1.2708 |
1.2257 |
|
| R3 |
1.2633 |
1.2493 |
1.2198 |
|
| R2 |
1.2418 |
1.2418 |
1.2178 |
|
| R1 |
1.2278 |
1.2278 |
1.2159 |
1.2241 |
| PP |
1.2203 |
1.2203 |
1.2203 |
1.2184 |
| S1 |
1.2063 |
1.2063 |
1.2119 |
1.2026 |
| S2 |
1.1988 |
1.1988 |
1.2100 |
|
| S3 |
1.1773 |
1.1848 |
1.2080 |
|
| S4 |
1.1558 |
1.1633 |
1.2021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2342 |
1.2127 |
0.0215 |
1.8% |
0.0098 |
0.8% |
41% |
False |
False |
94,805 |
| 10 |
1.2342 |
1.2043 |
0.0299 |
2.4% |
0.0100 |
0.8% |
58% |
False |
False |
104,526 |
| 20 |
1.2425 |
1.2043 |
0.0382 |
3.1% |
0.0092 |
0.8% |
45% |
False |
False |
111,019 |
| 40 |
1.2797 |
1.2043 |
0.0754 |
6.2% |
0.0089 |
0.7% |
23% |
False |
False |
69,700 |
| 60 |
1.2981 |
1.2043 |
0.0938 |
7.7% |
0.0089 |
0.7% |
18% |
False |
False |
46,562 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0087 |
0.7% |
16% |
False |
False |
35,047 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0081 |
0.7% |
16% |
False |
False |
28,149 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0073 |
0.6% |
16% |
False |
False |
23,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2550 |
|
2.618 |
1.2425 |
|
1.618 |
1.2348 |
|
1.000 |
1.2300 |
|
0.618 |
1.2271 |
|
HIGH |
1.2223 |
|
0.618 |
1.2194 |
|
0.500 |
1.2185 |
|
0.382 |
1.2175 |
|
LOW |
1.2146 |
|
0.618 |
1.2098 |
|
1.000 |
1.2069 |
|
1.618 |
1.2021 |
|
2.618 |
1.1944 |
|
4.250 |
1.1819 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2206 |
1.2231 |
| PP |
1.2195 |
1.2226 |
| S1 |
1.2185 |
1.2221 |
|