CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2219 |
1.2188 |
-0.0031 |
-0.3% |
1.2202 |
| High |
1.2221 |
1.2215 |
-0.0006 |
0.0% |
1.2342 |
| Low |
1.2137 |
1.2141 |
0.0004 |
0.0% |
1.2127 |
| Close |
1.2179 |
1.2148 |
-0.0031 |
-0.3% |
1.2139 |
| Range |
0.0084 |
0.0074 |
-0.0010 |
-11.9% |
0.0215 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
98,474 |
87,211 |
-11,263 |
-11.4% |
490,271 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2390 |
1.2343 |
1.2189 |
|
| R3 |
1.2316 |
1.2269 |
1.2168 |
|
| R2 |
1.2242 |
1.2242 |
1.2162 |
|
| R1 |
1.2195 |
1.2195 |
1.2155 |
1.2182 |
| PP |
1.2168 |
1.2168 |
1.2168 |
1.2161 |
| S1 |
1.2121 |
1.2121 |
1.2141 |
1.2108 |
| S2 |
1.2094 |
1.2094 |
1.2134 |
|
| S3 |
1.2020 |
1.2047 |
1.2128 |
|
| S4 |
1.1946 |
1.1973 |
1.2107 |
|
|
| 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 |
1.2335 |
1.2127 |
0.0208 |
1.7% |
0.0099 |
0.8% |
10% |
False |
False |
92,412 |
| 10 |
1.2342 |
1.2110 |
0.0232 |
1.9% |
0.0097 |
0.8% |
16% |
False |
False |
98,269 |
| 20 |
1.2347 |
1.2043 |
0.0304 |
2.5% |
0.0092 |
0.8% |
35% |
False |
False |
109,418 |
| 40 |
1.2755 |
1.2043 |
0.0712 |
5.9% |
0.0090 |
0.7% |
15% |
False |
False |
74,310 |
| 60 |
1.2981 |
1.2043 |
0.0938 |
7.7% |
0.0089 |
0.7% |
11% |
False |
False |
49,645 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0088 |
0.7% |
10% |
False |
False |
37,352 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0083 |
0.7% |
10% |
False |
False |
30,004 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0074 |
0.6% |
10% |
False |
False |
25,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2530 |
|
2.618 |
1.2409 |
|
1.618 |
1.2335 |
|
1.000 |
1.2289 |
|
0.618 |
1.2261 |
|
HIGH |
1.2215 |
|
0.618 |
1.2187 |
|
0.500 |
1.2178 |
|
0.382 |
1.2169 |
|
LOW |
1.2141 |
|
0.618 |
1.2095 |
|
1.000 |
1.2067 |
|
1.618 |
1.2021 |
|
2.618 |
1.1947 |
|
4.250 |
1.1827 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2178 |
1.2180 |
| PP |
1.2168 |
1.2169 |
| S1 |
1.2158 |
1.2159 |
|