CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2188 |
1.2143 |
-0.0045 |
-0.4% |
1.2202 |
| High |
1.2215 |
1.2195 |
-0.0020 |
-0.2% |
1.2342 |
| Low |
1.2141 |
1.2094 |
-0.0047 |
-0.4% |
1.2127 |
| Close |
1.2148 |
1.2146 |
-0.0002 |
0.0% |
1.2139 |
| Range |
0.0074 |
0.0101 |
0.0027 |
36.5% |
0.0215 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
0.7% |
0.0000 |
| Volume |
87,211 |
115,345 |
28,134 |
32.3% |
490,271 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2448 |
1.2398 |
1.2202 |
|
| R3 |
1.2347 |
1.2297 |
1.2174 |
|
| R2 |
1.2246 |
1.2246 |
1.2165 |
|
| R1 |
1.2196 |
1.2196 |
1.2155 |
1.2221 |
| PP |
1.2145 |
1.2145 |
1.2145 |
1.2158 |
| S1 |
1.2095 |
1.2095 |
1.2137 |
1.2120 |
| S2 |
1.2044 |
1.2044 |
1.2127 |
|
| S3 |
1.1943 |
1.1994 |
1.2118 |
|
| S4 |
1.1842 |
1.1893 |
1.2090 |
|
|
| 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 |
1.2229 |
1.2094 |
0.0135 |
1.1% |
0.0088 |
0.7% |
39% |
False |
True |
94,706 |
| 10 |
1.2342 |
1.2094 |
0.0248 |
2.0% |
0.0099 |
0.8% |
21% |
False |
True |
99,266 |
| 20 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0092 |
0.8% |
34% |
False |
False |
106,806 |
| 40 |
1.2744 |
1.2043 |
0.0701 |
5.8% |
0.0089 |
0.7% |
15% |
False |
False |
77,130 |
| 60 |
1.2981 |
1.2043 |
0.0938 |
7.7% |
0.0089 |
0.7% |
11% |
False |
False |
51,565 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0089 |
0.7% |
9% |
False |
False |
38,793 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0083 |
0.7% |
9% |
False |
False |
31,158 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0074 |
0.6% |
9% |
False |
False |
25,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2624 |
|
2.618 |
1.2459 |
|
1.618 |
1.2358 |
|
1.000 |
1.2296 |
|
0.618 |
1.2257 |
|
HIGH |
1.2195 |
|
0.618 |
1.2156 |
|
0.500 |
1.2145 |
|
0.382 |
1.2133 |
|
LOW |
1.2094 |
|
0.618 |
1.2032 |
|
1.000 |
1.1993 |
|
1.618 |
1.1931 |
|
2.618 |
1.1830 |
|
4.250 |
1.1665 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2146 |
1.2158 |
| PP |
1.2145 |
1.2154 |
| S1 |
1.2145 |
1.2150 |
|