CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2145 |
1.2168 |
0.0023 |
0.2% |
1.2152 |
| High |
1.2173 |
1.2262 |
0.0089 |
0.7% |
1.2223 |
| Low |
1.2097 |
1.2146 |
0.0049 |
0.4% |
1.2094 |
| Close |
1.2160 |
1.2259 |
0.0099 |
0.8% |
1.2160 |
| Range |
0.0076 |
0.0116 |
0.0040 |
52.6% |
0.0129 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
1.9% |
0.0000 |
| Volume |
80,779 |
96,444 |
15,665 |
19.4% |
453,229 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2570 |
1.2531 |
1.2323 |
|
| R3 |
1.2454 |
1.2415 |
1.2291 |
|
| R2 |
1.2338 |
1.2338 |
1.2280 |
|
| R1 |
1.2299 |
1.2299 |
1.2270 |
1.2319 |
| PP |
1.2222 |
1.2222 |
1.2222 |
1.2232 |
| S1 |
1.2183 |
1.2183 |
1.2248 |
1.2203 |
| S2 |
1.2106 |
1.2106 |
1.2238 |
|
| S3 |
1.1990 |
1.2067 |
1.2227 |
|
| S4 |
1.1874 |
1.1951 |
1.2195 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2482 |
1.2231 |
|
| R3 |
1.2417 |
1.2353 |
1.2195 |
|
| R2 |
1.2288 |
1.2288 |
1.2184 |
|
| R1 |
1.2224 |
1.2224 |
1.2172 |
1.2256 |
| PP |
1.2159 |
1.2159 |
1.2159 |
1.2175 |
| S1 |
1.2095 |
1.2095 |
1.2148 |
1.2127 |
| S2 |
1.2030 |
1.2030 |
1.2136 |
|
| S3 |
1.1901 |
1.1966 |
1.2125 |
|
| S4 |
1.1772 |
1.1837 |
1.2089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2262 |
1.2094 |
0.0168 |
1.4% |
0.0090 |
0.7% |
98% |
True |
False |
95,650 |
| 10 |
1.2342 |
1.2094 |
0.0248 |
2.0% |
0.0094 |
0.8% |
67% |
False |
False |
95,227 |
| 20 |
1.2342 |
1.2043 |
0.0299 |
2.4% |
0.0095 |
0.8% |
72% |
False |
False |
106,268 |
| 40 |
1.2744 |
1.2043 |
0.0701 |
5.7% |
0.0088 |
0.7% |
31% |
False |
False |
81,527 |
| 60 |
1.2867 |
1.2043 |
0.0824 |
6.7% |
0.0087 |
0.7% |
26% |
False |
False |
54,511 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0089 |
0.7% |
20% |
False |
False |
41,004 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0084 |
0.7% |
20% |
False |
False |
32,924 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0075 |
0.6% |
20% |
False |
False |
27,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2755 |
|
2.618 |
1.2566 |
|
1.618 |
1.2450 |
|
1.000 |
1.2378 |
|
0.618 |
1.2334 |
|
HIGH |
1.2262 |
|
0.618 |
1.2218 |
|
0.500 |
1.2204 |
|
0.382 |
1.2190 |
|
LOW |
1.2146 |
|
0.618 |
1.2074 |
|
1.000 |
1.2030 |
|
1.618 |
1.1958 |
|
2.618 |
1.1842 |
|
4.250 |
1.1653 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2241 |
1.2232 |
| PP |
1.2222 |
1.2205 |
| S1 |
1.2204 |
1.2178 |
|