CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2114 |
1.2129 |
0.0015 |
0.1% |
1.2168 |
| High |
1.2143 |
1.2167 |
0.0024 |
0.2% |
1.2292 |
| Low |
1.2072 |
1.2109 |
0.0037 |
0.3% |
1.2072 |
| Close |
1.2139 |
1.2117 |
-0.0022 |
-0.2% |
1.2117 |
| Range |
0.0071 |
0.0058 |
-0.0013 |
-18.3% |
0.0220 |
| ATR |
0.0093 |
0.0090 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
93,204 |
83,436 |
-9,768 |
-10.5% |
465,990 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2305 |
1.2269 |
1.2149 |
|
| R3 |
1.2247 |
1.2211 |
1.2133 |
|
| R2 |
1.2189 |
1.2189 |
1.2128 |
|
| R1 |
1.2153 |
1.2153 |
1.2122 |
1.2142 |
| PP |
1.2131 |
1.2131 |
1.2131 |
1.2126 |
| S1 |
1.2095 |
1.2095 |
1.2112 |
1.2084 |
| S2 |
1.2073 |
1.2073 |
1.2106 |
|
| S3 |
1.2015 |
1.2037 |
1.2101 |
|
| S4 |
1.1957 |
1.1979 |
1.2085 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2820 |
1.2689 |
1.2238 |
|
| R3 |
1.2600 |
1.2469 |
1.2178 |
|
| R2 |
1.2380 |
1.2380 |
1.2157 |
|
| R1 |
1.2249 |
1.2249 |
1.2137 |
1.2205 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2138 |
| S1 |
1.2029 |
1.2029 |
1.2097 |
1.1985 |
| S2 |
1.1940 |
1.1940 |
1.2077 |
|
| S3 |
1.1720 |
1.1809 |
1.2057 |
|
| S4 |
1.1500 |
1.1589 |
1.1996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2292 |
1.2072 |
0.0220 |
1.8% |
0.0090 |
0.7% |
20% |
False |
False |
93,198 |
| 10 |
1.2292 |
1.2072 |
0.0220 |
1.8% |
0.0086 |
0.7% |
20% |
False |
False |
91,921 |
| 20 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0096 |
0.8% |
25% |
False |
False |
99,952 |
| 40 |
1.2713 |
1.2043 |
0.0670 |
5.5% |
0.0088 |
0.7% |
11% |
False |
False |
90,617 |
| 60 |
1.2819 |
1.2043 |
0.0776 |
6.4% |
0.0088 |
0.7% |
10% |
False |
False |
60,657 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0089 |
0.7% |
7% |
False |
False |
45,588 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0086 |
0.7% |
7% |
False |
False |
36,613 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0077 |
0.6% |
7% |
False |
False |
30,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2414 |
|
2.618 |
1.2319 |
|
1.618 |
1.2261 |
|
1.000 |
1.2225 |
|
0.618 |
1.2203 |
|
HIGH |
1.2167 |
|
0.618 |
1.2145 |
|
0.500 |
1.2138 |
|
0.382 |
1.2131 |
|
LOW |
1.2109 |
|
0.618 |
1.2073 |
|
1.000 |
1.2051 |
|
1.618 |
1.2015 |
|
2.618 |
1.1957 |
|
4.250 |
1.1863 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2138 |
1.2126 |
| PP |
1.2131 |
1.2123 |
| S1 |
1.2124 |
1.2120 |
|