CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2130 |
1.2171 |
0.0041 |
0.3% |
1.2168 |
| High |
1.2179 |
1.2205 |
0.0026 |
0.2% |
1.2292 |
| Low |
1.2094 |
1.2123 |
0.0029 |
0.2% |
1.2072 |
| Close |
1.2166 |
1.2154 |
-0.0012 |
-0.1% |
1.2117 |
| Range |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0220 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
77,436 |
91,019 |
13,583 |
17.5% |
465,990 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2407 |
1.2362 |
1.2199 |
|
| R3 |
1.2325 |
1.2280 |
1.2177 |
|
| R2 |
1.2243 |
1.2243 |
1.2169 |
|
| R1 |
1.2198 |
1.2198 |
1.2162 |
1.2180 |
| PP |
1.2161 |
1.2161 |
1.2161 |
1.2151 |
| S1 |
1.2116 |
1.2116 |
1.2146 |
1.2098 |
| S2 |
1.2079 |
1.2079 |
1.2139 |
|
| S3 |
1.1997 |
1.2034 |
1.2131 |
|
| S4 |
1.1915 |
1.1952 |
1.2109 |
|
|
| 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 |
1.2205 |
1.2072 |
0.0133 |
1.1% |
0.0073 |
0.6% |
62% |
True |
False |
87,802 |
| 10 |
1.2292 |
1.2072 |
0.0220 |
1.8% |
0.0087 |
0.7% |
37% |
False |
False |
91,778 |
| 20 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0095 |
0.8% |
37% |
False |
False |
97,454 |
| 40 |
1.2587 |
1.2043 |
0.0544 |
4.5% |
0.0086 |
0.7% |
20% |
False |
False |
94,597 |
| 60 |
1.2819 |
1.2043 |
0.0776 |
6.4% |
0.0087 |
0.7% |
14% |
False |
False |
63,454 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0089 |
0.7% |
10% |
False |
False |
47,677 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0087 |
0.7% |
10% |
False |
False |
38,281 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0078 |
0.6% |
10% |
False |
False |
31,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2554 |
|
2.618 |
1.2420 |
|
1.618 |
1.2338 |
|
1.000 |
1.2287 |
|
0.618 |
1.2256 |
|
HIGH |
1.2205 |
|
0.618 |
1.2174 |
|
0.500 |
1.2164 |
|
0.382 |
1.2154 |
|
LOW |
1.2123 |
|
0.618 |
1.2072 |
|
1.000 |
1.2041 |
|
1.618 |
1.1990 |
|
2.618 |
1.1908 |
|
4.250 |
1.1775 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2164 |
1.2153 |
| PP |
1.2161 |
1.2151 |
| S1 |
1.2157 |
1.2150 |
|