CME British Pound Future March 2024


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 1.2227 1.2178 -0.0049 -0.4% 1.2260
High 1.2278 1.2178 -0.0100 -0.8% 1.2278
Low 1.2199 1.2120 -0.0079 -0.6% 1.2134
Close 1.2218 1.2120 -0.0098 -0.8% 1.2218
Range 0.0079 0.0058 -0.0021 -26.6% 0.0144
ATR 0.0059 0.0062 0.0003 4.8% 0.0000
Volume 41 254 213 519.5% 2,364
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.2313 1.2275 1.2152
R3 1.2255 1.2217 1.2136
R2 1.2197 1.2197 1.2131
R1 1.2159 1.2159 1.2125 1.2149
PP 1.2139 1.2139 1.2139 1.2135
S1 1.2101 1.2101 1.2115 1.2091
S2 1.2081 1.2081 1.2109
S3 1.2023 1.2043 1.2104
S4 1.1965 1.1985 1.2088
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.2642 1.2574 1.2297
R3 1.2498 1.2430 1.2258
R2 1.2354 1.2354 1.2244
R1 1.2286 1.2286 1.2231 1.2248
PP 1.2210 1.2210 1.2210 1.2191
S1 1.2142 1.2142 1.2205 1.2104
S2 1.2066 1.2066 1.2192
S3 1.1922 1.1998 1.2178
S4 1.1778 1.1854 1.2139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2278 1.2120 0.0158 1.3% 0.0062 0.5% 0% False True 492
10 1.2422 1.2120 0.0302 2.5% 0.0058 0.5% 0% False True 367
20 1.2606 1.2120 0.0486 4.0% 0.0043 0.4% 0% False True 343
40 1.2784 1.2120 0.0664 5.5% 0.0042 0.3% 0% False True 174
60 1.3105 1.2120 0.0985 8.1% 0.0044 0.4% 0% False True 118
80 1.3105 1.2120 0.0985 8.1% 0.0038 0.3% 0% False True 90
100 1.3105 1.2120 0.0985 8.1% 0.0034 0.3% 0% False True 72
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2425
2.618 1.2330
1.618 1.2272
1.000 1.2236
0.618 1.2214
HIGH 1.2178
0.618 1.2156
0.500 1.2149
0.382 1.2142
LOW 1.2120
0.618 1.2084
1.000 1.2062
1.618 1.2026
2.618 1.1968
4.250 1.1874
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 1.2149 1.2199
PP 1.2139 1.2173
S1 1.2130 1.2146

These figures are updated between 7pm and 10pm EST after a trading day.

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