CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2178 |
1.2104 |
-0.0074 |
-0.6% |
1.2260 |
| High |
1.2178 |
1.2105 |
-0.0073 |
-0.6% |
1.2278 |
| Low |
1.2120 |
1.2074 |
-0.0046 |
-0.4% |
1.2134 |
| Close |
1.2120 |
1.2099 |
-0.0021 |
-0.2% |
1.2218 |
| Range |
0.0058 |
0.0031 |
-0.0027 |
-46.6% |
0.0144 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
254 |
128 |
-126 |
-49.6% |
2,364 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2186 |
1.2173 |
1.2116 |
|
| R3 |
1.2155 |
1.2142 |
1.2108 |
|
| R2 |
1.2124 |
1.2124 |
1.2105 |
|
| R1 |
1.2111 |
1.2111 |
1.2102 |
1.2102 |
| PP |
1.2093 |
1.2093 |
1.2093 |
1.2088 |
| S1 |
1.2080 |
1.2080 |
1.2096 |
1.2071 |
| S2 |
1.2062 |
1.2062 |
1.2093 |
|
| S3 |
1.2031 |
1.2049 |
1.2090 |
|
| S4 |
1.2000 |
1.2018 |
1.2082 |
|
|
| 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 |
1.2074 |
0.0204 |
1.7% |
0.0057 |
0.5% |
12% |
False |
True |
486 |
| 10 |
1.2418 |
1.2074 |
0.0344 |
2.8% |
0.0057 |
0.5% |
7% |
False |
True |
344 |
| 20 |
1.2514 |
1.2074 |
0.0440 |
3.6% |
0.0041 |
0.3% |
6% |
False |
True |
349 |
| 40 |
1.2782 |
1.2074 |
0.0708 |
5.9% |
0.0043 |
0.4% |
4% |
False |
True |
177 |
| 60 |
1.3105 |
1.2074 |
0.1031 |
8.5% |
0.0043 |
0.4% |
2% |
False |
True |
120 |
| 80 |
1.3105 |
1.2074 |
0.1031 |
8.5% |
0.0038 |
0.3% |
2% |
False |
True |
91 |
| 100 |
1.3105 |
1.2074 |
0.1031 |
8.5% |
0.0035 |
0.3% |
2% |
False |
True |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2237 |
|
2.618 |
1.2186 |
|
1.618 |
1.2155 |
|
1.000 |
1.2136 |
|
0.618 |
1.2124 |
|
HIGH |
1.2105 |
|
0.618 |
1.2093 |
|
0.500 |
1.2090 |
|
0.382 |
1.2086 |
|
LOW |
1.2074 |
|
0.618 |
1.2055 |
|
1.000 |
1.2043 |
|
1.618 |
1.2024 |
|
2.618 |
1.1993 |
|
4.250 |
1.1942 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2096 |
1.2176 |
| PP |
1.2093 |
1.2150 |
| S1 |
1.2090 |
1.2125 |
|