CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2229 |
1.2167 |
-0.0062 |
-0.5% |
1.2229 |
| High |
1.2231 |
1.2225 |
-0.0006 |
0.0% |
1.2350 |
| Low |
1.2142 |
1.2163 |
0.0021 |
0.2% |
1.2142 |
| Close |
1.2148 |
1.2225 |
0.0077 |
0.6% |
1.2148 |
| Range |
0.0089 |
0.0062 |
-0.0027 |
-30.3% |
0.0208 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
0.2% |
0.0000 |
| Volume |
7 |
29 |
22 |
314.3% |
127 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2390 |
1.2370 |
1.2259 |
|
| R3 |
1.2328 |
1.2308 |
1.2242 |
|
| R2 |
1.2266 |
1.2266 |
1.2236 |
|
| R1 |
1.2246 |
1.2246 |
1.2231 |
1.2256 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2210 |
| S1 |
1.2184 |
1.2184 |
1.2219 |
1.2194 |
| S2 |
1.2142 |
1.2142 |
1.2214 |
|
| S3 |
1.2080 |
1.2122 |
1.2208 |
|
| S4 |
1.2018 |
1.2060 |
1.2191 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2837 |
1.2701 |
1.2262 |
|
| R3 |
1.2629 |
1.2493 |
1.2205 |
|
| R2 |
1.2421 |
1.2421 |
1.2186 |
|
| R1 |
1.2285 |
1.2285 |
1.2167 |
1.2249 |
| PP |
1.2213 |
1.2213 |
1.2213 |
1.2196 |
| S1 |
1.2077 |
1.2077 |
1.2129 |
1.2041 |
| S2 |
1.2005 |
1.2005 |
1.2110 |
|
| S3 |
1.1797 |
1.1869 |
1.2091 |
|
| S4 |
1.1589 |
1.1661 |
1.2034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2350 |
1.2142 |
0.0208 |
1.7% |
0.0081 |
0.7% |
40% |
False |
False |
24 |
| 10 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0083 |
0.7% |
57% |
False |
False |
50 |
| 20 |
1.2422 |
1.2061 |
0.0361 |
3.0% |
0.0070 |
0.6% |
45% |
False |
False |
208 |
| 40 |
1.2768 |
1.2061 |
0.0707 |
5.8% |
0.0054 |
0.4% |
23% |
False |
False |
185 |
| 60 |
1.2988 |
1.2061 |
0.0927 |
7.6% |
0.0052 |
0.4% |
18% |
False |
False |
125 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0046 |
0.4% |
16% |
False |
False |
95 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0041 |
0.3% |
16% |
False |
False |
77 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0037 |
0.3% |
16% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2489 |
|
2.618 |
1.2387 |
|
1.618 |
1.2325 |
|
1.000 |
1.2287 |
|
0.618 |
1.2263 |
|
HIGH |
1.2225 |
|
0.618 |
1.2201 |
|
0.500 |
1.2194 |
|
0.382 |
1.2187 |
|
LOW |
1.2163 |
|
0.618 |
1.2125 |
|
1.000 |
1.2101 |
|
1.618 |
1.2063 |
|
2.618 |
1.2001 |
|
4.250 |
1.1900 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2215 |
1.2235 |
| PP |
1.2204 |
1.2231 |
| S1 |
1.2194 |
1.2228 |
|