CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2167 |
1.2208 |
0.0041 |
0.3% |
1.2229 |
| High |
1.2225 |
1.2209 |
-0.0016 |
-0.1% |
1.2350 |
| Low |
1.2163 |
1.2160 |
-0.0003 |
0.0% |
1.2142 |
| Close |
1.2225 |
1.2189 |
-0.0036 |
-0.3% |
1.2148 |
| Range |
0.0062 |
0.0049 |
-0.0013 |
-21.0% |
0.0208 |
| ATR |
0.0075 |
0.0075 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
29 |
37 |
8 |
27.6% |
127 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2333 |
1.2310 |
1.2216 |
|
| R3 |
1.2284 |
1.2261 |
1.2202 |
|
| R2 |
1.2235 |
1.2235 |
1.2198 |
|
| R1 |
1.2212 |
1.2212 |
1.2193 |
1.2199 |
| PP |
1.2186 |
1.2186 |
1.2186 |
1.2180 |
| S1 |
1.2163 |
1.2163 |
1.2185 |
1.2150 |
| S2 |
1.2137 |
1.2137 |
1.2180 |
|
| S3 |
1.2088 |
1.2114 |
1.2176 |
|
| S4 |
1.2039 |
1.2065 |
1.2162 |
|
|
| 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% |
23% |
False |
False |
22 |
| 10 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0085 |
0.7% |
44% |
False |
False |
41 |
| 20 |
1.2418 |
1.2061 |
0.0357 |
2.9% |
0.0071 |
0.6% |
36% |
False |
False |
192 |
| 40 |
1.2768 |
1.2061 |
0.0707 |
5.8% |
0.0055 |
0.5% |
18% |
False |
False |
186 |
| 60 |
1.2988 |
1.2061 |
0.0927 |
7.6% |
0.0052 |
0.4% |
14% |
False |
False |
126 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0046 |
0.4% |
12% |
False |
False |
96 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0041 |
0.3% |
12% |
False |
False |
77 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0038 |
0.3% |
12% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2417 |
|
2.618 |
1.2337 |
|
1.618 |
1.2288 |
|
1.000 |
1.2258 |
|
0.618 |
1.2239 |
|
HIGH |
1.2209 |
|
0.618 |
1.2190 |
|
0.500 |
1.2185 |
|
0.382 |
1.2179 |
|
LOW |
1.2160 |
|
0.618 |
1.2130 |
|
1.000 |
1.2111 |
|
1.618 |
1.2081 |
|
2.618 |
1.2032 |
|
4.250 |
1.1952 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2188 |
1.2188 |
| PP |
1.2186 |
1.2187 |
| S1 |
1.2185 |
1.2187 |
|