CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2138 |
1.2173 |
0.0035 |
0.3% |
1.2167 |
| High |
1.2175 |
1.2268 |
0.0093 |
0.8% |
1.2225 |
| Low |
1.2107 |
1.2159 |
0.0052 |
0.4% |
1.2102 |
| Close |
1.2169 |
1.2268 |
0.0099 |
0.8% |
1.2169 |
| Range |
0.0068 |
0.0109 |
0.0041 |
60.3% |
0.0123 |
| ATR |
0.0074 |
0.0076 |
0.0003 |
3.4% |
0.0000 |
| Volume |
28 |
110 |
82 |
292.9% |
176 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2559 |
1.2522 |
1.2328 |
|
| R3 |
1.2450 |
1.2413 |
1.2298 |
|
| R2 |
1.2341 |
1.2341 |
1.2288 |
|
| R1 |
1.2304 |
1.2304 |
1.2278 |
1.2323 |
| PP |
1.2232 |
1.2232 |
1.2232 |
1.2241 |
| S1 |
1.2195 |
1.2195 |
1.2258 |
1.2214 |
| S2 |
1.2123 |
1.2123 |
1.2248 |
|
| S3 |
1.2014 |
1.2086 |
1.2238 |
|
| S4 |
1.1905 |
1.1977 |
1.2208 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2534 |
1.2475 |
1.2237 |
|
| R3 |
1.2411 |
1.2352 |
1.2203 |
|
| R2 |
1.2288 |
1.2288 |
1.2192 |
|
| R1 |
1.2229 |
1.2229 |
1.2180 |
1.2259 |
| PP |
1.2165 |
1.2165 |
1.2165 |
1.2180 |
| S1 |
1.2106 |
1.2106 |
1.2158 |
1.2136 |
| S2 |
1.2042 |
1.2042 |
1.2146 |
|
| S3 |
1.1919 |
1.1983 |
1.2135 |
|
| S4 |
1.1796 |
1.1860 |
1.2101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2268 |
1.2102 |
0.0166 |
1.4% |
0.0074 |
0.6% |
100% |
True |
False |
51 |
| 10 |
1.2350 |
1.2102 |
0.0248 |
2.0% |
0.0077 |
0.6% |
67% |
False |
False |
37 |
| 20 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0075 |
0.6% |
72% |
False |
False |
161 |
| 40 |
1.2725 |
1.2061 |
0.0664 |
5.4% |
0.0055 |
0.5% |
31% |
False |
False |
190 |
| 60 |
1.2833 |
1.2061 |
0.0772 |
6.3% |
0.0052 |
0.4% |
27% |
False |
False |
129 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0049 |
0.4% |
20% |
False |
False |
98 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0044 |
0.4% |
20% |
False |
False |
79 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0039 |
0.3% |
20% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2731 |
|
2.618 |
1.2553 |
|
1.618 |
1.2444 |
|
1.000 |
1.2377 |
|
0.618 |
1.2335 |
|
HIGH |
1.2268 |
|
0.618 |
1.2226 |
|
0.500 |
1.2214 |
|
0.382 |
1.2201 |
|
LOW |
1.2159 |
|
0.618 |
1.2092 |
|
1.000 |
1.2050 |
|
1.618 |
1.1983 |
|
2.618 |
1.1874 |
|
4.250 |
1.1696 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2250 |
1.2240 |
| PP |
1.2232 |
1.2213 |
| S1 |
1.2214 |
1.2185 |
|