CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2170 |
1.2118 |
-0.0052 |
-0.4% |
1.2167 |
| High |
1.2170 |
1.2151 |
-0.0019 |
-0.2% |
1.2225 |
| Low |
1.2128 |
1.2085 |
-0.0043 |
-0.4% |
1.2102 |
| Close |
1.2128 |
1.2148 |
0.0020 |
0.2% |
1.2169 |
| Range |
0.0042 |
0.0066 |
0.0024 |
57.1% |
0.0123 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
233 |
30 |
-203 |
-87.1% |
176 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2326 |
1.2303 |
1.2184 |
|
| R3 |
1.2260 |
1.2237 |
1.2166 |
|
| R2 |
1.2194 |
1.2194 |
1.2160 |
|
| R1 |
1.2171 |
1.2171 |
1.2154 |
1.2183 |
| PP |
1.2128 |
1.2128 |
1.2128 |
1.2134 |
| S1 |
1.2105 |
1.2105 |
1.2142 |
1.2117 |
| S2 |
1.2062 |
1.2062 |
1.2136 |
|
| S3 |
1.1996 |
1.2039 |
1.2130 |
|
| S4 |
1.1930 |
1.1973 |
1.2112 |
|
|
| 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 |
1.2299 |
1.2085 |
0.0214 |
1.8% |
0.0082 |
0.7% |
29% |
False |
True |
107 |
| 10 |
1.2299 |
1.2085 |
0.0214 |
1.8% |
0.0075 |
0.6% |
29% |
False |
True |
69 |
| 20 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0078 |
0.6% |
30% |
False |
False |
72 |
| 40 |
1.2702 |
1.2061 |
0.0641 |
5.3% |
0.0061 |
0.5% |
14% |
False |
False |
200 |
| 60 |
1.2789 |
1.2061 |
0.0728 |
6.0% |
0.0054 |
0.4% |
12% |
False |
False |
136 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0052 |
0.4% |
8% |
False |
False |
103 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0045 |
0.4% |
8% |
False |
False |
83 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0041 |
0.3% |
8% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2432 |
|
2.618 |
1.2324 |
|
1.618 |
1.2258 |
|
1.000 |
1.2217 |
|
0.618 |
1.2192 |
|
HIGH |
1.2151 |
|
0.618 |
1.2126 |
|
0.500 |
1.2118 |
|
0.382 |
1.2110 |
|
LOW |
1.2085 |
|
0.618 |
1.2044 |
|
1.000 |
1.2019 |
|
1.618 |
1.1978 |
|
2.618 |
1.1912 |
|
4.250 |
1.1805 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2138 |
1.2192 |
| PP |
1.2128 |
1.2177 |
| S1 |
1.2118 |
1.2163 |
|