CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2119 |
1.2119 |
0.0000 |
0.0% |
1.2173 |
| High |
1.2167 |
1.2176 |
0.0009 |
0.1% |
1.2299 |
| Low |
1.2119 |
1.2105 |
-0.0014 |
-0.1% |
1.2085 |
| Close |
1.2126 |
1.2176 |
0.0050 |
0.4% |
1.2126 |
| Range |
0.0048 |
0.0071 |
0.0023 |
47.9% |
0.0214 |
| ATR |
0.0075 |
0.0074 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
27 |
49 |
22 |
81.5% |
538 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2365 |
1.2342 |
1.2215 |
|
| R3 |
1.2294 |
1.2271 |
1.2196 |
|
| R2 |
1.2223 |
1.2223 |
1.2189 |
|
| R1 |
1.2200 |
1.2200 |
1.2183 |
1.2212 |
| PP |
1.2152 |
1.2152 |
1.2152 |
1.2158 |
| S1 |
1.2129 |
1.2129 |
1.2169 |
1.2141 |
| S2 |
1.2081 |
1.2081 |
1.2163 |
|
| S3 |
1.2010 |
1.2058 |
1.2156 |
|
| S4 |
1.1939 |
1.1987 |
1.2137 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2812 |
1.2683 |
1.2244 |
|
| R3 |
1.2598 |
1.2469 |
1.2185 |
|
| R2 |
1.2384 |
1.2384 |
1.2165 |
|
| R1 |
1.2255 |
1.2255 |
1.2146 |
1.2213 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2149 |
| S1 |
1.2041 |
1.2041 |
1.2106 |
1.1999 |
| S2 |
1.1956 |
1.1956 |
1.2087 |
|
| S3 |
1.1742 |
1.1827 |
1.2067 |
|
| S4 |
1.1528 |
1.1613 |
1.2008 |
|
|
| 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% |
0.0070 |
0.6% |
43% |
False |
False |
95 |
| 10 |
1.2299 |
1.2085 |
0.0214 |
1.8% |
0.0072 |
0.6% |
43% |
False |
False |
73 |
| 20 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0077 |
0.6% |
40% |
False |
False |
61 |
| 40 |
1.2606 |
1.2061 |
0.0545 |
4.5% |
0.0060 |
0.5% |
21% |
False |
False |
202 |
| 60 |
1.2784 |
1.2061 |
0.0723 |
5.9% |
0.0054 |
0.4% |
16% |
False |
False |
136 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0052 |
0.4% |
11% |
False |
False |
104 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0046 |
0.4% |
11% |
False |
False |
84 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0042 |
0.3% |
11% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2478 |
|
2.618 |
1.2362 |
|
1.618 |
1.2291 |
|
1.000 |
1.2247 |
|
0.618 |
1.2220 |
|
HIGH |
1.2176 |
|
0.618 |
1.2149 |
|
0.500 |
1.2141 |
|
0.382 |
1.2132 |
|
LOW |
1.2105 |
|
0.618 |
1.2061 |
|
1.000 |
1.2034 |
|
1.618 |
1.1990 |
|
2.618 |
1.1919 |
|
4.250 |
1.1803 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2164 |
1.2161 |
| PP |
1.2152 |
1.2146 |
| S1 |
1.2141 |
1.2131 |
|