CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2119 |
1.2166 |
0.0047 |
0.4% |
1.2173 |
| High |
1.2176 |
1.2213 |
0.0037 |
0.3% |
1.2299 |
| Low |
1.2105 |
1.2142 |
0.0037 |
0.3% |
1.2085 |
| Close |
1.2176 |
1.2164 |
-0.0012 |
-0.1% |
1.2126 |
| Range |
0.0071 |
0.0071 |
0.0000 |
0.0% |
0.0214 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
49 |
171 |
122 |
249.0% |
538 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2386 |
1.2346 |
1.2203 |
|
| R3 |
1.2315 |
1.2275 |
1.2184 |
|
| R2 |
1.2244 |
1.2244 |
1.2177 |
|
| R1 |
1.2204 |
1.2204 |
1.2171 |
1.2189 |
| PP |
1.2173 |
1.2173 |
1.2173 |
1.2165 |
| S1 |
1.2133 |
1.2133 |
1.2157 |
1.2118 |
| S2 |
1.2102 |
1.2102 |
1.2151 |
|
| S3 |
1.2031 |
1.2062 |
1.2144 |
|
| S4 |
1.1960 |
1.1991 |
1.2125 |
|
|
| 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 |
1.2213 |
1.2085 |
0.0128 |
1.1% |
0.0060 |
0.5% |
62% |
True |
False |
102 |
| 10 |
1.2299 |
1.2085 |
0.0214 |
1.8% |
0.0074 |
0.6% |
37% |
False |
False |
86 |
| 20 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0079 |
0.7% |
36% |
False |
False |
63 |
| 40 |
1.2514 |
1.2061 |
0.0453 |
3.7% |
0.0060 |
0.5% |
23% |
False |
False |
206 |
| 60 |
1.2782 |
1.2061 |
0.0721 |
5.9% |
0.0055 |
0.5% |
14% |
False |
False |
139 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0052 |
0.4% |
10% |
False |
False |
106 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0046 |
0.4% |
10% |
False |
False |
86 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0042 |
0.3% |
10% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2515 |
|
2.618 |
1.2399 |
|
1.618 |
1.2328 |
|
1.000 |
1.2284 |
|
0.618 |
1.2257 |
|
HIGH |
1.2213 |
|
0.618 |
1.2186 |
|
0.500 |
1.2178 |
|
0.382 |
1.2169 |
|
LOW |
1.2142 |
|
0.618 |
1.2098 |
|
1.000 |
1.2071 |
|
1.618 |
1.2027 |
|
2.618 |
1.1956 |
|
4.250 |
1.1840 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2178 |
1.2162 |
| PP |
1.2173 |
1.2161 |
| S1 |
1.2169 |
1.2159 |
|