CME British Pound Future June 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 1.2173 1.2274 0.0101 0.8% 1.2229
High 1.2159 1.2274 0.0115 0.9% 1.2229
Low 1.2112 1.2274 0.0162 1.3% 1.2112
Close 1.2173 1.2274 0.0101 0.8% 1.2173
Range 0.0047 0.0000 -0.0047 -100.0% 0.0117
ATR 0.0047 0.0051 0.0004 8.1% 0.0000
Volume
Daily Pivots for day following 23-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.2274 1.2274 1.2274
R3 1.2274 1.2274 1.2274
R2 1.2274 1.2274 1.2274
R1 1.2274 1.2274 1.2274 1.2274
PP 1.2274 1.2274 1.2274 1.2274
S1 1.2274 1.2274 1.2274 1.2274
S2 1.2274 1.2274 1.2274
S3 1.2274 1.2274 1.2274
S4 1.2274 1.2274 1.2274
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.2522 1.2465 1.2237
R3 1.2405 1.2348 1.2205
R2 1.2288 1.2288 1.2194
R1 1.2231 1.2231 1.2184 1.2201
PP 1.2171 1.2171 1.2171 1.2157
S1 1.2114 1.2114 1.2162 1.2084
S2 1.2054 1.2054 1.2152
S3 1.1937 1.1997 1.2141
S4 1.1820 1.1880 1.2109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2274 1.2112 0.0162 1.3% 0.0014 0.1% 100% True False
10 1.2321 1.2112 0.0209 1.7% 0.0013 0.1% 78% False False
20 1.2321 1.2099 0.0222 1.8% 0.0011 0.1% 79% False False 3
40 1.2702 1.2099 0.0603 4.9% 0.0016 0.1% 29% False False 2
60 1.2817 1.2099 0.0718 5.8% 0.0018 0.1% 24% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2274
2.618 1.2274
1.618 1.2274
1.000 1.2274
0.618 1.2274
HIGH 1.2274
0.618 1.2274
0.500 1.2274
0.382 1.2274
LOW 1.2274
0.618 1.2274
1.000 1.2274
1.618 1.2274
2.618 1.2274
4.250 1.2274
Fisher Pivots for day following 23-Oct-2023
Pivot 1 day 3 day
R1 1.2274 1.2247
PP 1.2274 1.2220
S1 1.2274 1.2193

These figures are updated between 7pm and 10pm EST after a trading day.

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