CME British Pound Future December 2023


Trading Metrics calculated at close of trading on 02-Oct-2023
Day Change Summary
Previous Current
29-Sep-2023 02-Oct-2023 Change Change % Previous Week
Open 1.2210 1.2199 -0.0011 -0.1% 1.2245
High 1.2277 1.2225 -0.0052 -0.4% 1.2277
Low 1.2185 1.2091 -0.0094 -0.8% 1.2115
Close 1.2210 1.2111 -0.0099 -0.8% 1.2210
Range 0.0092 0.0134 0.0042 45.7% 0.0162
ATR 0.0082 0.0086 0.0004 4.5% 0.0000
Volume 134,361 105,981 -28,380 -21.1% 569,692
Daily Pivots for day following 02-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.2544 1.2462 1.2185
R3 1.2410 1.2328 1.2148
R2 1.2276 1.2276 1.2136
R1 1.2194 1.2194 1.2123 1.2168
PP 1.2142 1.2142 1.2142 1.2130
S1 1.2060 1.2060 1.2099 1.2034
S2 1.2008 1.2008 1.2086
S3 1.1874 1.1926 1.2074
S4 1.1740 1.1792 1.2037
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 1.2687 1.2610 1.2299
R3 1.2525 1.2448 1.2255
R2 1.2363 1.2363 1.2240
R1 1.2286 1.2286 1.2225 1.2244
PP 1.2201 1.2201 1.2201 1.2179
S1 1.2124 1.2124 1.2195 1.2082
S2 1.2039 1.2039 1.2180
S3 1.1877 1.1962 1.2165
S4 1.1715 1.1800 1.2121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2277 1.2091 0.0186 1.5% 0.0090 0.7% 11% False True 120,372
10 1.2425 1.2091 0.0334 2.8% 0.0083 0.7% 6% False True 117,513
20 1.2641 1.2091 0.0550 4.5% 0.0081 0.7% 4% False True 86,515
40 1.2819 1.2091 0.0728 6.0% 0.0083 0.7% 3% False True 43,657
60 1.3133 1.2091 0.1042 8.6% 0.0087 0.7% 2% False True 29,224
80 1.3133 1.2091 0.1042 8.6% 0.0085 0.7% 2% False True 22,083
100 1.3133 1.2091 0.1042 8.6% 0.0074 0.6% 2% False True 17,697
120 1.3133 1.2091 0.1042 8.6% 0.0066 0.5% 2% False True 14,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.2795
2.618 1.2576
1.618 1.2442
1.000 1.2359
0.618 1.2308
HIGH 1.2225
0.618 1.2174
0.500 1.2158
0.382 1.2142
LOW 1.2091
0.618 1.2008
1.000 1.1957
1.618 1.1874
2.618 1.1740
4.250 1.1522
Fisher Pivots for day following 02-Oct-2023
Pivot 1 day 3 day
R1 1.2158 1.2184
PP 1.2142 1.2160
S1 1.2127 1.2135

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

View Archives - Comment on this page... - Back to Index of Symbols