CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2199 |
1.2093 |
-0.0106 |
-0.9% |
1.2245 |
| High |
1.2225 |
1.2106 |
-0.0119 |
-1.0% |
1.2277 |
| Low |
1.2091 |
1.2058 |
-0.0033 |
-0.3% |
1.2115 |
| Close |
1.2111 |
1.2091 |
-0.0020 |
-0.2% |
1.2210 |
| Range |
0.0134 |
0.0048 |
-0.0086 |
-64.2% |
0.0162 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
105,981 |
112,416 |
6,435 |
6.1% |
569,692 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2229 |
1.2208 |
1.2117 |
|
| R3 |
1.2181 |
1.2160 |
1.2104 |
|
| R2 |
1.2133 |
1.2133 |
1.2100 |
|
| R1 |
1.2112 |
1.2112 |
1.2095 |
1.2099 |
| PP |
1.2085 |
1.2085 |
1.2085 |
1.2078 |
| S1 |
1.2064 |
1.2064 |
1.2087 |
1.2051 |
| S2 |
1.2037 |
1.2037 |
1.2082 |
|
| S3 |
1.1989 |
1.2016 |
1.2078 |
|
| S4 |
1.1941 |
1.1968 |
1.2065 |
|
|
| 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 |
1.2058 |
0.0219 |
1.8% |
0.0087 |
0.7% |
15% |
False |
True |
126,656 |
| 10 |
1.2424 |
1.2058 |
0.0366 |
3.0% |
0.0083 |
0.7% |
9% |
False |
True |
122,316 |
| 20 |
1.2587 |
1.2058 |
0.0529 |
4.4% |
0.0077 |
0.6% |
6% |
False |
True |
91,739 |
| 40 |
1.2819 |
1.2058 |
0.0761 |
6.3% |
0.0083 |
0.7% |
4% |
False |
True |
46,453 |
| 60 |
1.3133 |
1.2058 |
0.1075 |
8.9% |
0.0087 |
0.7% |
3% |
False |
True |
31,084 |
| 80 |
1.3133 |
1.2058 |
0.1075 |
8.9% |
0.0085 |
0.7% |
3% |
False |
True |
23,488 |
| 100 |
1.3133 |
1.2058 |
0.1075 |
8.9% |
0.0075 |
0.6% |
3% |
False |
True |
18,821 |
| 120 |
1.3133 |
1.2058 |
0.1075 |
8.9% |
0.0067 |
0.6% |
3% |
False |
True |
15,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2310 |
|
2.618 |
1.2232 |
|
1.618 |
1.2184 |
|
1.000 |
1.2154 |
|
0.618 |
1.2136 |
|
HIGH |
1.2106 |
|
0.618 |
1.2088 |
|
0.500 |
1.2082 |
|
0.382 |
1.2076 |
|
LOW |
1.2058 |
|
0.618 |
1.2028 |
|
1.000 |
1.2010 |
|
1.618 |
1.1980 |
|
2.618 |
1.1932 |
|
4.250 |
1.1854 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2088 |
1.2168 |
| PP |
1.2085 |
1.2142 |
| S1 |
1.2082 |
1.2117 |
|