CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2093 |
1.2080 |
-0.0013 |
-0.1% |
1.2245 |
| High |
1.2106 |
1.2182 |
0.0076 |
0.6% |
1.2277 |
| Low |
1.2058 |
1.2043 |
-0.0015 |
-0.1% |
1.2115 |
| Close |
1.2091 |
1.2143 |
0.0052 |
0.4% |
1.2210 |
| Range |
0.0048 |
0.0139 |
0.0091 |
189.6% |
0.0162 |
| ATR |
0.0083 |
0.0087 |
0.0004 |
4.8% |
0.0000 |
| Volume |
112,416 |
135,840 |
23,424 |
20.8% |
569,692 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2540 |
1.2480 |
1.2219 |
|
| R3 |
1.2401 |
1.2341 |
1.2181 |
|
| R2 |
1.2262 |
1.2262 |
1.2168 |
|
| R1 |
1.2202 |
1.2202 |
1.2156 |
1.2232 |
| PP |
1.2123 |
1.2123 |
1.2123 |
1.2138 |
| S1 |
1.2063 |
1.2063 |
1.2130 |
1.2093 |
| S2 |
1.1984 |
1.1984 |
1.2118 |
|
| S3 |
1.1845 |
1.1924 |
1.2105 |
|
| S4 |
1.1706 |
1.1785 |
1.2067 |
|
|
| 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 |
1.2043 |
0.0234 |
1.9% |
0.0104 |
0.9% |
43% |
False |
True |
123,805 |
| 10 |
1.2347 |
1.2043 |
0.0304 |
2.5% |
0.0087 |
0.7% |
33% |
False |
True |
120,568 |
| 20 |
1.2548 |
1.2043 |
0.0505 |
4.2% |
0.0079 |
0.7% |
20% |
False |
True |
98,031 |
| 40 |
1.2819 |
1.2043 |
0.0776 |
6.4% |
0.0085 |
0.7% |
13% |
False |
True |
49,842 |
| 60 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0088 |
0.7% |
9% |
False |
True |
33,345 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0086 |
0.7% |
9% |
False |
True |
25,173 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0075 |
0.6% |
9% |
False |
True |
20,179 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0068 |
0.6% |
9% |
False |
True |
16,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2773 |
|
2.618 |
1.2546 |
|
1.618 |
1.2407 |
|
1.000 |
1.2321 |
|
0.618 |
1.2268 |
|
HIGH |
1.2182 |
|
0.618 |
1.2129 |
|
0.500 |
1.2113 |
|
0.382 |
1.2096 |
|
LOW |
1.2043 |
|
0.618 |
1.1957 |
|
1.000 |
1.1904 |
|
1.618 |
1.1818 |
|
2.618 |
1.1679 |
|
4.250 |
1.1452 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2133 |
1.2140 |
| PP |
1.2123 |
1.2137 |
| S1 |
1.2113 |
1.2134 |
|