CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2143 |
1.2197 |
0.0054 |
0.4% |
1.2199 |
| High |
1.2200 |
1.2266 |
0.0066 |
0.5% |
1.2266 |
| Low |
1.2112 |
1.2110 |
-0.0002 |
0.0% |
1.2043 |
| Close |
1.2199 |
1.2251 |
0.0052 |
0.4% |
1.2251 |
| Range |
0.0088 |
0.0156 |
0.0068 |
77.3% |
0.0223 |
| ATR |
0.0087 |
0.0092 |
0.0005 |
5.6% |
0.0000 |
| Volume |
105,366 |
129,948 |
24,582 |
23.3% |
589,551 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2677 |
1.2620 |
1.2337 |
|
| R3 |
1.2521 |
1.2464 |
1.2294 |
|
| R2 |
1.2365 |
1.2365 |
1.2280 |
|
| R1 |
1.2308 |
1.2308 |
1.2265 |
1.2337 |
| PP |
1.2209 |
1.2209 |
1.2209 |
1.2223 |
| S1 |
1.2152 |
1.2152 |
1.2237 |
1.2181 |
| S2 |
1.2053 |
1.2053 |
1.2222 |
|
| S3 |
1.1897 |
1.1996 |
1.2208 |
|
| S4 |
1.1741 |
1.1840 |
1.2165 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2856 |
1.2776 |
1.2374 |
|
| R3 |
1.2633 |
1.2553 |
1.2312 |
|
| R2 |
1.2410 |
1.2410 |
1.2292 |
|
| R1 |
1.2330 |
1.2330 |
1.2271 |
1.2370 |
| PP |
1.2187 |
1.2187 |
1.2187 |
1.2207 |
| S1 |
1.2107 |
1.2107 |
1.2231 |
1.2147 |
| S2 |
1.1964 |
1.1964 |
1.2210 |
|
| S3 |
1.1741 |
1.1884 |
1.2190 |
|
| S4 |
1.1518 |
1.1661 |
1.2128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2266 |
1.2043 |
0.0223 |
1.8% |
0.0113 |
0.9% |
93% |
True |
False |
117,910 |
| 10 |
1.2277 |
1.2043 |
0.0234 |
1.9% |
0.0094 |
0.8% |
89% |
False |
False |
115,924 |
| 20 |
1.2548 |
1.2043 |
0.0505 |
4.1% |
0.0085 |
0.7% |
41% |
False |
False |
109,035 |
| 40 |
1.2797 |
1.2043 |
0.0754 |
6.2% |
0.0086 |
0.7% |
28% |
False |
False |
55,720 |
| 60 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0088 |
0.7% |
19% |
False |
False |
37,227 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0087 |
0.7% |
19% |
False |
False |
28,099 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0077 |
0.6% |
19% |
False |
False |
22,532 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0069 |
0.6% |
19% |
False |
False |
18,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2929 |
|
2.618 |
1.2674 |
|
1.618 |
1.2518 |
|
1.000 |
1.2422 |
|
0.618 |
1.2362 |
|
HIGH |
1.2266 |
|
0.618 |
1.2206 |
|
0.500 |
1.2188 |
|
0.382 |
1.2170 |
|
LOW |
1.2110 |
|
0.618 |
1.2014 |
|
1.000 |
1.1954 |
|
1.618 |
1.1858 |
|
2.618 |
1.1702 |
|
4.250 |
1.1447 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2230 |
1.2219 |
| PP |
1.2209 |
1.2187 |
| S1 |
1.2188 |
1.2155 |
|