CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2197 |
1.2202 |
0.0005 |
0.0% |
1.2199 |
| High |
1.2266 |
1.2250 |
-0.0016 |
-0.1% |
1.2266 |
| Low |
1.2110 |
1.2169 |
0.0059 |
0.5% |
1.2043 |
| Close |
1.2251 |
1.2239 |
-0.0012 |
-0.1% |
1.2251 |
| Range |
0.0156 |
0.0081 |
-0.0075 |
-48.1% |
0.0223 |
| ATR |
0.0092 |
0.0092 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
129,948 |
87,666 |
-42,282 |
-32.5% |
589,551 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2462 |
1.2432 |
1.2284 |
|
| R3 |
1.2381 |
1.2351 |
1.2261 |
|
| R2 |
1.2300 |
1.2300 |
1.2254 |
|
| R1 |
1.2270 |
1.2270 |
1.2246 |
1.2285 |
| PP |
1.2219 |
1.2219 |
1.2219 |
1.2227 |
| S1 |
1.2189 |
1.2189 |
1.2232 |
1.2204 |
| S2 |
1.2138 |
1.2138 |
1.2224 |
|
| S3 |
1.2057 |
1.2108 |
1.2217 |
|
| S4 |
1.1976 |
1.2027 |
1.2194 |
|
|
| 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% |
0.0102 |
0.8% |
88% |
False |
False |
114,247 |
| 10 |
1.2277 |
1.2043 |
0.0234 |
1.9% |
0.0096 |
0.8% |
84% |
False |
False |
117,309 |
| 20 |
1.2531 |
1.2043 |
0.0488 |
4.0% |
0.0085 |
0.7% |
40% |
False |
False |
111,420 |
| 40 |
1.2797 |
1.2043 |
0.0754 |
6.2% |
0.0086 |
0.7% |
26% |
False |
False |
57,905 |
| 60 |
1.3111 |
1.2043 |
0.1068 |
8.7% |
0.0089 |
0.7% |
18% |
False |
False |
38,686 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0088 |
0.7% |
18% |
False |
False |
29,186 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0077 |
0.6% |
18% |
False |
False |
23,409 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0070 |
0.6% |
18% |
False |
False |
19,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2594 |
|
2.618 |
1.2462 |
|
1.618 |
1.2381 |
|
1.000 |
1.2331 |
|
0.618 |
1.2300 |
|
HIGH |
1.2250 |
|
0.618 |
1.2219 |
|
0.500 |
1.2210 |
|
0.382 |
1.2200 |
|
LOW |
1.2169 |
|
0.618 |
1.2119 |
|
1.000 |
1.2088 |
|
1.618 |
1.2038 |
|
2.618 |
1.1957 |
|
4.250 |
1.1825 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2229 |
1.2222 |
| PP |
1.2219 |
1.2205 |
| S1 |
1.2210 |
1.2188 |
|