CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2202 |
1.2246 |
0.0044 |
0.4% |
1.2199 |
| High |
1.2250 |
1.2297 |
0.0047 |
0.4% |
1.2266 |
| Low |
1.2169 |
1.2217 |
0.0048 |
0.4% |
1.2043 |
| Close |
1.2239 |
1.2284 |
0.0045 |
0.4% |
1.2251 |
| Range |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0223 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
87,666 |
99,642 |
11,976 |
13.7% |
589,551 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2506 |
1.2475 |
1.2328 |
|
| R3 |
1.2426 |
1.2395 |
1.2306 |
|
| R2 |
1.2346 |
1.2346 |
1.2299 |
|
| R1 |
1.2315 |
1.2315 |
1.2291 |
1.2331 |
| PP |
1.2266 |
1.2266 |
1.2266 |
1.2274 |
| S1 |
1.2235 |
1.2235 |
1.2277 |
1.2251 |
| S2 |
1.2186 |
1.2186 |
1.2269 |
|
| S3 |
1.2106 |
1.2155 |
1.2262 |
|
| S4 |
1.2026 |
1.2075 |
1.2240 |
|
|
| 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 |
1.2297 |
1.2043 |
0.0254 |
2.1% |
0.0109 |
0.9% |
95% |
True |
False |
111,692 |
| 10 |
1.2297 |
1.2043 |
0.0254 |
2.1% |
0.0098 |
0.8% |
95% |
True |
False |
119,174 |
| 20 |
1.2513 |
1.2043 |
0.0470 |
3.8% |
0.0086 |
0.7% |
51% |
False |
False |
113,548 |
| 40 |
1.2797 |
1.2043 |
0.0754 |
6.1% |
0.0086 |
0.7% |
32% |
False |
False |
60,392 |
| 60 |
1.3111 |
1.2043 |
0.1068 |
8.7% |
0.0089 |
0.7% |
23% |
False |
False |
40,337 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0087 |
0.7% |
22% |
False |
False |
30,384 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0078 |
0.6% |
22% |
False |
False |
24,405 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0070 |
0.6% |
22% |
False |
False |
20,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2637 |
|
2.618 |
1.2506 |
|
1.618 |
1.2426 |
|
1.000 |
1.2377 |
|
0.618 |
1.2346 |
|
HIGH |
1.2297 |
|
0.618 |
1.2266 |
|
0.500 |
1.2257 |
|
0.382 |
1.2248 |
|
LOW |
1.2217 |
|
0.618 |
1.2168 |
|
1.000 |
1.2137 |
|
1.618 |
1.2088 |
|
2.618 |
1.2008 |
|
4.250 |
1.1877 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2275 |
1.2257 |
| PP |
1.2266 |
1.2230 |
| S1 |
1.2257 |
1.2204 |
|