CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2292 |
1.2316 |
0.0024 |
0.2% |
1.2199 |
| High |
1.2342 |
1.2335 |
-0.0007 |
-0.1% |
1.2266 |
| Low |
1.2271 |
1.2176 |
-0.0095 |
-0.8% |
1.2043 |
| Close |
1.2309 |
1.2178 |
-0.0131 |
-1.1% |
1.2251 |
| Range |
0.0071 |
0.0159 |
0.0088 |
123.9% |
0.0223 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
5.6% |
0.0000 |
| Volume |
98,007 |
103,872 |
5,865 |
6.0% |
589,551 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2707 |
1.2601 |
1.2265 |
|
| R3 |
1.2548 |
1.2442 |
1.2222 |
|
| R2 |
1.2389 |
1.2389 |
1.2207 |
|
| R1 |
1.2283 |
1.2283 |
1.2193 |
1.2257 |
| PP |
1.2230 |
1.2230 |
1.2230 |
1.2216 |
| S1 |
1.2124 |
1.2124 |
1.2163 |
1.2098 |
| S2 |
1.2071 |
1.2071 |
1.2149 |
|
| S3 |
1.1912 |
1.1965 |
1.2134 |
|
| S4 |
1.1753 |
1.1806 |
1.2091 |
|
|
| 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 |
1.2342 |
1.2110 |
0.0232 |
1.9% |
0.0109 |
0.9% |
29% |
False |
False |
103,827 |
| 10 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0105 |
0.9% |
45% |
False |
False |
111,309 |
| 20 |
1.2446 |
1.2043 |
0.0403 |
3.3% |
0.0088 |
0.7% |
33% |
False |
False |
110,848 |
| 40 |
1.2797 |
1.2043 |
0.0754 |
6.2% |
0.0089 |
0.7% |
18% |
False |
False |
65,424 |
| 60 |
1.2981 |
1.2043 |
0.0938 |
7.7% |
0.0089 |
0.7% |
14% |
False |
False |
43,693 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0088 |
0.7% |
12% |
False |
False |
32,897 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0080 |
0.7% |
12% |
False |
False |
26,424 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0071 |
0.6% |
12% |
False |
False |
22,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3011 |
|
2.618 |
1.2751 |
|
1.618 |
1.2592 |
|
1.000 |
1.2494 |
|
0.618 |
1.2433 |
|
HIGH |
1.2335 |
|
0.618 |
1.2274 |
|
0.500 |
1.2256 |
|
0.382 |
1.2237 |
|
LOW |
1.2176 |
|
0.618 |
1.2078 |
|
1.000 |
1.2017 |
|
1.618 |
1.1919 |
|
2.618 |
1.1760 |
|
4.250 |
1.1500 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2256 |
1.2259 |
| PP |
1.2230 |
1.2232 |
| S1 |
1.2204 |
1.2205 |
|