CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2316 |
1.2180 |
-0.0136 |
-1.1% |
1.2202 |
| High |
1.2335 |
1.2229 |
-0.0106 |
-0.9% |
1.2342 |
| Low |
1.2176 |
1.2127 |
-0.0049 |
-0.4% |
1.2127 |
| Close |
1.2178 |
1.2139 |
-0.0039 |
-0.3% |
1.2139 |
| Range |
0.0159 |
0.0102 |
-0.0057 |
-35.8% |
0.0215 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
0.6% |
0.0000 |
| Volume |
103,872 |
101,084 |
-2,788 |
-2.7% |
490,271 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2471 |
1.2407 |
1.2195 |
|
| R3 |
1.2369 |
1.2305 |
1.2167 |
|
| R2 |
1.2267 |
1.2267 |
1.2158 |
|
| R1 |
1.2203 |
1.2203 |
1.2148 |
1.2184 |
| PP |
1.2165 |
1.2165 |
1.2165 |
1.2156 |
| S1 |
1.2101 |
1.2101 |
1.2130 |
1.2082 |
| S2 |
1.2063 |
1.2063 |
1.2120 |
|
| S3 |
1.1961 |
1.1999 |
1.2111 |
|
| S4 |
1.1859 |
1.1897 |
1.2083 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2848 |
1.2708 |
1.2257 |
|
| R3 |
1.2633 |
1.2493 |
1.2198 |
|
| R2 |
1.2418 |
1.2418 |
1.2178 |
|
| R1 |
1.2278 |
1.2278 |
1.2159 |
1.2241 |
| PP |
1.2203 |
1.2203 |
1.2203 |
1.2184 |
| S1 |
1.2063 |
1.2063 |
1.2119 |
1.2026 |
| S2 |
1.1988 |
1.1988 |
1.2100 |
|
| S3 |
1.1773 |
1.1848 |
1.2080 |
|
| S4 |
1.1558 |
1.1633 |
1.2021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2342 |
1.2127 |
0.0215 |
1.8% |
0.0099 |
0.8% |
6% |
False |
True |
98,054 |
| 10 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0106 |
0.9% |
32% |
False |
False |
107,982 |
| 20 |
1.2425 |
1.2043 |
0.0382 |
3.1% |
0.0090 |
0.7% |
25% |
False |
False |
110,561 |
| 40 |
1.2797 |
1.2043 |
0.0754 |
6.2% |
0.0089 |
0.7% |
13% |
False |
False |
67,938 |
| 60 |
1.2981 |
1.2043 |
0.0938 |
7.7% |
0.0089 |
0.7% |
10% |
False |
False |
45,376 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0088 |
0.7% |
9% |
False |
False |
34,159 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0081 |
0.7% |
9% |
False |
False |
27,435 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0072 |
0.6% |
9% |
False |
False |
22,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2663 |
|
2.618 |
1.2496 |
|
1.618 |
1.2394 |
|
1.000 |
1.2331 |
|
0.618 |
1.2292 |
|
HIGH |
1.2229 |
|
0.618 |
1.2190 |
|
0.500 |
1.2178 |
|
0.382 |
1.2166 |
|
LOW |
1.2127 |
|
0.618 |
1.2064 |
|
1.000 |
1.2025 |
|
1.618 |
1.1962 |
|
2.618 |
1.1860 |
|
4.250 |
1.1694 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2178 |
1.2235 |
| PP |
1.2165 |
1.2203 |
| S1 |
1.2152 |
1.2171 |
|