CME British Pound Future December 2023
Trading Metrics calculated at close of trading on 17-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
1.2152 |
1.2219 |
0.0067 |
0.6% |
1.2202 |
High |
1.2223 |
1.2221 |
-0.0002 |
0.0% |
1.2342 |
Low |
1.2146 |
1.2137 |
-0.0009 |
-0.1% |
1.2127 |
Close |
1.2216 |
1.2179 |
-0.0037 |
-0.3% |
1.2139 |
Range |
0.0077 |
0.0084 |
0.0007 |
9.1% |
0.0215 |
ATR |
0.0094 |
0.0093 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
71,420 |
98,474 |
27,054 |
37.9% |
490,271 |
|
Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2431 |
1.2389 |
1.2225 |
|
R3 |
1.2347 |
1.2305 |
1.2202 |
|
R2 |
1.2263 |
1.2263 |
1.2194 |
|
R1 |
1.2221 |
1.2221 |
1.2187 |
1.2200 |
PP |
1.2179 |
1.2179 |
1.2179 |
1.2169 |
S1 |
1.2137 |
1.2137 |
1.2171 |
1.2116 |
S2 |
1.2095 |
1.2095 |
1.2164 |
|
S3 |
1.2011 |
1.2053 |
1.2156 |
|
S4 |
1.1927 |
1.1969 |
1.2133 |
|
|
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% |
24% |
False |
False |
94,571 |
10 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0104 |
0.9% |
45% |
False |
False |
103,131 |
20 |
1.2424 |
1.2043 |
0.0381 |
3.1% |
0.0093 |
0.8% |
36% |
False |
False |
112,723 |
40 |
1.2797 |
1.2043 |
0.0754 |
6.2% |
0.0090 |
0.7% |
18% |
False |
False |
72,155 |
60 |
1.2981 |
1.2043 |
0.0938 |
7.7% |
0.0089 |
0.7% |
14% |
False |
False |
48,192 |
80 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0088 |
0.7% |
12% |
False |
False |
36,263 |
100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0082 |
0.7% |
12% |
False |
False |
29,133 |
120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0074 |
0.6% |
12% |
False |
False |
24,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2578 |
2.618 |
1.2441 |
1.618 |
1.2357 |
1.000 |
1.2305 |
0.618 |
1.2273 |
HIGH |
1.2221 |
0.618 |
1.2189 |
0.500 |
1.2179 |
0.382 |
1.2169 |
LOW |
1.2137 |
0.618 |
1.2085 |
1.000 |
1.2053 |
1.618 |
1.2001 |
2.618 |
1.1917 |
4.250 |
1.1780 |
|
|
Fisher Pivots for day following 17-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
1.2179 |
1.2179 |
PP |
1.2179 |
1.2178 |
S1 |
1.2179 |
1.2178 |
|