CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2143 |
1.2145 |
0.0002 |
0.0% |
1.2152 |
| High |
1.2195 |
1.2173 |
-0.0022 |
-0.2% |
1.2223 |
| Low |
1.2094 |
1.2097 |
0.0003 |
0.0% |
1.2094 |
| Close |
1.2146 |
1.2160 |
0.0014 |
0.1% |
1.2160 |
| Range |
0.0101 |
0.0076 |
-0.0025 |
-24.8% |
0.0129 |
| ATR |
0.0093 |
0.0091 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
115,345 |
80,779 |
-34,566 |
-30.0% |
453,229 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2371 |
1.2342 |
1.2202 |
|
| R3 |
1.2295 |
1.2266 |
1.2181 |
|
| R2 |
1.2219 |
1.2219 |
1.2174 |
|
| R1 |
1.2190 |
1.2190 |
1.2167 |
1.2205 |
| PP |
1.2143 |
1.2143 |
1.2143 |
1.2151 |
| S1 |
1.2114 |
1.2114 |
1.2153 |
1.2129 |
| S2 |
1.2067 |
1.2067 |
1.2146 |
|
| S3 |
1.1991 |
1.2038 |
1.2139 |
|
| S4 |
1.1915 |
1.1962 |
1.2118 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2546 |
1.2482 |
1.2231 |
|
| R3 |
1.2417 |
1.2353 |
1.2195 |
|
| R2 |
1.2288 |
1.2288 |
1.2184 |
|
| R1 |
1.2224 |
1.2224 |
1.2172 |
1.2256 |
| PP |
1.2159 |
1.2159 |
1.2159 |
1.2175 |
| S1 |
1.2095 |
1.2095 |
1.2148 |
1.2127 |
| S2 |
1.2030 |
1.2030 |
1.2136 |
|
| S3 |
1.1901 |
1.1966 |
1.2125 |
|
| S4 |
1.1772 |
1.1837 |
1.2089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2223 |
1.2094 |
0.0129 |
1.1% |
0.0082 |
0.7% |
51% |
False |
False |
90,645 |
| 10 |
1.2342 |
1.2094 |
0.0248 |
2.0% |
0.0091 |
0.7% |
27% |
False |
False |
94,350 |
| 20 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0092 |
0.8% |
39% |
False |
False |
105,137 |
| 40 |
1.2744 |
1.2043 |
0.0701 |
5.8% |
0.0088 |
0.7% |
17% |
False |
False |
79,133 |
| 60 |
1.2883 |
1.2043 |
0.0840 |
6.9% |
0.0087 |
0.7% |
14% |
False |
False |
52,907 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0088 |
0.7% |
11% |
False |
False |
39,801 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0084 |
0.7% |
11% |
False |
False |
31,965 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0074 |
0.6% |
11% |
False |
False |
26,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2496 |
|
2.618 |
1.2372 |
|
1.618 |
1.2296 |
|
1.000 |
1.2249 |
|
0.618 |
1.2220 |
|
HIGH |
1.2173 |
|
0.618 |
1.2144 |
|
0.500 |
1.2135 |
|
0.382 |
1.2126 |
|
LOW |
1.2097 |
|
0.618 |
1.2050 |
|
1.000 |
1.2021 |
|
1.618 |
1.1974 |
|
2.618 |
1.1898 |
|
4.250 |
1.1774 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2152 |
1.2158 |
| PP |
1.2143 |
1.2156 |
| S1 |
1.2135 |
1.2155 |
|