CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2168 |
1.2252 |
0.0084 |
0.7% |
1.2152 |
| High |
1.2262 |
1.2292 |
0.0030 |
0.2% |
1.2223 |
| Low |
1.2146 |
1.2157 |
0.0011 |
0.1% |
1.2094 |
| Close |
1.2259 |
1.2165 |
-0.0094 |
-0.8% |
1.2160 |
| Range |
0.0116 |
0.0135 |
0.0019 |
16.4% |
0.0129 |
| ATR |
0.0093 |
0.0096 |
0.0003 |
3.2% |
0.0000 |
| Volume |
96,444 |
98,987 |
2,543 |
2.6% |
453,229 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2610 |
1.2522 |
1.2239 |
|
| R3 |
1.2475 |
1.2387 |
1.2202 |
|
| R2 |
1.2340 |
1.2340 |
1.2190 |
|
| R1 |
1.2252 |
1.2252 |
1.2177 |
1.2229 |
| PP |
1.2205 |
1.2205 |
1.2205 |
1.2193 |
| S1 |
1.2117 |
1.2117 |
1.2153 |
1.2094 |
| S2 |
1.2070 |
1.2070 |
1.2140 |
|
| S3 |
1.1935 |
1.1982 |
1.2128 |
|
| S4 |
1.1800 |
1.1847 |
1.2091 |
|
|
| 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 |
1.2292 |
1.2094 |
0.0198 |
1.6% |
0.0100 |
0.8% |
36% |
True |
False |
95,753 |
| 10 |
1.2342 |
1.2094 |
0.0248 |
2.0% |
0.0100 |
0.8% |
29% |
False |
False |
95,162 |
| 20 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0099 |
0.8% |
41% |
False |
False |
107,168 |
| 40 |
1.2744 |
1.2043 |
0.0701 |
5.8% |
0.0090 |
0.7% |
17% |
False |
False |
83,999 |
| 60 |
1.2828 |
1.2043 |
0.0785 |
6.5% |
0.0089 |
0.7% |
16% |
False |
False |
56,160 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0089 |
0.7% |
11% |
False |
False |
42,239 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0085 |
0.7% |
11% |
False |
False |
33,914 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0076 |
0.6% |
11% |
False |
False |
28,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2866 |
|
2.618 |
1.2645 |
|
1.618 |
1.2510 |
|
1.000 |
1.2427 |
|
0.618 |
1.2375 |
|
HIGH |
1.2292 |
|
0.618 |
1.2240 |
|
0.500 |
1.2225 |
|
0.382 |
1.2209 |
|
LOW |
1.2157 |
|
0.618 |
1.2074 |
|
1.000 |
1.2022 |
|
1.618 |
1.1939 |
|
2.618 |
1.1804 |
|
4.250 |
1.1583 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2225 |
1.2195 |
| PP |
1.2205 |
1.2185 |
| S1 |
1.2185 |
1.2175 |
|