CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2252 |
1.2163 |
-0.0089 |
-0.7% |
1.2152 |
| High |
1.2292 |
1.2179 |
-0.0113 |
-0.9% |
1.2223 |
| Low |
1.2157 |
1.2110 |
-0.0047 |
-0.4% |
1.2094 |
| Close |
1.2165 |
1.2119 |
-0.0046 |
-0.4% |
1.2160 |
| Range |
0.0135 |
0.0069 |
-0.0066 |
-48.9% |
0.0129 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
98,987 |
93,919 |
-5,068 |
-5.1% |
453,229 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2343 |
1.2300 |
1.2157 |
|
| R3 |
1.2274 |
1.2231 |
1.2138 |
|
| R2 |
1.2205 |
1.2205 |
1.2132 |
|
| R1 |
1.2162 |
1.2162 |
1.2125 |
1.2149 |
| PP |
1.2136 |
1.2136 |
1.2136 |
1.2130 |
| S1 |
1.2093 |
1.2093 |
1.2113 |
1.2080 |
| S2 |
1.2067 |
1.2067 |
1.2106 |
|
| S3 |
1.1998 |
1.2024 |
1.2100 |
|
| S4 |
1.1929 |
1.1955 |
1.2081 |
|
|
| 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% |
0.0099 |
0.8% |
13% |
False |
False |
97,094 |
| 10 |
1.2335 |
1.2094 |
0.0241 |
2.0% |
0.0099 |
0.8% |
10% |
False |
False |
94,753 |
| 20 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0099 |
0.8% |
25% |
False |
False |
104,359 |
| 40 |
1.2744 |
1.2043 |
0.0701 |
5.8% |
0.0090 |
0.7% |
11% |
False |
False |
86,274 |
| 60 |
1.2819 |
1.2043 |
0.0776 |
6.4% |
0.0089 |
0.7% |
10% |
False |
False |
57,720 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0090 |
0.7% |
7% |
False |
False |
43,410 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0085 |
0.7% |
7% |
False |
False |
34,853 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0076 |
0.6% |
7% |
False |
False |
29,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2472 |
|
2.618 |
1.2360 |
|
1.618 |
1.2291 |
|
1.000 |
1.2248 |
|
0.618 |
1.2222 |
|
HIGH |
1.2179 |
|
0.618 |
1.2153 |
|
0.500 |
1.2145 |
|
0.382 |
1.2136 |
|
LOW |
1.2110 |
|
0.618 |
1.2067 |
|
1.000 |
1.2041 |
|
1.618 |
1.1998 |
|
2.618 |
1.1929 |
|
4.250 |
1.1817 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2145 |
1.2201 |
| PP |
1.2136 |
1.2174 |
| S1 |
1.2128 |
1.2146 |
|