CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2163 |
1.2114 |
-0.0049 |
-0.4% |
1.2152 |
| High |
1.2179 |
1.2143 |
-0.0036 |
-0.3% |
1.2223 |
| Low |
1.2110 |
1.2072 |
-0.0038 |
-0.3% |
1.2094 |
| Close |
1.2119 |
1.2139 |
0.0020 |
0.2% |
1.2160 |
| Range |
0.0069 |
0.0071 |
0.0002 |
2.9% |
0.0129 |
| ATR |
0.0094 |
0.0093 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
93,919 |
93,204 |
-715 |
-0.8% |
453,229 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2331 |
1.2306 |
1.2178 |
|
| R3 |
1.2260 |
1.2235 |
1.2159 |
|
| R2 |
1.2189 |
1.2189 |
1.2152 |
|
| R1 |
1.2164 |
1.2164 |
1.2146 |
1.2177 |
| PP |
1.2118 |
1.2118 |
1.2118 |
1.2124 |
| S1 |
1.2093 |
1.2093 |
1.2132 |
1.2106 |
| S2 |
1.2047 |
1.2047 |
1.2126 |
|
| S3 |
1.1976 |
1.2022 |
1.2119 |
|
| S4 |
1.1905 |
1.1951 |
1.2100 |
|
|
| 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 |
1.2072 |
0.0220 |
1.8% |
0.0093 |
0.8% |
30% |
False |
True |
92,666 |
| 10 |
1.2292 |
1.2072 |
0.0220 |
1.8% |
0.0091 |
0.7% |
30% |
False |
True |
93,686 |
| 20 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0098 |
0.8% |
32% |
False |
False |
102,498 |
| 40 |
1.2725 |
1.2043 |
0.0682 |
5.6% |
0.0089 |
0.7% |
14% |
False |
False |
88,566 |
| 60 |
1.2819 |
1.2043 |
0.0776 |
6.4% |
0.0088 |
0.7% |
12% |
False |
False |
59,271 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0090 |
0.7% |
9% |
False |
False |
44,571 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0085 |
0.7% |
9% |
False |
False |
35,779 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0076 |
0.6% |
9% |
False |
False |
29,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2445 |
|
2.618 |
1.2329 |
|
1.618 |
1.2258 |
|
1.000 |
1.2214 |
|
0.618 |
1.2187 |
|
HIGH |
1.2143 |
|
0.618 |
1.2116 |
|
0.500 |
1.2108 |
|
0.382 |
1.2099 |
|
LOW |
1.2072 |
|
0.618 |
1.2028 |
|
1.000 |
1.2001 |
|
1.618 |
1.1957 |
|
2.618 |
1.1886 |
|
4.250 |
1.1770 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2129 |
1.2182 |
| PP |
1.2118 |
1.2168 |
| S1 |
1.2108 |
1.2153 |
|