CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2129 |
1.2130 |
0.0001 |
0.0% |
1.2168 |
| High |
1.2167 |
1.2179 |
0.0012 |
0.1% |
1.2292 |
| Low |
1.2109 |
1.2094 |
-0.0015 |
-0.1% |
1.2072 |
| Close |
1.2117 |
1.2166 |
0.0049 |
0.4% |
1.2117 |
| Range |
0.0058 |
0.0085 |
0.0027 |
46.6% |
0.0220 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
83,436 |
77,436 |
-6,000 |
-7.2% |
465,990 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2401 |
1.2369 |
1.2213 |
|
| R3 |
1.2316 |
1.2284 |
1.2189 |
|
| R2 |
1.2231 |
1.2231 |
1.2182 |
|
| R1 |
1.2199 |
1.2199 |
1.2174 |
1.2215 |
| PP |
1.2146 |
1.2146 |
1.2146 |
1.2155 |
| S1 |
1.2114 |
1.2114 |
1.2158 |
1.2130 |
| S2 |
1.2061 |
1.2061 |
1.2150 |
|
| S3 |
1.1976 |
1.2029 |
1.2143 |
|
| S4 |
1.1891 |
1.1944 |
1.2119 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2820 |
1.2689 |
1.2238 |
|
| R3 |
1.2600 |
1.2469 |
1.2178 |
|
| R2 |
1.2380 |
1.2380 |
1.2157 |
|
| R1 |
1.2249 |
1.2249 |
1.2137 |
1.2205 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2138 |
| S1 |
1.2029 |
1.2029 |
1.2097 |
1.1985 |
| S2 |
1.1940 |
1.1940 |
1.2077 |
|
| S3 |
1.1720 |
1.1809 |
1.2057 |
|
| S4 |
1.1500 |
1.1589 |
1.1996 |
|
|
| 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% |
0.0084 |
0.7% |
43% |
False |
False |
89,396 |
| 10 |
1.2292 |
1.2072 |
0.0220 |
1.8% |
0.0087 |
0.7% |
43% |
False |
False |
92,523 |
| 20 |
1.2342 |
1.2043 |
0.0299 |
2.5% |
0.0094 |
0.8% |
41% |
False |
False |
98,524 |
| 40 |
1.2641 |
1.2043 |
0.0598 |
4.9% |
0.0087 |
0.7% |
21% |
False |
False |
92,520 |
| 60 |
1.2819 |
1.2043 |
0.0776 |
6.4% |
0.0087 |
0.7% |
16% |
False |
False |
61,946 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0089 |
0.7% |
11% |
False |
False |
46,549 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0086 |
0.7% |
11% |
False |
False |
37,371 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0077 |
0.6% |
11% |
False |
False |
31,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2540 |
|
2.618 |
1.2402 |
|
1.618 |
1.2317 |
|
1.000 |
1.2264 |
|
0.618 |
1.2232 |
|
HIGH |
1.2179 |
|
0.618 |
1.2147 |
|
0.500 |
1.2137 |
|
0.382 |
1.2126 |
|
LOW |
1.2094 |
|
0.618 |
1.2041 |
|
1.000 |
1.2009 |
|
1.618 |
1.1956 |
|
2.618 |
1.1871 |
|
4.250 |
1.1733 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2156 |
1.2153 |
| PP |
1.2146 |
1.2139 |
| S1 |
1.2137 |
1.2126 |
|