CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2152 |
1.2227 |
0.0075 |
0.6% |
1.2260 |
| High |
1.2225 |
1.2278 |
0.0053 |
0.4% |
1.2278 |
| Low |
1.2151 |
1.2199 |
0.0048 |
0.4% |
1.2134 |
| Close |
1.2207 |
1.2218 |
0.0011 |
0.1% |
1.2218 |
| Range |
0.0074 |
0.0079 |
0.0005 |
6.8% |
0.0144 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
2.7% |
0.0000 |
| Volume |
1,376 |
41 |
-1,335 |
-97.0% |
2,364 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2469 |
1.2422 |
1.2261 |
|
| R3 |
1.2390 |
1.2343 |
1.2240 |
|
| R2 |
1.2311 |
1.2311 |
1.2232 |
|
| R1 |
1.2264 |
1.2264 |
1.2225 |
1.2248 |
| PP |
1.2232 |
1.2232 |
1.2232 |
1.2224 |
| S1 |
1.2185 |
1.2185 |
1.2211 |
1.2169 |
| S2 |
1.2153 |
1.2153 |
1.2204 |
|
| S3 |
1.2074 |
1.2106 |
1.2196 |
|
| S4 |
1.1995 |
1.2027 |
1.2175 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2642 |
1.2574 |
1.2297 |
|
| R3 |
1.2498 |
1.2430 |
1.2258 |
|
| R2 |
1.2354 |
1.2354 |
1.2244 |
|
| R1 |
1.2286 |
1.2286 |
1.2231 |
1.2248 |
| PP |
1.2210 |
1.2210 |
1.2210 |
1.2191 |
| S1 |
1.2142 |
1.2142 |
1.2205 |
1.2104 |
| S2 |
1.2066 |
1.2066 |
1.2192 |
|
| S3 |
1.1922 |
1.1998 |
1.2178 |
|
| S4 |
1.1778 |
1.1854 |
1.2139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2278 |
1.2134 |
0.0144 |
1.2% |
0.0060 |
0.5% |
58% |
True |
False |
472 |
| 10 |
1.2422 |
1.2134 |
0.0288 |
2.4% |
0.0053 |
0.4% |
29% |
False |
False |
366 |
| 20 |
1.2702 |
1.2134 |
0.0568 |
4.6% |
0.0046 |
0.4% |
15% |
False |
False |
330 |
| 40 |
1.2789 |
1.2134 |
0.0655 |
5.4% |
0.0043 |
0.4% |
13% |
False |
False |
168 |
| 60 |
1.3105 |
1.2134 |
0.0971 |
7.9% |
0.0044 |
0.4% |
9% |
False |
False |
113 |
| 80 |
1.3105 |
1.2134 |
0.0971 |
7.9% |
0.0037 |
0.3% |
9% |
False |
False |
87 |
| 100 |
1.3105 |
1.2134 |
0.0971 |
7.9% |
0.0034 |
0.3% |
9% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2614 |
|
2.618 |
1.2485 |
|
1.618 |
1.2406 |
|
1.000 |
1.2357 |
|
0.618 |
1.2327 |
|
HIGH |
1.2278 |
|
0.618 |
1.2248 |
|
0.500 |
1.2239 |
|
0.382 |
1.2229 |
|
LOW |
1.2199 |
|
0.618 |
1.2150 |
|
1.000 |
1.2120 |
|
1.618 |
1.2071 |
|
2.618 |
1.1992 |
|
4.250 |
1.1863 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2239 |
1.2214 |
| PP |
1.2232 |
1.2210 |
| S1 |
1.2225 |
1.2206 |
|