CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2227 |
1.2178 |
-0.0049 |
-0.4% |
1.2260 |
| High |
1.2278 |
1.2178 |
-0.0100 |
-0.8% |
1.2278 |
| Low |
1.2199 |
1.2120 |
-0.0079 |
-0.6% |
1.2134 |
| Close |
1.2218 |
1.2120 |
-0.0098 |
-0.8% |
1.2218 |
| Range |
0.0079 |
0.0058 |
-0.0021 |
-26.6% |
0.0144 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
4.8% |
0.0000 |
| Volume |
41 |
254 |
213 |
519.5% |
2,364 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2313 |
1.2275 |
1.2152 |
|
| R3 |
1.2255 |
1.2217 |
1.2136 |
|
| R2 |
1.2197 |
1.2197 |
1.2131 |
|
| R1 |
1.2159 |
1.2159 |
1.2125 |
1.2149 |
| PP |
1.2139 |
1.2139 |
1.2139 |
1.2135 |
| S1 |
1.2101 |
1.2101 |
1.2115 |
1.2091 |
| S2 |
1.2081 |
1.2081 |
1.2109 |
|
| S3 |
1.2023 |
1.2043 |
1.2104 |
|
| S4 |
1.1965 |
1.1985 |
1.2088 |
|
|
| 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 |
1.2120 |
0.0158 |
1.3% |
0.0062 |
0.5% |
0% |
False |
True |
492 |
| 10 |
1.2422 |
1.2120 |
0.0302 |
2.5% |
0.0058 |
0.5% |
0% |
False |
True |
367 |
| 20 |
1.2606 |
1.2120 |
0.0486 |
4.0% |
0.0043 |
0.4% |
0% |
False |
True |
343 |
| 40 |
1.2784 |
1.2120 |
0.0664 |
5.5% |
0.0042 |
0.3% |
0% |
False |
True |
174 |
| 60 |
1.3105 |
1.2120 |
0.0985 |
8.1% |
0.0044 |
0.4% |
0% |
False |
True |
118 |
| 80 |
1.3105 |
1.2120 |
0.0985 |
8.1% |
0.0038 |
0.3% |
0% |
False |
True |
90 |
| 100 |
1.3105 |
1.2120 |
0.0985 |
8.1% |
0.0034 |
0.3% |
0% |
False |
True |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2425 |
|
2.618 |
1.2330 |
|
1.618 |
1.2272 |
|
1.000 |
1.2236 |
|
0.618 |
1.2214 |
|
HIGH |
1.2178 |
|
0.618 |
1.2156 |
|
0.500 |
1.2149 |
|
0.382 |
1.2142 |
|
LOW |
1.2120 |
|
0.618 |
1.2084 |
|
1.000 |
1.2062 |
|
1.618 |
1.2026 |
|
2.618 |
1.1968 |
|
4.250 |
1.1874 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2149 |
1.2199 |
| PP |
1.2139 |
1.2173 |
| S1 |
1.2130 |
1.2146 |
|