CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2104 |
1.2072 |
-0.0032 |
-0.3% |
1.2260 |
| High |
1.2105 |
1.2185 |
0.0080 |
0.7% |
1.2278 |
| Low |
1.2074 |
1.2061 |
-0.0013 |
-0.1% |
1.2134 |
| Close |
1.2099 |
1.2150 |
0.0051 |
0.4% |
1.2218 |
| Range |
0.0031 |
0.0124 |
0.0093 |
300.0% |
0.0144 |
| ATR |
0.0061 |
0.0065 |
0.0005 |
7.5% |
0.0000 |
| Volume |
128 |
80 |
-48 |
-37.5% |
2,364 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2504 |
1.2451 |
1.2218 |
|
| R3 |
1.2380 |
1.2327 |
1.2184 |
|
| R2 |
1.2256 |
1.2256 |
1.2173 |
|
| R1 |
1.2203 |
1.2203 |
1.2161 |
1.2230 |
| PP |
1.2132 |
1.2132 |
1.2132 |
1.2145 |
| S1 |
1.2079 |
1.2079 |
1.2139 |
1.2106 |
| S2 |
1.2008 |
1.2008 |
1.2127 |
|
| S3 |
1.1884 |
1.1955 |
1.2116 |
|
| S4 |
1.1760 |
1.1831 |
1.2082 |
|
|
| 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 |
1.2061 |
0.0217 |
1.8% |
0.0073 |
0.6% |
41% |
False |
True |
375 |
| 10 |
1.2331 |
1.2061 |
0.0270 |
2.2% |
0.0063 |
0.5% |
33% |
False |
True |
325 |
| 20 |
1.2514 |
1.2061 |
0.0453 |
3.7% |
0.0047 |
0.4% |
20% |
False |
True |
350 |
| 40 |
1.2782 |
1.2061 |
0.0721 |
5.9% |
0.0044 |
0.4% |
12% |
False |
True |
179 |
| 60 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0045 |
0.4% |
9% |
False |
True |
121 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0039 |
0.3% |
9% |
False |
True |
92 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0036 |
0.3% |
9% |
False |
True |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2712 |
|
2.618 |
1.2510 |
|
1.618 |
1.2386 |
|
1.000 |
1.2309 |
|
0.618 |
1.2262 |
|
HIGH |
1.2185 |
|
0.618 |
1.2138 |
|
0.500 |
1.2123 |
|
0.382 |
1.2108 |
|
LOW |
1.2061 |
|
0.618 |
1.1984 |
|
1.000 |
1.1937 |
|
1.618 |
1.1860 |
|
2.618 |
1.1736 |
|
4.250 |
1.1534 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2141 |
1.2141 |
| PP |
1.2132 |
1.2132 |
| S1 |
1.2123 |
1.2123 |
|