CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2072 |
1.2139 |
0.0067 |
0.6% |
1.2260 |
| High |
1.2185 |
1.2207 |
0.0022 |
0.2% |
1.2278 |
| Low |
1.2061 |
1.2139 |
0.0078 |
0.6% |
1.2134 |
| Close |
1.2150 |
1.2207 |
0.0057 |
0.5% |
1.2218 |
| Range |
0.0124 |
0.0068 |
-0.0056 |
-45.2% |
0.0144 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
80 |
23 |
-57 |
-71.3% |
2,364 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2388 |
1.2366 |
1.2244 |
|
| R3 |
1.2320 |
1.2298 |
1.2226 |
|
| R2 |
1.2252 |
1.2252 |
1.2219 |
|
| R1 |
1.2230 |
1.2230 |
1.2213 |
1.2241 |
| PP |
1.2184 |
1.2184 |
1.2184 |
1.2190 |
| S1 |
1.2162 |
1.2162 |
1.2201 |
1.2173 |
| S2 |
1.2116 |
1.2116 |
1.2195 |
|
| S3 |
1.2048 |
1.2094 |
1.2188 |
|
| S4 |
1.1980 |
1.2026 |
1.2170 |
|
|
| 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% |
0.0072 |
0.6% |
67% |
False |
False |
105 |
| 10 |
1.2293 |
1.2061 |
0.0232 |
1.9% |
0.0063 |
0.5% |
63% |
False |
False |
306 |
| 20 |
1.2514 |
1.2061 |
0.0453 |
3.7% |
0.0050 |
0.4% |
32% |
False |
False |
350 |
| 40 |
1.2782 |
1.2061 |
0.0721 |
5.9% |
0.0046 |
0.4% |
20% |
False |
False |
180 |
| 60 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0045 |
0.4% |
14% |
False |
False |
121 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0039 |
0.3% |
14% |
False |
False |
92 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0036 |
0.3% |
14% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2496 |
|
2.618 |
1.2385 |
|
1.618 |
1.2317 |
|
1.000 |
1.2275 |
|
0.618 |
1.2249 |
|
HIGH |
1.2207 |
|
0.618 |
1.2181 |
|
0.500 |
1.2173 |
|
0.382 |
1.2165 |
|
LOW |
1.2139 |
|
0.618 |
1.2097 |
|
1.000 |
1.2071 |
|
1.618 |
1.2029 |
|
2.618 |
1.1961 |
|
4.250 |
1.1850 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2196 |
1.2183 |
| PP |
1.2184 |
1.2158 |
| S1 |
1.2173 |
1.2134 |
|