CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2139 |
1.2184 |
0.0045 |
0.4% |
1.2178 |
| High |
1.2207 |
1.2272 |
0.0065 |
0.5% |
1.2272 |
| Low |
1.2139 |
1.2128 |
-0.0011 |
-0.1% |
1.2061 |
| Close |
1.2207 |
1.2260 |
0.0053 |
0.4% |
1.2260 |
| Range |
0.0068 |
0.0144 |
0.0076 |
111.8% |
0.0211 |
| ATR |
0.0065 |
0.0071 |
0.0006 |
8.6% |
0.0000 |
| Volume |
23 |
115 |
92 |
400.0% |
600 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2652 |
1.2600 |
1.2339 |
|
| R3 |
1.2508 |
1.2456 |
1.2300 |
|
| R2 |
1.2364 |
1.2364 |
1.2286 |
|
| R1 |
1.2312 |
1.2312 |
1.2273 |
1.2338 |
| PP |
1.2220 |
1.2220 |
1.2220 |
1.2233 |
| S1 |
1.2168 |
1.2168 |
1.2247 |
1.2194 |
| S2 |
1.2076 |
1.2076 |
1.2234 |
|
| S3 |
1.1932 |
1.2024 |
1.2220 |
|
| S4 |
1.1788 |
1.1880 |
1.2181 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2831 |
1.2756 |
1.2376 |
|
| R3 |
1.2620 |
1.2545 |
1.2318 |
|
| R2 |
1.2409 |
1.2409 |
1.2299 |
|
| R1 |
1.2334 |
1.2334 |
1.2279 |
1.2372 |
| PP |
1.2198 |
1.2198 |
1.2198 |
1.2216 |
| S1 |
1.2123 |
1.2123 |
1.2241 |
1.2161 |
| S2 |
1.1987 |
1.1987 |
1.2221 |
|
| S3 |
1.1776 |
1.1912 |
1.2202 |
|
| S4 |
1.1565 |
1.1701 |
1.2144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2272 |
1.2061 |
0.0211 |
1.7% |
0.0085 |
0.7% |
94% |
True |
False |
120 |
| 10 |
1.2278 |
1.2061 |
0.0217 |
1.8% |
0.0073 |
0.6% |
92% |
False |
False |
296 |
| 20 |
1.2514 |
1.2061 |
0.0453 |
3.7% |
0.0057 |
0.5% |
44% |
False |
False |
356 |
| 40 |
1.2768 |
1.2061 |
0.0707 |
5.8% |
0.0048 |
0.4% |
28% |
False |
False |
182 |
| 60 |
1.3095 |
1.2061 |
0.1034 |
8.4% |
0.0046 |
0.4% |
19% |
False |
False |
123 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0041 |
0.3% |
19% |
False |
False |
94 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0037 |
0.3% |
19% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2884 |
|
2.618 |
1.2649 |
|
1.618 |
1.2505 |
|
1.000 |
1.2416 |
|
0.618 |
1.2361 |
|
HIGH |
1.2272 |
|
0.618 |
1.2217 |
|
0.500 |
1.2200 |
|
0.382 |
1.2183 |
|
LOW |
1.2128 |
|
0.618 |
1.2039 |
|
1.000 |
1.1984 |
|
1.618 |
1.1895 |
|
2.618 |
1.1751 |
|
4.250 |
1.1516 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2240 |
1.2229 |
| PP |
1.2220 |
1.2198 |
| S1 |
1.2200 |
1.2167 |
|