CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2184 |
1.2229 |
0.0045 |
0.4% |
1.2178 |
| High |
1.2272 |
1.2247 |
-0.0025 |
-0.2% |
1.2272 |
| Low |
1.2128 |
1.2188 |
0.0060 |
0.5% |
1.2061 |
| Close |
1.2260 |
1.2247 |
-0.0013 |
-0.1% |
1.2260 |
| Range |
0.0144 |
0.0059 |
-0.0085 |
-59.0% |
0.0211 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.1% |
0.0000 |
| Volume |
115 |
34 |
-81 |
-70.4% |
600 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2404 |
1.2385 |
1.2279 |
|
| R3 |
1.2345 |
1.2326 |
1.2263 |
|
| R2 |
1.2286 |
1.2286 |
1.2258 |
|
| R1 |
1.2267 |
1.2267 |
1.2252 |
1.2277 |
| PP |
1.2227 |
1.2227 |
1.2227 |
1.2232 |
| S1 |
1.2208 |
1.2208 |
1.2242 |
1.2218 |
| S2 |
1.2168 |
1.2168 |
1.2236 |
|
| S3 |
1.2109 |
1.2149 |
1.2231 |
|
| S4 |
1.2050 |
1.2090 |
1.2215 |
|
|
| 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% |
88% |
False |
False |
76 |
| 10 |
1.2278 |
1.2061 |
0.0217 |
1.8% |
0.0074 |
0.6% |
86% |
False |
False |
284 |
| 20 |
1.2505 |
1.2061 |
0.0444 |
3.6% |
0.0060 |
0.5% |
42% |
False |
False |
357 |
| 40 |
1.2768 |
1.2061 |
0.0707 |
5.8% |
0.0047 |
0.4% |
26% |
False |
False |
183 |
| 60 |
1.3065 |
1.2061 |
0.1004 |
8.2% |
0.0047 |
0.4% |
19% |
False |
False |
123 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0041 |
0.3% |
18% |
False |
False |
94 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0038 |
0.3% |
18% |
False |
False |
76 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0035 |
0.3% |
18% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2498 |
|
2.618 |
1.2401 |
|
1.618 |
1.2342 |
|
1.000 |
1.2306 |
|
0.618 |
1.2283 |
|
HIGH |
1.2247 |
|
0.618 |
1.2224 |
|
0.500 |
1.2218 |
|
0.382 |
1.2211 |
|
LOW |
1.2188 |
|
0.618 |
1.2152 |
|
1.000 |
1.2129 |
|
1.618 |
1.2093 |
|
2.618 |
1.2034 |
|
4.250 |
1.1937 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2237 |
1.2231 |
| PP |
1.2227 |
1.2216 |
| S1 |
1.2218 |
1.2200 |
|