CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2229 |
1.2255 |
0.0026 |
0.2% |
1.2178 |
| High |
1.2247 |
1.2297 |
0.0050 |
0.4% |
1.2272 |
| Low |
1.2188 |
1.2249 |
0.0061 |
0.5% |
1.2061 |
| Close |
1.2247 |
1.2292 |
0.0045 |
0.4% |
1.2260 |
| Range |
0.0059 |
0.0048 |
-0.0011 |
-18.6% |
0.0211 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
34 |
46 |
12 |
35.3% |
600 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2423 |
1.2406 |
1.2318 |
|
| R3 |
1.2375 |
1.2358 |
1.2305 |
|
| R2 |
1.2327 |
1.2327 |
1.2301 |
|
| R1 |
1.2310 |
1.2310 |
1.2296 |
1.2319 |
| PP |
1.2279 |
1.2279 |
1.2279 |
1.2284 |
| S1 |
1.2262 |
1.2262 |
1.2288 |
1.2271 |
| S2 |
1.2231 |
1.2231 |
1.2283 |
|
| S3 |
1.2183 |
1.2214 |
1.2279 |
|
| S4 |
1.2135 |
1.2166 |
1.2266 |
|
|
| 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 |
1.2297 |
1.2061 |
0.0236 |
1.9% |
0.0089 |
0.7% |
98% |
True |
False |
59 |
| 10 |
1.2297 |
1.2061 |
0.0236 |
1.9% |
0.0073 |
0.6% |
98% |
True |
False |
272 |
| 20 |
1.2505 |
1.2061 |
0.0444 |
3.6% |
0.0061 |
0.5% |
52% |
False |
False |
352 |
| 40 |
1.2768 |
1.2061 |
0.0707 |
5.8% |
0.0048 |
0.4% |
33% |
False |
False |
184 |
| 60 |
1.3065 |
1.2061 |
0.1004 |
8.2% |
0.0048 |
0.4% |
23% |
False |
False |
124 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0042 |
0.3% |
22% |
False |
False |
95 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0038 |
0.3% |
22% |
False |
False |
76 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0035 |
0.3% |
22% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2501 |
|
2.618 |
1.2423 |
|
1.618 |
1.2375 |
|
1.000 |
1.2345 |
|
0.618 |
1.2327 |
|
HIGH |
1.2297 |
|
0.618 |
1.2279 |
|
0.500 |
1.2273 |
|
0.382 |
1.2267 |
|
LOW |
1.2249 |
|
0.618 |
1.2219 |
|
1.000 |
1.2201 |
|
1.618 |
1.2171 |
|
2.618 |
1.2123 |
|
4.250 |
1.2045 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2286 |
1.2266 |
| PP |
1.2279 |
1.2239 |
| S1 |
1.2273 |
1.2213 |
|