CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2312 |
1.2327 |
0.0015 |
0.1% |
1.2178 |
| High |
1.2350 |
1.2327 |
-0.0023 |
-0.2% |
1.2272 |
| Low |
1.2285 |
1.2188 |
-0.0097 |
-0.8% |
1.2061 |
| Close |
1.2318 |
1.2188 |
-0.0130 |
-1.1% |
1.2260 |
| Range |
0.0065 |
0.0139 |
0.0074 |
113.8% |
0.0211 |
| ATR |
0.0069 |
0.0074 |
0.0005 |
7.2% |
0.0000 |
| Volume |
19 |
21 |
2 |
10.5% |
600 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2651 |
1.2559 |
1.2264 |
|
| R3 |
1.2512 |
1.2420 |
1.2226 |
|
| R2 |
1.2373 |
1.2373 |
1.2213 |
|
| R1 |
1.2281 |
1.2281 |
1.2201 |
1.2258 |
| PP |
1.2234 |
1.2234 |
1.2234 |
1.2223 |
| S1 |
1.2142 |
1.2142 |
1.2175 |
1.2119 |
| S2 |
1.2095 |
1.2095 |
1.2163 |
|
| S3 |
1.1956 |
1.2003 |
1.2150 |
|
| S4 |
1.1817 |
1.1864 |
1.2112 |
|
|
| 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 |
1.2350 |
1.2128 |
0.0222 |
1.8% |
0.0091 |
0.7% |
27% |
False |
False |
47 |
| 10 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0082 |
0.7% |
44% |
False |
False |
76 |
| 20 |
1.2441 |
1.2061 |
0.0380 |
3.1% |
0.0066 |
0.5% |
33% |
False |
False |
237 |
| 40 |
1.2768 |
1.2061 |
0.0707 |
5.8% |
0.0052 |
0.4% |
18% |
False |
False |
184 |
| 60 |
1.2988 |
1.2061 |
0.0927 |
7.6% |
0.0050 |
0.4% |
14% |
False |
False |
125 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0044 |
0.4% |
12% |
False |
False |
95 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0039 |
0.3% |
12% |
False |
False |
77 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0036 |
0.3% |
12% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2918 |
|
2.618 |
1.2691 |
|
1.618 |
1.2552 |
|
1.000 |
1.2466 |
|
0.618 |
1.2413 |
|
HIGH |
1.2327 |
|
0.618 |
1.2274 |
|
0.500 |
1.2258 |
|
0.382 |
1.2241 |
|
LOW |
1.2188 |
|
0.618 |
1.2102 |
|
1.000 |
1.2049 |
|
1.618 |
1.1963 |
|
2.618 |
1.1824 |
|
4.250 |
1.1597 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2258 |
1.2269 |
| PP |
1.2234 |
1.2242 |
| S1 |
1.2211 |
1.2215 |
|