CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2327 |
1.2229 |
-0.0098 |
-0.8% |
1.2229 |
| High |
1.2327 |
1.2231 |
-0.0096 |
-0.8% |
1.2350 |
| Low |
1.2188 |
1.2142 |
-0.0046 |
-0.4% |
1.2142 |
| Close |
1.2188 |
1.2148 |
-0.0040 |
-0.3% |
1.2148 |
| Range |
0.0139 |
0.0089 |
-0.0050 |
-36.0% |
0.0208 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.4% |
0.0000 |
| Volume |
21 |
7 |
-14 |
-66.7% |
127 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2441 |
1.2383 |
1.2197 |
|
| R3 |
1.2352 |
1.2294 |
1.2172 |
|
| R2 |
1.2263 |
1.2263 |
1.2164 |
|
| R1 |
1.2205 |
1.2205 |
1.2156 |
1.2190 |
| PP |
1.2174 |
1.2174 |
1.2174 |
1.2166 |
| S1 |
1.2116 |
1.2116 |
1.2140 |
1.2101 |
| S2 |
1.2085 |
1.2085 |
1.2132 |
|
| S3 |
1.1996 |
1.2027 |
1.2124 |
|
| S4 |
1.1907 |
1.1938 |
1.2099 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2837 |
1.2701 |
1.2262 |
|
| R3 |
1.2629 |
1.2493 |
1.2205 |
|
| R2 |
1.2421 |
1.2421 |
1.2186 |
|
| R1 |
1.2285 |
1.2285 |
1.2167 |
1.2249 |
| PP |
1.2213 |
1.2213 |
1.2213 |
1.2196 |
| S1 |
1.2077 |
1.2077 |
1.2129 |
1.2041 |
| S2 |
1.2005 |
1.2005 |
1.2110 |
|
| S3 |
1.1797 |
1.1869 |
1.2091 |
|
| S4 |
1.1589 |
1.1661 |
1.2034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2350 |
1.2142 |
0.0208 |
1.7% |
0.0080 |
0.7% |
3% |
False |
True |
25 |
| 10 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0083 |
0.7% |
30% |
False |
False |
72 |
| 20 |
1.2422 |
1.2061 |
0.0361 |
3.0% |
0.0068 |
0.6% |
24% |
False |
False |
219 |
| 40 |
1.2768 |
1.2061 |
0.0707 |
5.8% |
0.0054 |
0.4% |
12% |
False |
False |
184 |
| 60 |
1.2988 |
1.2061 |
0.0927 |
7.6% |
0.0052 |
0.4% |
9% |
False |
False |
125 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0045 |
0.4% |
8% |
False |
False |
95 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0040 |
0.3% |
8% |
False |
False |
77 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0037 |
0.3% |
8% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2609 |
|
2.618 |
1.2464 |
|
1.618 |
1.2375 |
|
1.000 |
1.2320 |
|
0.618 |
1.2286 |
|
HIGH |
1.2231 |
|
0.618 |
1.2197 |
|
0.500 |
1.2187 |
|
0.382 |
1.2176 |
|
LOW |
1.2142 |
|
0.618 |
1.2087 |
|
1.000 |
1.2053 |
|
1.618 |
1.1998 |
|
2.618 |
1.1909 |
|
4.250 |
1.1764 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2187 |
1.2246 |
| PP |
1.2174 |
1.2213 |
| S1 |
1.2161 |
1.2181 |
|