CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2208 |
1.2199 |
-0.0009 |
-0.1% |
1.2229 |
| High |
1.2209 |
1.2199 |
-0.0010 |
-0.1% |
1.2350 |
| Low |
1.2160 |
1.2157 |
-0.0003 |
0.0% |
1.2142 |
| Close |
1.2189 |
1.2157 |
-0.0032 |
-0.3% |
1.2148 |
| Range |
0.0049 |
0.0042 |
-0.0007 |
-14.3% |
0.0208 |
| ATR |
0.0075 |
0.0072 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
37 |
11 |
-26 |
-70.3% |
127 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2297 |
1.2269 |
1.2180 |
|
| R3 |
1.2255 |
1.2227 |
1.2169 |
|
| R2 |
1.2213 |
1.2213 |
1.2165 |
|
| R1 |
1.2185 |
1.2185 |
1.2161 |
1.2178 |
| PP |
1.2171 |
1.2171 |
1.2171 |
1.2168 |
| S1 |
1.2143 |
1.2143 |
1.2153 |
1.2136 |
| S2 |
1.2129 |
1.2129 |
1.2149 |
|
| S3 |
1.2087 |
1.2101 |
1.2145 |
|
| S4 |
1.2045 |
1.2059 |
1.2134 |
|
|
| 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 |
1.2327 |
1.2142 |
0.0185 |
1.5% |
0.0076 |
0.6% |
8% |
False |
False |
21 |
| 10 |
1.2350 |
1.2128 |
0.0222 |
1.8% |
0.0077 |
0.6% |
13% |
False |
False |
34 |
| 20 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0070 |
0.6% |
33% |
False |
False |
179 |
| 40 |
1.2725 |
1.2061 |
0.0664 |
5.5% |
0.0055 |
0.5% |
14% |
False |
False |
186 |
| 60 |
1.2988 |
1.2061 |
0.0927 |
7.6% |
0.0053 |
0.4% |
10% |
False |
False |
126 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0046 |
0.4% |
9% |
False |
False |
95 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0042 |
0.3% |
9% |
False |
False |
77 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0038 |
0.3% |
9% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2378 |
|
2.618 |
1.2309 |
|
1.618 |
1.2267 |
|
1.000 |
1.2241 |
|
0.618 |
1.2225 |
|
HIGH |
1.2199 |
|
0.618 |
1.2183 |
|
0.500 |
1.2178 |
|
0.382 |
1.2173 |
|
LOW |
1.2157 |
|
0.618 |
1.2131 |
|
1.000 |
1.2115 |
|
1.618 |
1.2089 |
|
2.618 |
1.2047 |
|
4.250 |
1.1979 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2178 |
1.2191 |
| PP |
1.2171 |
1.2180 |
| S1 |
1.2164 |
1.2168 |
|