CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2199 |
1.2131 |
-0.0068 |
-0.6% |
1.2229 |
| High |
1.2199 |
1.2202 |
0.0003 |
0.0% |
1.2350 |
| Low |
1.2157 |
1.2102 |
-0.0055 |
-0.5% |
1.2142 |
| Close |
1.2157 |
1.2154 |
-0.0003 |
0.0% |
1.2148 |
| Range |
0.0042 |
0.0100 |
0.0058 |
138.1% |
0.0208 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.7% |
0.0000 |
| Volume |
11 |
71 |
60 |
545.5% |
127 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2453 |
1.2403 |
1.2209 |
|
| R3 |
1.2353 |
1.2303 |
1.2182 |
|
| R2 |
1.2253 |
1.2253 |
1.2172 |
|
| R1 |
1.2203 |
1.2203 |
1.2163 |
1.2228 |
| PP |
1.2153 |
1.2153 |
1.2153 |
1.2165 |
| S1 |
1.2103 |
1.2103 |
1.2145 |
1.2128 |
| S2 |
1.2053 |
1.2053 |
1.2136 |
|
| S3 |
1.1953 |
1.2003 |
1.2127 |
|
| S4 |
1.1853 |
1.1903 |
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 |
1.2231 |
1.2102 |
0.0129 |
1.1% |
0.0068 |
0.6% |
40% |
False |
True |
31 |
| 10 |
1.2350 |
1.2102 |
0.0248 |
2.0% |
0.0080 |
0.7% |
21% |
False |
True |
39 |
| 20 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0071 |
0.6% |
32% |
False |
False |
172 |
| 40 |
1.2725 |
1.2061 |
0.0664 |
5.5% |
0.0055 |
0.5% |
14% |
False |
False |
187 |
| 60 |
1.2988 |
1.2061 |
0.0927 |
7.6% |
0.0055 |
0.5% |
10% |
False |
False |
127 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0047 |
0.4% |
9% |
False |
False |
96 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0042 |
0.3% |
9% |
False |
False |
78 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0038 |
0.3% |
9% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2627 |
|
2.618 |
1.2464 |
|
1.618 |
1.2364 |
|
1.000 |
1.2302 |
|
0.618 |
1.2264 |
|
HIGH |
1.2202 |
|
0.618 |
1.2164 |
|
0.500 |
1.2152 |
|
0.382 |
1.2140 |
|
LOW |
1.2102 |
|
0.618 |
1.2040 |
|
1.000 |
1.2002 |
|
1.618 |
1.1940 |
|
2.618 |
1.1840 |
|
4.250 |
1.1677 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2153 |
1.2156 |
| PP |
1.2153 |
1.2155 |
| S1 |
1.2152 |
1.2155 |
|