CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2131 |
1.2138 |
0.0007 |
0.1% |
1.2167 |
| High |
1.2202 |
1.2175 |
-0.0027 |
-0.2% |
1.2225 |
| Low |
1.2102 |
1.2107 |
0.0005 |
0.0% |
1.2102 |
| Close |
1.2154 |
1.2169 |
0.0015 |
0.1% |
1.2169 |
| Range |
0.0100 |
0.0068 |
-0.0032 |
-32.0% |
0.0123 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
71 |
28 |
-43 |
-60.6% |
176 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2354 |
1.2330 |
1.2206 |
|
| R3 |
1.2286 |
1.2262 |
1.2188 |
|
| R2 |
1.2218 |
1.2218 |
1.2181 |
|
| R1 |
1.2194 |
1.2194 |
1.2175 |
1.2206 |
| PP |
1.2150 |
1.2150 |
1.2150 |
1.2157 |
| S1 |
1.2126 |
1.2126 |
1.2163 |
1.2138 |
| S2 |
1.2082 |
1.2082 |
1.2157 |
|
| S3 |
1.2014 |
1.2058 |
1.2150 |
|
| S4 |
1.1946 |
1.1990 |
1.2132 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2534 |
1.2475 |
1.2237 |
|
| R3 |
1.2411 |
1.2352 |
1.2203 |
|
| R2 |
1.2288 |
1.2288 |
1.2192 |
|
| R1 |
1.2229 |
1.2229 |
1.2180 |
1.2259 |
| PP |
1.2165 |
1.2165 |
1.2165 |
1.2180 |
| S1 |
1.2106 |
1.2106 |
1.2158 |
1.2136 |
| S2 |
1.2042 |
1.2042 |
1.2146 |
|
| S3 |
1.1919 |
1.1983 |
1.2135 |
|
| S4 |
1.1796 |
1.1860 |
1.2101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2225 |
1.2102 |
0.0123 |
1.0% |
0.0064 |
0.5% |
54% |
False |
False |
35 |
| 10 |
1.2350 |
1.2102 |
0.0248 |
2.0% |
0.0072 |
0.6% |
27% |
False |
False |
30 |
| 20 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0072 |
0.6% |
37% |
False |
False |
163 |
| 40 |
1.2725 |
1.2061 |
0.0664 |
5.5% |
0.0054 |
0.4% |
16% |
False |
False |
188 |
| 60 |
1.2877 |
1.2061 |
0.0816 |
6.7% |
0.0052 |
0.4% |
13% |
False |
False |
127 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0048 |
0.4% |
10% |
False |
False |
96 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0043 |
0.4% |
10% |
False |
False |
78 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0038 |
0.3% |
10% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2464 |
|
2.618 |
1.2353 |
|
1.618 |
1.2285 |
|
1.000 |
1.2243 |
|
0.618 |
1.2217 |
|
HIGH |
1.2175 |
|
0.618 |
1.2149 |
|
0.500 |
1.2141 |
|
0.382 |
1.2133 |
|
LOW |
1.2107 |
|
0.618 |
1.2065 |
|
1.000 |
1.2039 |
|
1.618 |
1.1997 |
|
2.618 |
1.1929 |
|
4.250 |
1.1818 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2160 |
1.2163 |
| PP |
1.2150 |
1.2158 |
| S1 |
1.2141 |
1.2152 |
|