CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2173 |
1.2299 |
0.0126 |
1.0% |
1.2167 |
| High |
1.2268 |
1.2299 |
0.0031 |
0.3% |
1.2225 |
| Low |
1.2159 |
1.2175 |
0.0016 |
0.1% |
1.2102 |
| Close |
1.2268 |
1.2175 |
-0.0093 |
-0.8% |
1.2169 |
| Range |
0.0109 |
0.0124 |
0.0015 |
13.8% |
0.0123 |
| ATR |
0.0076 |
0.0080 |
0.0003 |
4.5% |
0.0000 |
| Volume |
110 |
138 |
28 |
25.5% |
176 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2588 |
1.2506 |
1.2243 |
|
| R3 |
1.2464 |
1.2382 |
1.2209 |
|
| R2 |
1.2340 |
1.2340 |
1.2198 |
|
| R1 |
1.2258 |
1.2258 |
1.2186 |
1.2237 |
| PP |
1.2216 |
1.2216 |
1.2216 |
1.2206 |
| S1 |
1.2134 |
1.2134 |
1.2164 |
1.2113 |
| S2 |
1.2092 |
1.2092 |
1.2152 |
|
| S3 |
1.1968 |
1.2010 |
1.2141 |
|
| S4 |
1.1844 |
1.1886 |
1.2107 |
|
|
| 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 |
1.2299 |
1.2102 |
0.0197 |
1.6% |
0.0089 |
0.7% |
37% |
True |
False |
71 |
| 10 |
1.2350 |
1.2102 |
0.0248 |
2.0% |
0.0085 |
0.7% |
29% |
False |
False |
47 |
| 20 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0079 |
0.6% |
39% |
False |
False |
160 |
| 40 |
1.2725 |
1.2061 |
0.0664 |
5.5% |
0.0059 |
0.5% |
17% |
False |
False |
194 |
| 60 |
1.2819 |
1.2061 |
0.0758 |
6.2% |
0.0054 |
0.4% |
15% |
False |
False |
131 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0051 |
0.4% |
11% |
False |
False |
99 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0045 |
0.4% |
11% |
False |
False |
81 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0040 |
0.3% |
11% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2826 |
|
2.618 |
1.2624 |
|
1.618 |
1.2500 |
|
1.000 |
1.2423 |
|
0.618 |
1.2376 |
|
HIGH |
1.2299 |
|
0.618 |
1.2252 |
|
0.500 |
1.2237 |
|
0.382 |
1.2222 |
|
LOW |
1.2175 |
|
0.618 |
1.2098 |
|
1.000 |
1.2051 |
|
1.618 |
1.1974 |
|
2.618 |
1.1850 |
|
4.250 |
1.1648 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2237 |
1.2203 |
| PP |
1.2216 |
1.2194 |
| S1 |
1.2196 |
1.2184 |
|