CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2299 |
1.2170 |
-0.0129 |
-1.0% |
1.2167 |
| High |
1.2299 |
1.2170 |
-0.0129 |
-1.0% |
1.2225 |
| Low |
1.2175 |
1.2128 |
-0.0047 |
-0.4% |
1.2102 |
| Close |
1.2175 |
1.2128 |
-0.0047 |
-0.4% |
1.2169 |
| Range |
0.0124 |
0.0042 |
-0.0082 |
-66.1% |
0.0123 |
| ATR |
0.0080 |
0.0077 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
138 |
233 |
95 |
68.8% |
176 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2268 |
1.2240 |
1.2151 |
|
| R3 |
1.2226 |
1.2198 |
1.2140 |
|
| R2 |
1.2184 |
1.2184 |
1.2136 |
|
| R1 |
1.2156 |
1.2156 |
1.2132 |
1.2149 |
| PP |
1.2142 |
1.2142 |
1.2142 |
1.2139 |
| S1 |
1.2114 |
1.2114 |
1.2124 |
1.2107 |
| S2 |
1.2100 |
1.2100 |
1.2120 |
|
| S3 |
1.2058 |
1.2072 |
1.2116 |
|
| S4 |
1.2016 |
1.2030 |
1.2105 |
|
|
| 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% |
13% |
False |
False |
116 |
| 10 |
1.2327 |
1.2102 |
0.0225 |
1.9% |
0.0082 |
0.7% |
12% |
False |
False |
68 |
| 20 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0079 |
0.6% |
23% |
False |
False |
140 |
| 40 |
1.2725 |
1.2061 |
0.0664 |
5.5% |
0.0060 |
0.5% |
10% |
False |
False |
200 |
| 60 |
1.2797 |
1.2061 |
0.0736 |
6.1% |
0.0054 |
0.4% |
9% |
False |
False |
135 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0051 |
0.4% |
6% |
False |
False |
102 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0044 |
0.4% |
6% |
False |
False |
83 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0041 |
0.3% |
6% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2349 |
|
2.618 |
1.2280 |
|
1.618 |
1.2238 |
|
1.000 |
1.2212 |
|
0.618 |
1.2196 |
|
HIGH |
1.2170 |
|
0.618 |
1.2154 |
|
0.500 |
1.2149 |
|
0.382 |
1.2144 |
|
LOW |
1.2128 |
|
0.618 |
1.2102 |
|
1.000 |
1.2086 |
|
1.618 |
1.2060 |
|
2.618 |
1.2018 |
|
4.250 |
1.1950 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2149 |
1.2214 |
| PP |
1.2142 |
1.2185 |
| S1 |
1.2135 |
1.2157 |
|