CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2118 |
1.2119 |
0.0001 |
0.0% |
1.2173 |
| High |
1.2151 |
1.2167 |
0.0016 |
0.1% |
1.2299 |
| Low |
1.2085 |
1.2119 |
0.0034 |
0.3% |
1.2085 |
| Close |
1.2148 |
1.2126 |
-0.0022 |
-0.2% |
1.2126 |
| Range |
0.0066 |
0.0048 |
-0.0018 |
-27.3% |
0.0214 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
30 |
27 |
-3 |
-10.0% |
538 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2281 |
1.2252 |
1.2152 |
|
| R3 |
1.2233 |
1.2204 |
1.2139 |
|
| R2 |
1.2185 |
1.2185 |
1.2135 |
|
| R1 |
1.2156 |
1.2156 |
1.2130 |
1.2171 |
| PP |
1.2137 |
1.2137 |
1.2137 |
1.2145 |
| S1 |
1.2108 |
1.2108 |
1.2122 |
1.2123 |
| S2 |
1.2089 |
1.2089 |
1.2117 |
|
| S3 |
1.2041 |
1.2060 |
1.2113 |
|
| S4 |
1.1993 |
1.2012 |
1.2100 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2812 |
1.2683 |
1.2244 |
|
| R3 |
1.2598 |
1.2469 |
1.2185 |
|
| R2 |
1.2384 |
1.2384 |
1.2165 |
|
| R1 |
1.2255 |
1.2255 |
1.2146 |
1.2213 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2149 |
| S1 |
1.2041 |
1.2041 |
1.2106 |
1.1999 |
| S2 |
1.1956 |
1.1956 |
1.2087 |
|
| S3 |
1.1742 |
1.1827 |
1.2067 |
|
| S4 |
1.1528 |
1.1613 |
1.2008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2299 |
1.2085 |
0.0214 |
1.8% |
0.0078 |
0.6% |
19% |
False |
False |
107 |
| 10 |
1.2299 |
1.2085 |
0.0214 |
1.8% |
0.0071 |
0.6% |
19% |
False |
False |
71 |
| 20 |
1.2350 |
1.2061 |
0.0289 |
2.4% |
0.0077 |
0.6% |
22% |
False |
False |
72 |
| 40 |
1.2702 |
1.2061 |
0.0641 |
5.3% |
0.0062 |
0.5% |
10% |
False |
False |
201 |
| 60 |
1.2789 |
1.2061 |
0.0728 |
6.0% |
0.0054 |
0.4% |
9% |
False |
False |
136 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0052 |
0.4% |
6% |
False |
False |
103 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0045 |
0.4% |
6% |
False |
False |
84 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0041 |
0.3% |
6% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2371 |
|
2.618 |
1.2293 |
|
1.618 |
1.2245 |
|
1.000 |
1.2215 |
|
0.618 |
1.2197 |
|
HIGH |
1.2167 |
|
0.618 |
1.2149 |
|
0.500 |
1.2143 |
|
0.382 |
1.2137 |
|
LOW |
1.2119 |
|
0.618 |
1.2089 |
|
1.000 |
1.2071 |
|
1.618 |
1.2041 |
|
2.618 |
1.1993 |
|
4.250 |
1.1915 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2143 |
1.2128 |
| PP |
1.2137 |
1.2127 |
| S1 |
1.2132 |
1.2127 |
|