CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2166 |
1.2169 |
0.0003 |
0.0% |
1.2173 |
| High |
1.2213 |
1.2169 |
-0.0044 |
-0.4% |
1.2299 |
| Low |
1.2142 |
1.2111 |
-0.0031 |
-0.3% |
1.2085 |
| Close |
1.2164 |
1.2142 |
-0.0022 |
-0.2% |
1.2126 |
| Range |
0.0071 |
0.0058 |
-0.0013 |
-18.3% |
0.0214 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
171 |
308 |
137 |
80.1% |
538 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2315 |
1.2286 |
1.2174 |
|
| R3 |
1.2257 |
1.2228 |
1.2158 |
|
| R2 |
1.2199 |
1.2199 |
1.2153 |
|
| R1 |
1.2170 |
1.2170 |
1.2147 |
1.2156 |
| PP |
1.2141 |
1.2141 |
1.2141 |
1.2133 |
| S1 |
1.2112 |
1.2112 |
1.2137 |
1.2098 |
| S2 |
1.2083 |
1.2083 |
1.2131 |
|
| S3 |
1.2025 |
1.2054 |
1.2126 |
|
| S4 |
1.1967 |
1.1996 |
1.2110 |
|
|
| 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 |
1.2213 |
1.2085 |
0.0128 |
1.1% |
0.0063 |
0.5% |
45% |
False |
False |
117 |
| 10 |
1.2299 |
1.2085 |
0.0214 |
1.8% |
0.0076 |
0.6% |
27% |
False |
False |
116 |
| 20 |
1.2350 |
1.2085 |
0.0265 |
2.2% |
0.0076 |
0.6% |
22% |
False |
False |
75 |
| 40 |
1.2514 |
1.2061 |
0.0453 |
3.7% |
0.0061 |
0.5% |
18% |
False |
False |
213 |
| 60 |
1.2782 |
1.2061 |
0.0721 |
5.9% |
0.0055 |
0.5% |
11% |
False |
False |
144 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0053 |
0.4% |
8% |
False |
False |
109 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0046 |
0.4% |
8% |
False |
False |
89 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.6% |
0.0043 |
0.4% |
8% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2416 |
|
2.618 |
1.2321 |
|
1.618 |
1.2263 |
|
1.000 |
1.2227 |
|
0.618 |
1.2205 |
|
HIGH |
1.2169 |
|
0.618 |
1.2147 |
|
0.500 |
1.2140 |
|
0.382 |
1.2133 |
|
LOW |
1.2111 |
|
0.618 |
1.2075 |
|
1.000 |
1.2053 |
|
1.618 |
1.2017 |
|
2.618 |
1.1959 |
|
4.250 |
1.1865 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2141 |
1.2159 |
| PP |
1.2141 |
1.2153 |
| S1 |
1.2140 |
1.2148 |
|