CME British Pound Future December 2023
| 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 |
1.2171 |
1.2155 |
-0.0016 |
-0.1% |
1.2168 |
| High |
1.2205 |
1.2168 |
-0.0037 |
-0.3% |
1.2292 |
| Low |
1.2123 |
1.2098 |
-0.0025 |
-0.2% |
1.2072 |
| Close |
1.2154 |
1.2133 |
-0.0021 |
-0.2% |
1.2117 |
| Range |
0.0082 |
0.0070 |
-0.0012 |
-14.6% |
0.0220 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
91,019 |
113,583 |
22,564 |
24.8% |
465,990 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2343 |
1.2308 |
1.2172 |
|
| R3 |
1.2273 |
1.2238 |
1.2152 |
|
| R2 |
1.2203 |
1.2203 |
1.2146 |
|
| R1 |
1.2168 |
1.2168 |
1.2139 |
1.2151 |
| PP |
1.2133 |
1.2133 |
1.2133 |
1.2124 |
| S1 |
1.2098 |
1.2098 |
1.2127 |
1.2081 |
| S2 |
1.2063 |
1.2063 |
1.2120 |
|
| S3 |
1.1993 |
1.2028 |
1.2114 |
|
| S4 |
1.1923 |
1.1958 |
1.2095 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2820 |
1.2689 |
1.2238 |
|
| R3 |
1.2600 |
1.2469 |
1.2178 |
|
| R2 |
1.2380 |
1.2380 |
1.2157 |
|
| R1 |
1.2249 |
1.2249 |
1.2137 |
1.2205 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2138 |
| S1 |
1.2029 |
1.2029 |
1.2097 |
1.1985 |
| S2 |
1.1940 |
1.1940 |
1.2077 |
|
| S3 |
1.1720 |
1.1809 |
1.2057 |
|
| S4 |
1.1500 |
1.1589 |
1.1996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2205 |
1.2072 |
0.0133 |
1.1% |
0.0073 |
0.6% |
46% |
False |
False |
91,735 |
| 10 |
1.2292 |
1.2072 |
0.0220 |
1.8% |
0.0086 |
0.7% |
28% |
False |
False |
94,415 |
| 20 |
1.2342 |
1.2072 |
0.0270 |
2.2% |
0.0092 |
0.8% |
23% |
False |
False |
96,342 |
| 40 |
1.2548 |
1.2043 |
0.0505 |
4.2% |
0.0085 |
0.7% |
18% |
False |
False |
97,187 |
| 60 |
1.2819 |
1.2043 |
0.0776 |
6.4% |
0.0087 |
0.7% |
12% |
False |
False |
65,342 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0089 |
0.7% |
8% |
False |
False |
49,094 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0087 |
0.7% |
8% |
False |
False |
39,407 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
9.0% |
0.0078 |
0.6% |
8% |
False |
False |
32,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2466 |
|
2.618 |
1.2351 |
|
1.618 |
1.2281 |
|
1.000 |
1.2238 |
|
0.618 |
1.2211 |
|
HIGH |
1.2168 |
|
0.618 |
1.2141 |
|
0.500 |
1.2133 |
|
0.382 |
1.2125 |
|
LOW |
1.2098 |
|
0.618 |
1.2055 |
|
1.000 |
1.2028 |
|
1.618 |
1.1985 |
|
2.618 |
1.1915 |
|
4.250 |
1.1801 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2133 |
1.2150 |
| PP |
1.2133 |
1.2144 |
| S1 |
1.2133 |
1.2139 |
|