CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2378 |
1.2350 |
-0.0028 |
-0.2% |
1.2130 |
| High |
1.2432 |
1.2350 |
-0.0082 |
-0.7% |
1.2393 |
| Low |
1.2341 |
1.2265 |
-0.0076 |
-0.6% |
1.2094 |
| Close |
1.2355 |
1.2298 |
-0.0057 |
-0.5% |
1.2384 |
| Range |
0.0091 |
0.0085 |
-0.0006 |
-6.6% |
0.0299 |
| ATR |
0.0097 |
0.0096 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
106,185 |
105,297 |
-888 |
-0.8% |
557,430 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2559 |
1.2514 |
1.2345 |
|
| R3 |
1.2474 |
1.2429 |
1.2321 |
|
| R2 |
1.2389 |
1.2389 |
1.2314 |
|
| R1 |
1.2344 |
1.2344 |
1.2306 |
1.2324 |
| PP |
1.2304 |
1.2304 |
1.2304 |
1.2295 |
| S1 |
1.2259 |
1.2259 |
1.2290 |
1.2239 |
| S2 |
1.2219 |
1.2219 |
1.2282 |
|
| S3 |
1.2134 |
1.2174 |
1.2275 |
|
| S4 |
1.2049 |
1.2089 |
1.2251 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3187 |
1.3085 |
1.2548 |
|
| R3 |
1.2888 |
1.2786 |
1.2466 |
|
| R2 |
1.2589 |
1.2589 |
1.2439 |
|
| R1 |
1.2487 |
1.2487 |
1.2411 |
1.2538 |
| PP |
1.2290 |
1.2290 |
1.2290 |
1.2316 |
| S1 |
1.2188 |
1.2188 |
1.2357 |
1.2239 |
| S2 |
1.1991 |
1.1991 |
1.2329 |
|
| S3 |
1.1692 |
1.1889 |
1.2302 |
|
| S4 |
1.1393 |
1.1590 |
1.2220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2432 |
1.2098 |
0.0334 |
2.7% |
0.0106 |
0.9% |
60% |
False |
False |
120,091 |
| 10 |
1.2432 |
1.2072 |
0.0360 |
2.9% |
0.0089 |
0.7% |
63% |
False |
False |
103,947 |
| 20 |
1.2432 |
1.2072 |
0.0360 |
2.9% |
0.0094 |
0.8% |
63% |
False |
False |
99,554 |
| 40 |
1.2513 |
1.2043 |
0.0470 |
3.8% |
0.0090 |
0.7% |
54% |
False |
False |
106,551 |
| 60 |
1.2797 |
1.2043 |
0.0754 |
6.1% |
0.0089 |
0.7% |
34% |
False |
False |
73,446 |
| 80 |
1.3111 |
1.2043 |
0.1068 |
8.7% |
0.0091 |
0.7% |
24% |
False |
False |
55,141 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0089 |
0.7% |
23% |
False |
False |
44,218 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0081 |
0.7% |
23% |
False |
False |
36,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2711 |
|
2.618 |
1.2573 |
|
1.618 |
1.2488 |
|
1.000 |
1.2435 |
|
0.618 |
1.2403 |
|
HIGH |
1.2350 |
|
0.618 |
1.2318 |
|
0.500 |
1.2308 |
|
0.382 |
1.2297 |
|
LOW |
1.2265 |
|
0.618 |
1.2212 |
|
1.000 |
1.2180 |
|
1.618 |
1.2127 |
|
2.618 |
1.2042 |
|
4.250 |
1.1904 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2308 |
1.2310 |
| PP |
1.2304 |
1.2306 |
| S1 |
1.2301 |
1.2302 |
|