CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2350 |
1.2304 |
-0.0046 |
-0.4% |
1.2130 |
| High |
1.2350 |
1.2305 |
-0.0045 |
-0.4% |
1.2393 |
| Low |
1.2265 |
1.2245 |
-0.0020 |
-0.2% |
1.2094 |
| Close |
1.2298 |
1.2286 |
-0.0012 |
-0.1% |
1.2384 |
| Range |
0.0085 |
0.0060 |
-0.0025 |
-29.4% |
0.0299 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
105,297 |
76,488 |
-28,809 |
-27.4% |
557,430 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2459 |
1.2432 |
1.2319 |
|
| R3 |
1.2399 |
1.2372 |
1.2303 |
|
| R2 |
1.2339 |
1.2339 |
1.2297 |
|
| R1 |
1.2312 |
1.2312 |
1.2292 |
1.2296 |
| PP |
1.2279 |
1.2279 |
1.2279 |
1.2270 |
| S1 |
1.2252 |
1.2252 |
1.2281 |
1.2236 |
| S2 |
1.2219 |
1.2219 |
1.2275 |
|
| S3 |
1.2159 |
1.2192 |
1.2270 |
|
| S4 |
1.2099 |
1.2132 |
1.2253 |
|
|
| 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 |
1.2155 |
0.0277 |
2.3% |
0.0104 |
0.8% |
47% |
False |
False |
112,672 |
| 10 |
1.2432 |
1.2072 |
0.0360 |
2.9% |
0.0088 |
0.7% |
59% |
False |
False |
102,204 |
| 20 |
1.2432 |
1.2072 |
0.0360 |
2.9% |
0.0094 |
0.8% |
59% |
False |
False |
98,478 |
| 40 |
1.2507 |
1.2043 |
0.0464 |
3.8% |
0.0090 |
0.7% |
52% |
False |
False |
104,607 |
| 60 |
1.2797 |
1.2043 |
0.0754 |
6.1% |
0.0089 |
0.7% |
32% |
False |
False |
74,714 |
| 80 |
1.3018 |
1.2043 |
0.0975 |
7.9% |
0.0090 |
0.7% |
25% |
False |
False |
56,095 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0089 |
0.7% |
22% |
False |
False |
44,982 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0081 |
0.7% |
22% |
False |
False |
37,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2560 |
|
2.618 |
1.2462 |
|
1.618 |
1.2402 |
|
1.000 |
1.2365 |
|
0.618 |
1.2342 |
|
HIGH |
1.2305 |
|
0.618 |
1.2282 |
|
0.500 |
1.2275 |
|
0.382 |
1.2268 |
|
LOW |
1.2245 |
|
0.618 |
1.2208 |
|
1.000 |
1.2185 |
|
1.618 |
1.2148 |
|
2.618 |
1.2088 |
|
4.250 |
1.1990 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2282 |
1.2339 |
| PP |
1.2279 |
1.2321 |
| S1 |
1.2275 |
1.2304 |
|