CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2304 |
1.2288 |
-0.0016 |
-0.1% |
1.2130 |
| High |
1.2305 |
1.2311 |
0.0006 |
0.0% |
1.2393 |
| Low |
1.2245 |
1.2215 |
-0.0030 |
-0.2% |
1.2094 |
| Close |
1.2286 |
1.2223 |
-0.0063 |
-0.5% |
1.2384 |
| Range |
0.0060 |
0.0096 |
0.0036 |
60.0% |
0.0299 |
| ATR |
0.0093 |
0.0094 |
0.0000 |
0.2% |
0.0000 |
| Volume |
76,488 |
88,535 |
12,047 |
15.8% |
557,430 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2538 |
1.2476 |
1.2276 |
|
| R3 |
1.2442 |
1.2380 |
1.2249 |
|
| R2 |
1.2346 |
1.2346 |
1.2241 |
|
| R1 |
1.2284 |
1.2284 |
1.2232 |
1.2267 |
| PP |
1.2250 |
1.2250 |
1.2250 |
1.2241 |
| S1 |
1.2188 |
1.2188 |
1.2214 |
1.2171 |
| S2 |
1.2154 |
1.2154 |
1.2205 |
|
| S3 |
1.2058 |
1.2092 |
1.2197 |
|
| S4 |
1.1962 |
1.1996 |
1.2170 |
|
|
| 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 |
1.2187 |
0.0245 |
2.0% |
0.0108 |
0.9% |
15% |
False |
False |
103,886 |
| 10 |
1.2432 |
1.2094 |
0.0338 |
2.8% |
0.0091 |
0.7% |
38% |
False |
False |
101,737 |
| 20 |
1.2432 |
1.2072 |
0.0360 |
2.9% |
0.0091 |
0.7% |
42% |
False |
False |
97,711 |
| 40 |
1.2446 |
1.2043 |
0.0403 |
3.3% |
0.0089 |
0.7% |
45% |
False |
False |
104,280 |
| 60 |
1.2797 |
1.2043 |
0.0754 |
6.2% |
0.0089 |
0.7% |
24% |
False |
False |
76,186 |
| 80 |
1.2981 |
1.2043 |
0.0938 |
7.7% |
0.0090 |
0.7% |
19% |
False |
False |
57,198 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0089 |
0.7% |
17% |
False |
False |
45,860 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0081 |
0.7% |
17% |
False |
False |
38,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2719 |
|
2.618 |
1.2562 |
|
1.618 |
1.2466 |
|
1.000 |
1.2407 |
|
0.618 |
1.2370 |
|
HIGH |
1.2311 |
|
0.618 |
1.2274 |
|
0.500 |
1.2263 |
|
0.382 |
1.2252 |
|
LOW |
1.2215 |
|
0.618 |
1.2156 |
|
1.000 |
1.2119 |
|
1.618 |
1.2060 |
|
2.618 |
1.1964 |
|
4.250 |
1.1807 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2263 |
1.2283 |
| PP |
1.2250 |
1.2263 |
| S1 |
1.2236 |
1.2243 |
|