CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2234 |
1.2280 |
0.0046 |
0.4% |
1.2378 |
| High |
1.2283 |
1.2509 |
0.0226 |
1.8% |
1.2432 |
| Low |
1.2225 |
1.2267 |
0.0042 |
0.3% |
1.2183 |
| Close |
1.2281 |
1.2503 |
0.0222 |
1.8% |
1.2221 |
| Range |
0.0058 |
0.0242 |
0.0184 |
317.2% |
0.0249 |
| ATR |
0.0089 |
0.0100 |
0.0011 |
12.3% |
0.0000 |
| Volume |
64,980 |
146,811 |
81,831 |
125.9% |
469,922 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3152 |
1.3070 |
1.2636 |
|
| R3 |
1.2910 |
1.2828 |
1.2570 |
|
| R2 |
1.2668 |
1.2668 |
1.2547 |
|
| R1 |
1.2586 |
1.2586 |
1.2525 |
1.2627 |
| PP |
1.2426 |
1.2426 |
1.2426 |
1.2447 |
| S1 |
1.2344 |
1.2344 |
1.2481 |
1.2385 |
| S2 |
1.2184 |
1.2184 |
1.2459 |
|
| S3 |
1.1942 |
1.2102 |
1.2436 |
|
| S4 |
1.1700 |
1.1860 |
1.2370 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3026 |
1.2872 |
1.2358 |
|
| R3 |
1.2777 |
1.2623 |
1.2289 |
|
| R2 |
1.2528 |
1.2528 |
1.2267 |
|
| R1 |
1.2374 |
1.2374 |
1.2244 |
1.2327 |
| PP |
1.2279 |
1.2279 |
1.2279 |
1.2255 |
| S1 |
1.2125 |
1.2125 |
1.2198 |
1.2078 |
| S2 |
1.2030 |
1.2030 |
1.2175 |
|
| S3 |
1.1781 |
1.1876 |
1.2153 |
|
| S4 |
1.1532 |
1.1627 |
1.2084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2509 |
1.2183 |
0.0326 |
2.6% |
0.0103 |
0.8% |
98% |
True |
False |
94,046 |
| 10 |
1.2509 |
1.2098 |
0.0411 |
3.3% |
0.0104 |
0.8% |
99% |
True |
False |
107,068 |
| 20 |
1.2509 |
1.2072 |
0.0437 |
3.5% |
0.0095 |
0.8% |
99% |
True |
False |
99,423 |
| 40 |
1.2509 |
1.2043 |
0.0466 |
3.7% |
0.0094 |
0.8% |
99% |
True |
False |
106,073 |
| 60 |
1.2797 |
1.2043 |
0.0754 |
6.0% |
0.0092 |
0.7% |
61% |
False |
False |
81,244 |
| 80 |
1.2981 |
1.2043 |
0.0938 |
7.5% |
0.0091 |
0.7% |
49% |
False |
False |
61,000 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0089 |
0.7% |
42% |
False |
False |
48,895 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0084 |
0.7% |
42% |
False |
False |
40,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3538 |
|
2.618 |
1.3143 |
|
1.618 |
1.2901 |
|
1.000 |
1.2751 |
|
0.618 |
1.2659 |
|
HIGH |
1.2509 |
|
0.618 |
1.2417 |
|
0.500 |
1.2388 |
|
0.382 |
1.2359 |
|
LOW |
1.2267 |
|
0.618 |
1.2117 |
|
1.000 |
1.2025 |
|
1.618 |
1.1875 |
|
2.618 |
1.1633 |
|
4.250 |
1.1239 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2465 |
1.2451 |
| PP |
1.2426 |
1.2398 |
| S1 |
1.2388 |
1.2346 |
|