CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2420 |
1.2416 |
-0.0004 |
0.0% |
1.2234 |
| High |
1.2459 |
1.2468 |
0.0009 |
0.1% |
1.2523 |
| Low |
1.2379 |
1.2376 |
-0.0003 |
0.0% |
1.2225 |
| Close |
1.2420 |
1.2451 |
0.0031 |
0.2% |
1.2451 |
| Range |
0.0080 |
0.0092 |
0.0012 |
15.0% |
0.0298 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
100,846 |
93,934 |
-6,912 |
-6.9% |
557,242 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2708 |
1.2671 |
1.2502 |
|
| R3 |
1.2616 |
1.2579 |
1.2476 |
|
| R2 |
1.2524 |
1.2524 |
1.2468 |
|
| R1 |
1.2487 |
1.2487 |
1.2459 |
1.2506 |
| PP |
1.2432 |
1.2432 |
1.2432 |
1.2441 |
| S1 |
1.2395 |
1.2395 |
1.2443 |
1.2414 |
| S2 |
1.2340 |
1.2340 |
1.2434 |
|
| S3 |
1.2248 |
1.2303 |
1.2426 |
|
| S4 |
1.2156 |
1.2211 |
1.2400 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3294 |
1.3170 |
1.2615 |
|
| R3 |
1.2996 |
1.2872 |
1.2533 |
|
| R2 |
1.2698 |
1.2698 |
1.2506 |
|
| R1 |
1.2574 |
1.2574 |
1.2478 |
1.2636 |
| PP |
1.2400 |
1.2400 |
1.2400 |
1.2431 |
| S1 |
1.2276 |
1.2276 |
1.2424 |
1.2338 |
| S2 |
1.2102 |
1.2102 |
1.2396 |
|
| S3 |
1.1804 |
1.1978 |
1.2369 |
|
| S4 |
1.1506 |
1.1680 |
1.2287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2523 |
1.2225 |
0.0298 |
2.4% |
0.0118 |
0.9% |
76% |
False |
False |
111,448 |
| 10 |
1.2523 |
1.2183 |
0.0340 |
2.7% |
0.0098 |
0.8% |
79% |
False |
False |
102,716 |
| 20 |
1.2523 |
1.2072 |
0.0451 |
3.6% |
0.0097 |
0.8% |
84% |
False |
False |
102,529 |
| 40 |
1.2523 |
1.2043 |
0.0480 |
3.9% |
0.0095 |
0.8% |
85% |
False |
False |
103,833 |
| 60 |
1.2744 |
1.2043 |
0.0701 |
5.6% |
0.0091 |
0.7% |
58% |
False |
False |
86,931 |
| 80 |
1.2883 |
1.2043 |
0.0840 |
6.7% |
0.0090 |
0.7% |
49% |
False |
False |
65,312 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0090 |
0.7% |
37% |
False |
False |
52,346 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0086 |
0.7% |
37% |
False |
False |
43,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2859 |
|
2.618 |
1.2709 |
|
1.618 |
1.2617 |
|
1.000 |
1.2560 |
|
0.618 |
1.2525 |
|
HIGH |
1.2468 |
|
0.618 |
1.2433 |
|
0.500 |
1.2422 |
|
0.382 |
1.2411 |
|
LOW |
1.2376 |
|
0.618 |
1.2319 |
|
1.000 |
1.2284 |
|
1.618 |
1.2227 |
|
2.618 |
1.2135 |
|
4.250 |
1.1985 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2441 |
1.2451 |
| PP |
1.2432 |
1.2450 |
| S1 |
1.2422 |
1.2450 |
|