CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2540 |
1.2500 |
-0.0040 |
-0.3% |
1.2463 |
| High |
1.2552 |
1.2617 |
0.0065 |
0.5% |
1.2617 |
| Low |
1.2451 |
1.2491 |
0.0040 |
0.3% |
1.2448 |
| Close |
1.2493 |
1.2610 |
0.0117 |
0.9% |
1.2610 |
| Range |
0.0101 |
0.0126 |
0.0025 |
24.8% |
0.0169 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.4% |
0.0000 |
| Volume |
99,063 |
124,118 |
25,055 |
25.3% |
388,146 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2951 |
1.2906 |
1.2679 |
|
| R3 |
1.2825 |
1.2780 |
1.2645 |
|
| R2 |
1.2699 |
1.2699 |
1.2633 |
|
| R1 |
1.2654 |
1.2654 |
1.2622 |
1.2677 |
| PP |
1.2573 |
1.2573 |
1.2573 |
1.2584 |
| S1 |
1.2528 |
1.2528 |
1.2598 |
1.2551 |
| S2 |
1.2447 |
1.2447 |
1.2587 |
|
| S3 |
1.2321 |
1.2402 |
1.2575 |
|
| S4 |
1.2195 |
1.2276 |
1.2541 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3065 |
1.3007 |
1.2703 |
|
| R3 |
1.2896 |
1.2838 |
1.2656 |
|
| R2 |
1.2727 |
1.2727 |
1.2641 |
|
| R1 |
1.2669 |
1.2669 |
1.2625 |
1.2698 |
| PP |
1.2558 |
1.2558 |
1.2558 |
1.2573 |
| S1 |
1.2500 |
1.2500 |
1.2595 |
1.2529 |
| S2 |
1.2389 |
1.2389 |
1.2579 |
|
| S3 |
1.2220 |
1.2331 |
1.2564 |
|
| S4 |
1.2051 |
1.2162 |
1.2517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2617 |
1.2376 |
0.0241 |
1.9% |
0.0090 |
0.7% |
97% |
True |
False |
96,416 |
| 10 |
1.2617 |
1.2183 |
0.0434 |
3.4% |
0.0100 |
0.8% |
98% |
True |
False |
103,880 |
| 20 |
1.2617 |
1.2094 |
0.0523 |
4.1% |
0.0096 |
0.8% |
99% |
True |
False |
102,808 |
| 40 |
1.2617 |
1.2043 |
0.0574 |
4.6% |
0.0097 |
0.8% |
99% |
True |
False |
102,653 |
| 60 |
1.2725 |
1.2043 |
0.0682 |
5.4% |
0.0091 |
0.7% |
83% |
False |
False |
93,313 |
| 80 |
1.2819 |
1.2043 |
0.0776 |
6.2% |
0.0090 |
0.7% |
73% |
False |
False |
70,155 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0091 |
0.7% |
52% |
False |
False |
56,219 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0087 |
0.7% |
52% |
False |
False |
46,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3153 |
|
2.618 |
1.2947 |
|
1.618 |
1.2821 |
|
1.000 |
1.2743 |
|
0.618 |
1.2695 |
|
HIGH |
1.2617 |
|
0.618 |
1.2569 |
|
0.500 |
1.2554 |
|
0.382 |
1.2539 |
|
LOW |
1.2491 |
|
0.618 |
1.2413 |
|
1.000 |
1.2365 |
|
1.618 |
1.2287 |
|
2.618 |
1.2161 |
|
4.250 |
1.1956 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2591 |
1.2585 |
| PP |
1.2573 |
1.2559 |
| S1 |
1.2554 |
1.2534 |
|