CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2500 |
1.2607 |
0.0107 |
0.9% |
1.2463 |
| High |
1.2617 |
1.2646 |
0.0029 |
0.2% |
1.2617 |
| Low |
1.2491 |
1.2592 |
0.0101 |
0.8% |
1.2448 |
| Close |
1.2610 |
1.2635 |
0.0025 |
0.2% |
1.2610 |
| Range |
0.0126 |
0.0054 |
-0.0072 |
-57.1% |
0.0169 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
124,118 |
90,961 |
-33,157 |
-26.7% |
388,146 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2786 |
1.2765 |
1.2665 |
|
| R3 |
1.2732 |
1.2711 |
1.2650 |
|
| R2 |
1.2678 |
1.2678 |
1.2645 |
|
| R1 |
1.2657 |
1.2657 |
1.2640 |
1.2668 |
| PP |
1.2624 |
1.2624 |
1.2624 |
1.2630 |
| S1 |
1.2603 |
1.2603 |
1.2630 |
1.2614 |
| S2 |
1.2570 |
1.2570 |
1.2625 |
|
| S3 |
1.2516 |
1.2549 |
1.2620 |
|
| S4 |
1.2462 |
1.2495 |
1.2605 |
|
|
| 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 |
1.2646 |
1.2448 |
0.0198 |
1.6% |
0.0082 |
0.6% |
94% |
True |
False |
95,821 |
| 10 |
1.2646 |
1.2225 |
0.0421 |
3.3% |
0.0100 |
0.8% |
97% |
True |
False |
103,634 |
| 20 |
1.2646 |
1.2094 |
0.0552 |
4.4% |
0.0095 |
0.8% |
98% |
True |
False |
103,185 |
| 40 |
1.2646 |
1.2043 |
0.0603 |
4.8% |
0.0096 |
0.8% |
98% |
True |
False |
101,568 |
| 60 |
1.2713 |
1.2043 |
0.0670 |
5.3% |
0.0091 |
0.7% |
88% |
False |
False |
94,806 |
| 80 |
1.2819 |
1.2043 |
0.0776 |
6.1% |
0.0090 |
0.7% |
76% |
False |
False |
71,289 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0091 |
0.7% |
54% |
False |
False |
57,107 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0088 |
0.7% |
54% |
False |
False |
47,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2876 |
|
2.618 |
1.2787 |
|
1.618 |
1.2733 |
|
1.000 |
1.2700 |
|
0.618 |
1.2679 |
|
HIGH |
1.2646 |
|
0.618 |
1.2625 |
|
0.500 |
1.2619 |
|
0.382 |
1.2613 |
|
LOW |
1.2592 |
|
0.618 |
1.2559 |
|
1.000 |
1.2538 |
|
1.618 |
1.2505 |
|
2.618 |
1.2451 |
|
4.250 |
1.2363 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2630 |
1.2606 |
| PP |
1.2624 |
1.2577 |
| S1 |
1.2619 |
1.2549 |
|