CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2702 |
1.2696 |
-0.0006 |
0.0% |
1.2463 |
| High |
1.2735 |
1.2712 |
-0.0023 |
-0.2% |
1.2617 |
| Low |
1.2667 |
1.2605 |
-0.0062 |
-0.5% |
1.2448 |
| Close |
1.2709 |
1.2625 |
-0.0084 |
-0.7% |
1.2610 |
| Range |
0.0068 |
0.0107 |
0.0039 |
57.4% |
0.0169 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.1% |
0.0000 |
| Volume |
99,453 |
146,014 |
46,561 |
46.8% |
388,146 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2968 |
1.2904 |
1.2684 |
|
| R3 |
1.2861 |
1.2797 |
1.2654 |
|
| R2 |
1.2754 |
1.2754 |
1.2645 |
|
| R1 |
1.2690 |
1.2690 |
1.2635 |
1.2669 |
| PP |
1.2647 |
1.2647 |
1.2647 |
1.2637 |
| S1 |
1.2583 |
1.2583 |
1.2615 |
1.2562 |
| S2 |
1.2540 |
1.2540 |
1.2605 |
|
| S3 |
1.2433 |
1.2476 |
1.2596 |
|
| S4 |
1.2326 |
1.2369 |
1.2566 |
|
|
| 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 |
1.2735 |
1.2491 |
0.0244 |
1.9% |
0.0093 |
0.7% |
55% |
False |
False |
114,991 |
| 10 |
1.2735 |
1.2376 |
0.0359 |
2.8% |
0.0087 |
0.7% |
69% |
False |
False |
103,376 |
| 20 |
1.2735 |
1.2155 |
0.0580 |
4.6% |
0.0098 |
0.8% |
81% |
False |
False |
107,077 |
| 40 |
1.2735 |
1.2072 |
0.0663 |
5.3% |
0.0095 |
0.8% |
83% |
False |
False |
101,709 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.5% |
0.0090 |
0.7% |
84% |
False |
False |
100,483 |
| 80 |
1.2819 |
1.2043 |
0.0776 |
6.1% |
0.0090 |
0.7% |
75% |
False |
False |
75,776 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0091 |
0.7% |
53% |
False |
False |
60,691 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0089 |
0.7% |
53% |
False |
False |
50,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3167 |
|
2.618 |
1.2992 |
|
1.618 |
1.2885 |
|
1.000 |
1.2819 |
|
0.618 |
1.2778 |
|
HIGH |
1.2712 |
|
0.618 |
1.2671 |
|
0.500 |
1.2659 |
|
0.382 |
1.2646 |
|
LOW |
1.2605 |
|
0.618 |
1.2539 |
|
1.000 |
1.2498 |
|
1.618 |
1.2432 |
|
2.618 |
1.2325 |
|
4.250 |
1.2150 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2659 |
1.2670 |
| PP |
1.2647 |
1.2655 |
| S1 |
1.2636 |
1.2640 |
|