CME British Pound Future March 2024


Trading Metrics calculated at close of trading on 09-Nov-2023
Day Change Summary
Previous Current
08-Nov-2023 09-Nov-2023 Change Change % Previous Week
Open 1.2294 1.2286 -0.0008 -0.1% 1.2119
High 1.2310 1.2299 -0.0011 -0.1% 1.2393
Low 1.2260 1.2231 -0.0029 -0.2% 1.2105
Close 1.2294 1.2231 -0.0063 -0.5% 1.2392
Range 0.0050 0.0068 0.0018 36.0% 0.0288
ATR 0.0079 0.0078 -0.0001 -1.0% 0.0000
Volume 221 183 -38 -17.2% 998
Daily Pivots for day following 09-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.2458 1.2412 1.2268
R3 1.2390 1.2344 1.2250
R2 1.2322 1.2322 1.2243
R1 1.2276 1.2276 1.2237 1.2265
PP 1.2254 1.2254 1.2254 1.2248
S1 1.2208 1.2208 1.2225 1.2197
S2 1.2186 1.2186 1.2219
S3 1.2118 1.2140 1.2212
S4 1.2050 1.2072 1.2194
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.3161 1.3064 1.2550
R3 1.2873 1.2776 1.2471
R2 1.2585 1.2585 1.2445
R1 1.2488 1.2488 1.2418 1.2537
PP 1.2297 1.2297 1.2297 1.2321
S1 1.2200 1.2200 1.2366 1.2249
S2 1.2009 1.2009 1.2339
S3 1.1721 1.1912 1.2313
S4 1.1433 1.1624 1.2234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2425 1.2198 0.0227 1.9% 0.0089 0.7% 15% False False 161
10 1.2425 1.2105 0.0320 2.6% 0.0074 0.6% 39% False False 169
20 1.2425 1.2085 0.0340 2.8% 0.0075 0.6% 43% False False 119
40 1.2441 1.2061 0.0380 3.1% 0.0070 0.6% 45% False False 178
60 1.2768 1.2061 0.0707 5.8% 0.0059 0.5% 24% False False 162
80 1.2988 1.2061 0.0927 7.6% 0.0056 0.5% 18% False False 123
100 1.3105 1.2061 0.1044 8.5% 0.0050 0.4% 16% False False 100
120 1.3105 1.2061 0.1044 8.5% 0.0045 0.4% 16% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2588
2.618 1.2477
1.618 1.2409
1.000 1.2367
0.618 1.2341
HIGH 1.2299
0.618 1.2273
0.500 1.2265
0.382 1.2257
LOW 1.2231
0.618 1.2189
1.000 1.2163
1.618 1.2121
2.618 1.2053
4.250 1.1942
Fisher Pivots for day following 09-Nov-2023
Pivot 1 day 3 day
R1 1.2265 1.2291
PP 1.2254 1.2271
S1 1.2242 1.2251

These figures are updated between 7pm and 10pm EST after a trading day.

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