CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2412 |
1.2459 |
0.0047 |
0.4% |
1.2238 |
| High |
1.2474 |
1.2526 |
0.0052 |
0.4% |
1.2530 |
| Low |
1.2386 |
1.2458 |
0.0072 |
0.6% |
1.2236 |
| Close |
1.2459 |
1.2521 |
0.0062 |
0.5% |
1.2459 |
| Range |
0.0088 |
0.0068 |
-0.0020 |
-22.7% |
0.0294 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
129 |
106 |
-23 |
-17.8% |
1,123 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2706 |
1.2681 |
1.2558 |
|
| R3 |
1.2638 |
1.2613 |
1.2540 |
|
| R2 |
1.2570 |
1.2570 |
1.2533 |
|
| R1 |
1.2545 |
1.2545 |
1.2527 |
1.2558 |
| PP |
1.2502 |
1.2502 |
1.2502 |
1.2508 |
| S1 |
1.2477 |
1.2477 |
1.2515 |
1.2490 |
| S2 |
1.2434 |
1.2434 |
1.2509 |
|
| S3 |
1.2366 |
1.2409 |
1.2502 |
|
| S4 |
1.2298 |
1.2341 |
1.2484 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3169 |
1.2621 |
|
| R3 |
1.2996 |
1.2875 |
1.2540 |
|
| R2 |
1.2702 |
1.2702 |
1.2513 |
|
| R1 |
1.2581 |
1.2581 |
1.2486 |
1.2642 |
| PP |
1.2408 |
1.2408 |
1.2408 |
1.2439 |
| S1 |
1.2287 |
1.2287 |
1.2432 |
1.2348 |
| S2 |
1.2114 |
1.2114 |
1.2405 |
|
| S3 |
1.1820 |
1.1993 |
1.2378 |
|
| S4 |
1.1526 |
1.1699 |
1.2297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2530 |
1.2278 |
0.0252 |
2.0% |
0.0116 |
0.9% |
96% |
False |
False |
234 |
| 10 |
1.2530 |
1.2199 |
0.0331 |
2.6% |
0.0087 |
0.7% |
97% |
False |
False |
190 |
| 20 |
1.2530 |
1.2085 |
0.0445 |
3.6% |
0.0083 |
0.7% |
98% |
False |
False |
172 |
| 40 |
1.2530 |
1.2061 |
0.0469 |
3.7% |
0.0079 |
0.6% |
98% |
False |
False |
166 |
| 60 |
1.2725 |
1.2061 |
0.0664 |
5.3% |
0.0064 |
0.5% |
69% |
False |
False |
184 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.2% |
0.0060 |
0.5% |
60% |
False |
False |
140 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0056 |
0.4% |
44% |
False |
False |
112 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0051 |
0.4% |
44% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2815 |
|
2.618 |
1.2704 |
|
1.618 |
1.2636 |
|
1.000 |
1.2594 |
|
0.618 |
1.2568 |
|
HIGH |
1.2526 |
|
0.618 |
1.2500 |
|
0.500 |
1.2492 |
|
0.382 |
1.2484 |
|
LOW |
1.2458 |
|
0.618 |
1.2416 |
|
1.000 |
1.2390 |
|
1.618 |
1.2348 |
|
2.618 |
1.2280 |
|
4.250 |
1.2169 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2511 |
1.2499 |
| PP |
1.2502 |
1.2478 |
| S1 |
1.2492 |
1.2456 |
|