CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2459 |
1.2518 |
0.0059 |
0.5% |
1.2238 |
| High |
1.2526 |
1.2568 |
0.0042 |
0.3% |
1.2530 |
| Low |
1.2458 |
1.2517 |
0.0059 |
0.5% |
1.2236 |
| Close |
1.2521 |
1.2552 |
0.0031 |
0.2% |
1.2459 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-25.0% |
0.0294 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
106 |
576 |
470 |
443.4% |
1,123 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2699 |
1.2676 |
1.2580 |
|
| R3 |
1.2648 |
1.2625 |
1.2566 |
|
| R2 |
1.2597 |
1.2597 |
1.2561 |
|
| R1 |
1.2574 |
1.2574 |
1.2557 |
1.2586 |
| PP |
1.2546 |
1.2546 |
1.2546 |
1.2551 |
| S1 |
1.2523 |
1.2523 |
1.2547 |
1.2535 |
| S2 |
1.2495 |
1.2495 |
1.2543 |
|
| S3 |
1.2444 |
1.2472 |
1.2538 |
|
| S4 |
1.2393 |
1.2421 |
1.2524 |
|
|
| 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 |
1.2568 |
1.2386 |
0.0182 |
1.4% |
0.0079 |
0.6% |
91% |
True |
False |
246 |
| 10 |
1.2568 |
1.2199 |
0.0369 |
2.9% |
0.0085 |
0.7% |
96% |
True |
False |
232 |
| 20 |
1.2568 |
1.2085 |
0.0483 |
3.8% |
0.0079 |
0.6% |
97% |
True |
False |
194 |
| 40 |
1.2568 |
1.2061 |
0.0507 |
4.0% |
0.0079 |
0.6% |
97% |
True |
False |
177 |
| 60 |
1.2725 |
1.2061 |
0.0664 |
5.3% |
0.0065 |
0.5% |
74% |
False |
False |
194 |
| 80 |
1.2819 |
1.2061 |
0.0758 |
6.0% |
0.0060 |
0.5% |
65% |
False |
False |
147 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0056 |
0.4% |
47% |
False |
False |
118 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0051 |
0.4% |
47% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2785 |
|
2.618 |
1.2702 |
|
1.618 |
1.2651 |
|
1.000 |
1.2619 |
|
0.618 |
1.2600 |
|
HIGH |
1.2568 |
|
0.618 |
1.2549 |
|
0.500 |
1.2543 |
|
0.382 |
1.2536 |
|
LOW |
1.2517 |
|
0.618 |
1.2485 |
|
1.000 |
1.2466 |
|
1.618 |
1.2434 |
|
2.618 |
1.2383 |
|
4.250 |
1.2300 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2549 |
1.2527 |
| PP |
1.2546 |
1.2502 |
| S1 |
1.2543 |
1.2477 |
|