CME British Pound Future March 2024


Trading Metrics calculated at close of trading on 22-Nov-2023
Day Change Summary
Previous Current
21-Nov-2023 22-Nov-2023 Change Change % Previous Week
Open 1.2518 1.2551 0.0033 0.3% 1.2238
High 1.2568 1.2551 -0.0017 -0.1% 1.2530
Low 1.2517 1.2468 -0.0049 -0.4% 1.2236
Close 1.2552 1.2502 -0.0050 -0.4% 1.2459
Range 0.0051 0.0083 0.0032 62.7% 0.0294
ATR 0.0083 0.0083 0.0000 0.0% 0.0000
Volume 576 98 -478 -83.0% 1,123
Daily Pivots for day following 22-Nov-2023
Classic Woodie Camarilla DeMark
R4 1.2756 1.2712 1.2548
R3 1.2673 1.2629 1.2525
R2 1.2590 1.2590 1.2517
R1 1.2546 1.2546 1.2510 1.2527
PP 1.2507 1.2507 1.2507 1.2497
S1 1.2463 1.2463 1.2494 1.2444
S2 1.2424 1.2424 1.2487
S3 1.2341 1.2380 1.2479
S4 1.2258 1.2297 1.2456
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 1.5% 0.0073 0.6% 64% False False 218
10 1.2568 1.2199 0.0369 3.0% 0.0088 0.7% 82% False False 220
20 1.2568 1.2085 0.0483 3.9% 0.0081 0.6% 86% False False 187
40 1.2568 1.2061 0.0507 4.1% 0.0080 0.6% 87% False False 163
60 1.2725 1.2061 0.0664 5.3% 0.0067 0.5% 66% False False 195
80 1.2797 1.2061 0.0736 5.9% 0.0061 0.5% 60% False False 148
100 1.3105 1.2061 0.1044 8.4% 0.0057 0.5% 42% False False 119
120 1.3105 1.2061 0.1044 8.4% 0.0050 0.4% 42% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2904
2.618 1.2768
1.618 1.2685
1.000 1.2634
0.618 1.2602
HIGH 1.2551
0.618 1.2519
0.500 1.2510
0.382 1.2500
LOW 1.2468
0.618 1.2417
1.000 1.2385
1.618 1.2334
2.618 1.2251
4.250 1.2115
Fisher Pivots for day following 22-Nov-2023
Pivot 1 day 3 day
R1 1.2510 1.2513
PP 1.2507 1.2509
S1 1.2505 1.2506

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

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