CME British Pound Future March 2024
| 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 |
1.2717 |
1.2705 |
-0.0012 |
-0.1% |
1.2459 |
| High |
1.2738 |
1.2715 |
-0.0023 |
-0.2% |
1.2625 |
| Low |
1.2677 |
1.2615 |
-0.0062 |
-0.5% |
1.2458 |
| Close |
1.2718 |
1.2633 |
-0.0085 |
-0.7% |
1.2618 |
| Range |
0.0061 |
0.0100 |
0.0039 |
63.9% |
0.0167 |
| ATR |
0.0083 |
0.0085 |
0.0001 |
1.7% |
0.0000 |
| Volume |
592 |
912 |
320 |
54.1% |
1,749 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2954 |
1.2894 |
1.2688 |
|
| R3 |
1.2854 |
1.2794 |
1.2661 |
|
| R2 |
1.2754 |
1.2754 |
1.2651 |
|
| R1 |
1.2694 |
1.2694 |
1.2642 |
1.2674 |
| PP |
1.2654 |
1.2654 |
1.2654 |
1.2645 |
| S1 |
1.2594 |
1.2594 |
1.2624 |
1.2574 |
| S2 |
1.2554 |
1.2554 |
1.2615 |
|
| S3 |
1.2454 |
1.2494 |
1.2606 |
|
| S4 |
1.2354 |
1.2394 |
1.2578 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.3010 |
1.2710 |
|
| R3 |
1.2901 |
1.2843 |
1.2664 |
|
| R2 |
1.2734 |
1.2734 |
1.2649 |
|
| R1 |
1.2676 |
1.2676 |
1.2633 |
1.2705 |
| PP |
1.2567 |
1.2567 |
1.2567 |
1.2582 |
| S1 |
1.2509 |
1.2509 |
1.2603 |
1.2538 |
| S2 |
1.2400 |
1.2400 |
1.2587 |
|
| S3 |
1.2233 |
1.2342 |
1.2572 |
|
| S4 |
1.2066 |
1.2175 |
1.2526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2738 |
1.2501 |
0.0237 |
1.9% |
0.0088 |
0.7% |
56% |
False |
False |
777 |
| 10 |
1.2738 |
1.2386 |
0.0352 |
2.8% |
0.0081 |
0.6% |
70% |
False |
False |
497 |
| 20 |
1.2738 |
1.2182 |
0.0556 |
4.4% |
0.0087 |
0.7% |
81% |
False |
False |
352 |
| 40 |
1.2738 |
1.2085 |
0.0653 |
5.2% |
0.0082 |
0.6% |
84% |
False |
False |
213 |
| 60 |
1.2738 |
1.2061 |
0.0677 |
5.4% |
0.0070 |
0.6% |
84% |
False |
False |
259 |
| 80 |
1.2782 |
1.2061 |
0.0721 |
5.7% |
0.0063 |
0.5% |
79% |
False |
False |
196 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0060 |
0.5% |
55% |
False |
False |
158 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0053 |
0.4% |
55% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3140 |
|
2.618 |
1.2977 |
|
1.618 |
1.2877 |
|
1.000 |
1.2815 |
|
0.618 |
1.2777 |
|
HIGH |
1.2715 |
|
0.618 |
1.2677 |
|
0.500 |
1.2665 |
|
0.382 |
1.2653 |
|
LOW |
1.2615 |
|
0.618 |
1.2553 |
|
1.000 |
1.2515 |
|
1.618 |
1.2453 |
|
2.618 |
1.2353 |
|
4.250 |
1.2190 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2665 |
1.2677 |
| PP |
1.2654 |
1.2662 |
| S1 |
1.2644 |
1.2648 |
|