CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2705 |
1.2648 |
-0.0057 |
-0.4% |
1.2611 |
| High |
1.2715 |
1.2724 |
0.0009 |
0.1% |
1.2738 |
| Low |
1.2615 |
1.2624 |
0.0009 |
0.1% |
1.2603 |
| Close |
1.2633 |
1.2709 |
0.0076 |
0.6% |
1.2709 |
| Range |
0.0100 |
0.0100 |
0.0000 |
0.0% |
0.0135 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.3% |
0.0000 |
| Volume |
912 |
1,931 |
1,019 |
111.7% |
4,849 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2986 |
1.2947 |
1.2764 |
|
| R3 |
1.2886 |
1.2847 |
1.2737 |
|
| R2 |
1.2786 |
1.2786 |
1.2727 |
|
| R1 |
1.2747 |
1.2747 |
1.2718 |
1.2767 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2695 |
| S1 |
1.2647 |
1.2647 |
1.2700 |
1.2667 |
| S2 |
1.2586 |
1.2586 |
1.2691 |
|
| S3 |
1.2486 |
1.2547 |
1.2682 |
|
| S4 |
1.2386 |
1.2447 |
1.2654 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3088 |
1.3034 |
1.2783 |
|
| R3 |
1.2953 |
1.2899 |
1.2746 |
|
| R2 |
1.2818 |
1.2818 |
1.2734 |
|
| R1 |
1.2764 |
1.2764 |
1.2721 |
1.2791 |
| PP |
1.2683 |
1.2683 |
1.2683 |
1.2697 |
| S1 |
1.2629 |
1.2629 |
1.2697 |
1.2656 |
| S2 |
1.2548 |
1.2548 |
1.2684 |
|
| S3 |
1.2413 |
1.2494 |
1.2672 |
|
| S4 |
1.2278 |
1.2359 |
1.2635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2738 |
1.2603 |
0.0135 |
1.1% |
0.0083 |
0.7% |
79% |
False |
False |
969 |
| 10 |
1.2738 |
1.2386 |
0.0352 |
2.8% |
0.0083 |
0.7% |
92% |
False |
False |
672 |
| 20 |
1.2738 |
1.2198 |
0.0540 |
4.2% |
0.0090 |
0.7% |
95% |
False |
False |
432 |
| 40 |
1.2738 |
1.2085 |
0.0653 |
5.1% |
0.0083 |
0.6% |
96% |
False |
False |
261 |
| 60 |
1.2738 |
1.2061 |
0.0677 |
5.3% |
0.0072 |
0.6% |
96% |
False |
False |
291 |
| 80 |
1.2782 |
1.2061 |
0.0721 |
5.7% |
0.0064 |
0.5% |
90% |
False |
False |
220 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0060 |
0.5% |
62% |
False |
False |
177 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0054 |
0.4% |
62% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3149 |
|
2.618 |
1.2986 |
|
1.618 |
1.2886 |
|
1.000 |
1.2824 |
|
0.618 |
1.2786 |
|
HIGH |
1.2724 |
|
0.618 |
1.2686 |
|
0.500 |
1.2674 |
|
0.382 |
1.2662 |
|
LOW |
1.2624 |
|
0.618 |
1.2562 |
|
1.000 |
1.2524 |
|
1.618 |
1.2462 |
|
2.618 |
1.2362 |
|
4.250 |
1.2199 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2697 |
1.2698 |
| PP |
1.2686 |
1.2687 |
| S1 |
1.2674 |
1.2677 |
|