CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2266 |
1.2465 |
0.0199 |
1.6% |
1.2395 |
| High |
1.2298 |
1.2517 |
0.0219 |
1.8% |
1.2395 |
| Low |
1.2266 |
1.2465 |
0.0199 |
1.6% |
1.2221 |
| Close |
1.2298 |
1.2517 |
0.0219 |
1.8% |
1.2237 |
| Range |
0.0032 |
0.0052 |
0.0020 |
62.5% |
0.0174 |
| ATR |
0.0053 |
0.0065 |
0.0012 |
22.2% |
0.0000 |
| Volume |
2 |
15 |
13 |
650.0% |
5 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2656 |
1.2638 |
1.2546 |
|
| R3 |
1.2604 |
1.2586 |
1.2531 |
|
| R2 |
1.2552 |
1.2552 |
1.2527 |
|
| R1 |
1.2534 |
1.2534 |
1.2522 |
1.2543 |
| PP |
1.2500 |
1.2500 |
1.2500 |
1.2504 |
| S1 |
1.2482 |
1.2482 |
1.2512 |
1.2491 |
| S2 |
1.2448 |
1.2448 |
1.2507 |
|
| S3 |
1.2396 |
1.2430 |
1.2503 |
|
| S4 |
1.2344 |
1.2378 |
1.2488 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2806 |
1.2696 |
1.2333 |
|
| R3 |
1.2632 |
1.2522 |
1.2285 |
|
| R2 |
1.2458 |
1.2458 |
1.2269 |
|
| R1 |
1.2348 |
1.2348 |
1.2253 |
1.2316 |
| PP |
1.2284 |
1.2284 |
1.2284 |
1.2269 |
| S1 |
1.2174 |
1.2174 |
1.2221 |
1.2142 |
| S2 |
1.2110 |
1.2110 |
1.2205 |
|
| S3 |
1.1936 |
1.2000 |
1.2189 |
|
| S4 |
1.1762 |
1.1826 |
1.2141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2517 |
1.2221 |
0.0296 |
2.4% |
0.0026 |
0.2% |
100% |
True |
False |
4 |
| 10 |
1.2517 |
1.2148 |
0.0369 |
2.9% |
0.0036 |
0.3% |
100% |
True |
False |
3 |
| 20 |
1.2517 |
1.2112 |
0.0405 |
3.2% |
0.0025 |
0.2% |
100% |
True |
False |
1 |
| 40 |
1.2517 |
1.2099 |
0.0418 |
3.3% |
0.0018 |
0.1% |
100% |
True |
False |
2 |
| 60 |
1.2714 |
1.2099 |
0.0615 |
4.9% |
0.0021 |
0.2% |
68% |
False |
False |
2 |
| 80 |
1.2930 |
1.2099 |
0.0831 |
6.6% |
0.0022 |
0.2% |
50% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2738 |
|
2.618 |
1.2653 |
|
1.618 |
1.2601 |
|
1.000 |
1.2569 |
|
0.618 |
1.2549 |
|
HIGH |
1.2517 |
|
0.618 |
1.2497 |
|
0.500 |
1.2491 |
|
0.382 |
1.2485 |
|
LOW |
1.2465 |
|
0.618 |
1.2433 |
|
1.000 |
1.2413 |
|
1.618 |
1.2381 |
|
2.618 |
1.2329 |
|
4.250 |
1.2244 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2508 |
1.2468 |
| PP |
1.2500 |
1.2418 |
| S1 |
1.2491 |
1.2369 |
|