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 |
|
|
|
| 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 |
|