CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2155 |
1.2157 |
0.0002 |
0.0% |
1.2168 |
| High |
1.2168 |
1.2231 |
0.0063 |
0.5% |
1.2292 |
| Low |
1.2098 |
1.2155 |
0.0057 |
0.5% |
1.2072 |
| Close |
1.2133 |
1.2209 |
0.0076 |
0.6% |
1.2117 |
| Range |
0.0070 |
0.0076 |
0.0006 |
8.6% |
0.0220 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.8% |
0.0000 |
| Volume |
113,583 |
132,467 |
18,884 |
16.6% |
465,990 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2426 |
1.2394 |
1.2251 |
|
| R3 |
1.2350 |
1.2318 |
1.2230 |
|
| R2 |
1.2274 |
1.2274 |
1.2223 |
|
| R1 |
1.2242 |
1.2242 |
1.2216 |
1.2258 |
| PP |
1.2198 |
1.2198 |
1.2198 |
1.2207 |
| S1 |
1.2166 |
1.2166 |
1.2202 |
1.2182 |
| S2 |
1.2122 |
1.2122 |
1.2195 |
|
| S3 |
1.2046 |
1.2090 |
1.2188 |
|
| S4 |
1.1970 |
1.2014 |
1.2167 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2820 |
1.2689 |
1.2238 |
|
| R3 |
1.2600 |
1.2469 |
1.2178 |
|
| R2 |
1.2380 |
1.2380 |
1.2157 |
|
| R1 |
1.2249 |
1.2249 |
1.2137 |
1.2205 |
| PP |
1.2160 |
1.2160 |
1.2160 |
1.2138 |
| S1 |
1.2029 |
1.2029 |
1.2097 |
1.1985 |
| S2 |
1.1940 |
1.1940 |
1.2077 |
|
| S3 |
1.1720 |
1.1809 |
1.2057 |
|
| S4 |
1.1500 |
1.1589 |
1.1996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2231 |
1.2094 |
0.0137 |
1.1% |
0.0074 |
0.6% |
84% |
True |
False |
99,588 |
| 10 |
1.2292 |
1.2072 |
0.0220 |
1.8% |
0.0084 |
0.7% |
62% |
False |
False |
96,127 |
| 20 |
1.2342 |
1.2072 |
0.0270 |
2.2% |
0.0091 |
0.7% |
51% |
False |
False |
97,697 |
| 40 |
1.2548 |
1.2043 |
0.0505 |
4.1% |
0.0086 |
0.7% |
33% |
False |
False |
100,288 |
| 60 |
1.2819 |
1.2043 |
0.0776 |
6.4% |
0.0088 |
0.7% |
21% |
False |
False |
67,549 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0089 |
0.7% |
15% |
False |
False |
50,740 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0087 |
0.7% |
15% |
False |
False |
40,722 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0078 |
0.6% |
15% |
False |
False |
33,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2554 |
|
2.618 |
1.2430 |
|
1.618 |
1.2354 |
|
1.000 |
1.2307 |
|
0.618 |
1.2278 |
|
HIGH |
1.2231 |
|
0.618 |
1.2202 |
|
0.500 |
1.2193 |
|
0.382 |
1.2184 |
|
LOW |
1.2155 |
|
0.618 |
1.2108 |
|
1.000 |
1.2079 |
|
1.618 |
1.2032 |
|
2.618 |
1.1956 |
|
4.250 |
1.1832 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2204 |
1.2194 |
| PP |
1.2198 |
1.2179 |
| S1 |
1.2193 |
1.2165 |
|