CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2157 |
1.2205 |
0.0048 |
0.4% |
1.2130 |
| High |
1.2231 |
1.2393 |
0.0162 |
1.3% |
1.2393 |
| Low |
1.2155 |
1.2187 |
0.0032 |
0.3% |
1.2094 |
| Close |
1.2209 |
1.2384 |
0.0175 |
1.4% |
1.2384 |
| Range |
0.0076 |
0.0206 |
0.0130 |
171.1% |
0.0299 |
| ATR |
0.0089 |
0.0097 |
0.0008 |
9.5% |
0.0000 |
| Volume |
132,467 |
142,925 |
10,458 |
7.9% |
557,430 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2939 |
1.2868 |
1.2497 |
|
| R3 |
1.2733 |
1.2662 |
1.2441 |
|
| R2 |
1.2527 |
1.2527 |
1.2422 |
|
| R1 |
1.2456 |
1.2456 |
1.2403 |
1.2492 |
| PP |
1.2321 |
1.2321 |
1.2321 |
1.2339 |
| S1 |
1.2250 |
1.2250 |
1.2365 |
1.2286 |
| S2 |
1.2115 |
1.2115 |
1.2346 |
|
| S3 |
1.1909 |
1.2044 |
1.2327 |
|
| S4 |
1.1703 |
1.1838 |
1.2271 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3187 |
1.3085 |
1.2548 |
|
| R3 |
1.2888 |
1.2786 |
1.2466 |
|
| R2 |
1.2589 |
1.2589 |
1.2439 |
|
| R1 |
1.2487 |
1.2487 |
1.2411 |
1.2538 |
| PP |
1.2290 |
1.2290 |
1.2290 |
1.2316 |
| S1 |
1.2188 |
1.2188 |
1.2357 |
1.2239 |
| S2 |
1.1991 |
1.1991 |
1.2329 |
|
| S3 |
1.1692 |
1.1889 |
1.2302 |
|
| S4 |
1.1393 |
1.1590 |
1.2220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2393 |
1.2094 |
0.0299 |
2.4% |
0.0104 |
0.8% |
97% |
True |
False |
111,486 |
| 10 |
1.2393 |
1.2072 |
0.0321 |
2.6% |
0.0097 |
0.8% |
97% |
True |
False |
102,342 |
| 20 |
1.2393 |
1.2072 |
0.0321 |
2.6% |
0.0094 |
0.8% |
97% |
True |
False |
98,346 |
| 40 |
1.2548 |
1.2043 |
0.0505 |
4.1% |
0.0089 |
0.7% |
68% |
False |
False |
103,690 |
| 60 |
1.2797 |
1.2043 |
0.0754 |
6.1% |
0.0089 |
0.7% |
45% |
False |
False |
69,928 |
| 80 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0090 |
0.7% |
31% |
False |
False |
52,507 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0089 |
0.7% |
31% |
False |
False |
42,148 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0080 |
0.6% |
31% |
False |
False |
35,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3269 |
|
2.618 |
1.2932 |
|
1.618 |
1.2726 |
|
1.000 |
1.2599 |
|
0.618 |
1.2520 |
|
HIGH |
1.2393 |
|
0.618 |
1.2314 |
|
0.500 |
1.2290 |
|
0.382 |
1.2266 |
|
LOW |
1.2187 |
|
0.618 |
1.2060 |
|
1.000 |
1.1981 |
|
1.618 |
1.1854 |
|
2.618 |
1.1648 |
|
4.250 |
1.1312 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2353 |
1.2338 |
| PP |
1.2321 |
1.2292 |
| S1 |
1.2290 |
1.2246 |
|