CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2205 |
1.2378 |
0.0173 |
1.4% |
1.2130 |
| High |
1.2393 |
1.2432 |
0.0039 |
0.3% |
1.2393 |
| Low |
1.2187 |
1.2341 |
0.0154 |
1.3% |
1.2094 |
| Close |
1.2384 |
1.2355 |
-0.0029 |
-0.2% |
1.2384 |
| Range |
0.0206 |
0.0091 |
-0.0115 |
-55.8% |
0.0299 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
142,925 |
106,185 |
-36,740 |
-25.7% |
557,430 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2649 |
1.2593 |
1.2405 |
|
| R3 |
1.2558 |
1.2502 |
1.2380 |
|
| R2 |
1.2467 |
1.2467 |
1.2372 |
|
| R1 |
1.2411 |
1.2411 |
1.2363 |
1.2394 |
| PP |
1.2376 |
1.2376 |
1.2376 |
1.2367 |
| S1 |
1.2320 |
1.2320 |
1.2347 |
1.2303 |
| S2 |
1.2285 |
1.2285 |
1.2338 |
|
| S3 |
1.2194 |
1.2229 |
1.2330 |
|
| S4 |
1.2103 |
1.2138 |
1.2305 |
|
|
| 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 |
1.2432 |
1.2098 |
0.0334 |
2.7% |
0.0105 |
0.8% |
77% |
True |
False |
117,235 |
| 10 |
1.2432 |
1.2072 |
0.0360 |
2.9% |
0.0094 |
0.8% |
79% |
True |
False |
103,316 |
| 20 |
1.2432 |
1.2072 |
0.0360 |
2.9% |
0.0094 |
0.8% |
79% |
True |
False |
99,271 |
| 40 |
1.2531 |
1.2043 |
0.0488 |
3.9% |
0.0090 |
0.7% |
64% |
False |
False |
105,346 |
| 60 |
1.2797 |
1.2043 |
0.0754 |
6.1% |
0.0089 |
0.7% |
41% |
False |
False |
71,694 |
| 80 |
1.3111 |
1.2043 |
0.1068 |
8.6% |
0.0090 |
0.7% |
29% |
False |
False |
53,832 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0089 |
0.7% |
29% |
False |
False |
43,203 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0080 |
0.6% |
29% |
False |
False |
36,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2819 |
|
2.618 |
1.2670 |
|
1.618 |
1.2579 |
|
1.000 |
1.2523 |
|
0.618 |
1.2488 |
|
HIGH |
1.2432 |
|
0.618 |
1.2397 |
|
0.500 |
1.2387 |
|
0.382 |
1.2376 |
|
LOW |
1.2341 |
|
0.618 |
1.2285 |
|
1.000 |
1.2250 |
|
1.618 |
1.2194 |
|
2.618 |
1.2103 |
|
4.250 |
1.1954 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2387 |
1.2335 |
| PP |
1.2376 |
1.2314 |
| S1 |
1.2366 |
1.2294 |
|