CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2288 |
1.2228 |
-0.0060 |
-0.5% |
1.2378 |
| High |
1.2311 |
1.2240 |
-0.0071 |
-0.6% |
1.2432 |
| Low |
1.2215 |
1.2183 |
-0.0032 |
-0.3% |
1.2183 |
| Close |
1.2223 |
1.2221 |
-0.0002 |
0.0% |
1.2221 |
| Range |
0.0096 |
0.0057 |
-0.0039 |
-40.6% |
0.0249 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
88,535 |
93,417 |
4,882 |
5.5% |
469,922 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2386 |
1.2360 |
1.2252 |
|
| R3 |
1.2329 |
1.2303 |
1.2237 |
|
| R2 |
1.2272 |
1.2272 |
1.2231 |
|
| R1 |
1.2246 |
1.2246 |
1.2226 |
1.2231 |
| PP |
1.2215 |
1.2215 |
1.2215 |
1.2207 |
| S1 |
1.2189 |
1.2189 |
1.2216 |
1.2174 |
| S2 |
1.2158 |
1.2158 |
1.2211 |
|
| S3 |
1.2101 |
1.2132 |
1.2205 |
|
| S4 |
1.2044 |
1.2075 |
1.2190 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3026 |
1.2872 |
1.2358 |
|
| R3 |
1.2777 |
1.2623 |
1.2289 |
|
| R2 |
1.2528 |
1.2528 |
1.2267 |
|
| R1 |
1.2374 |
1.2374 |
1.2244 |
1.2327 |
| PP |
1.2279 |
1.2279 |
1.2279 |
1.2255 |
| S1 |
1.2125 |
1.2125 |
1.2198 |
1.2078 |
| S2 |
1.2030 |
1.2030 |
1.2175 |
|
| S3 |
1.1781 |
1.1876 |
1.2153 |
|
| S4 |
1.1532 |
1.1627 |
1.2084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2432 |
1.2183 |
0.0249 |
2.0% |
0.0078 |
0.6% |
15% |
False |
True |
93,984 |
| 10 |
1.2432 |
1.2094 |
0.0338 |
2.8% |
0.0091 |
0.7% |
38% |
False |
False |
102,735 |
| 20 |
1.2432 |
1.2072 |
0.0360 |
2.9% |
0.0088 |
0.7% |
41% |
False |
False |
97,328 |
| 40 |
1.2432 |
1.2043 |
0.0389 |
3.2% |
0.0089 |
0.7% |
46% |
False |
False |
103,944 |
| 60 |
1.2797 |
1.2043 |
0.0754 |
6.2% |
0.0089 |
0.7% |
24% |
False |
False |
77,735 |
| 80 |
1.2981 |
1.2043 |
0.0938 |
7.7% |
0.0089 |
0.7% |
19% |
False |
False |
58,364 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0088 |
0.7% |
16% |
False |
False |
46,793 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0082 |
0.7% |
16% |
False |
False |
39,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2482 |
|
2.618 |
1.2389 |
|
1.618 |
1.2332 |
|
1.000 |
1.2297 |
|
0.618 |
1.2275 |
|
HIGH |
1.2240 |
|
0.618 |
1.2218 |
|
0.500 |
1.2212 |
|
0.382 |
1.2205 |
|
LOW |
1.2183 |
|
0.618 |
1.2148 |
|
1.000 |
1.2126 |
|
1.618 |
1.2091 |
|
2.618 |
1.2034 |
|
4.250 |
1.1941 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2218 |
1.2247 |
| PP |
1.2215 |
1.2238 |
| S1 |
1.2212 |
1.2230 |
|