CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2228 |
1.2234 |
0.0006 |
0.0% |
1.2378 |
| High |
1.2240 |
1.2283 |
0.0043 |
0.4% |
1.2432 |
| Low |
1.2183 |
1.2225 |
0.0042 |
0.3% |
1.2183 |
| Close |
1.2221 |
1.2281 |
0.0060 |
0.5% |
1.2221 |
| Range |
0.0057 |
0.0058 |
0.0001 |
1.8% |
0.0249 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
93,417 |
64,980 |
-28,437 |
-30.4% |
469,922 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2437 |
1.2417 |
1.2313 |
|
| R3 |
1.2379 |
1.2359 |
1.2297 |
|
| R2 |
1.2321 |
1.2321 |
1.2292 |
|
| R1 |
1.2301 |
1.2301 |
1.2286 |
1.2311 |
| PP |
1.2263 |
1.2263 |
1.2263 |
1.2268 |
| S1 |
1.2243 |
1.2243 |
1.2276 |
1.2253 |
| S2 |
1.2205 |
1.2205 |
1.2270 |
|
| S3 |
1.2147 |
1.2185 |
1.2265 |
|
| S4 |
1.2089 |
1.2127 |
1.2249 |
|
|
| 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 |
1.2350 |
1.2183 |
0.0167 |
1.4% |
0.0071 |
0.6% |
59% |
False |
False |
85,743 |
| 10 |
1.2432 |
1.2098 |
0.0334 |
2.7% |
0.0088 |
0.7% |
55% |
False |
False |
101,489 |
| 20 |
1.2432 |
1.2072 |
0.0360 |
2.9% |
0.0088 |
0.7% |
58% |
False |
False |
97,006 |
| 40 |
1.2432 |
1.2043 |
0.0389 |
3.2% |
0.0090 |
0.7% |
61% |
False |
False |
104,013 |
| 60 |
1.2797 |
1.2043 |
0.0754 |
6.1% |
0.0089 |
0.7% |
32% |
False |
False |
78,802 |
| 80 |
1.2981 |
1.2043 |
0.0938 |
7.6% |
0.0089 |
0.7% |
25% |
False |
False |
59,173 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0087 |
0.7% |
22% |
False |
False |
47,439 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.9% |
0.0082 |
0.7% |
22% |
False |
False |
39,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2530 |
|
2.618 |
1.2435 |
|
1.618 |
1.2377 |
|
1.000 |
1.2341 |
|
0.618 |
1.2319 |
|
HIGH |
1.2283 |
|
0.618 |
1.2261 |
|
0.500 |
1.2254 |
|
0.382 |
1.2247 |
|
LOW |
1.2225 |
|
0.618 |
1.2189 |
|
1.000 |
1.2167 |
|
1.618 |
1.2131 |
|
2.618 |
1.2073 |
|
4.250 |
1.1979 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2272 |
1.2270 |
| PP |
1.2263 |
1.2258 |
| S1 |
1.2254 |
1.2247 |
|