CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2280 |
1.2498 |
0.0218 |
1.8% |
1.2378 |
| High |
1.2509 |
1.2523 |
0.0014 |
0.1% |
1.2432 |
| Low |
1.2267 |
1.2406 |
0.0139 |
1.1% |
1.2183 |
| Close |
1.2503 |
1.2421 |
-0.0082 |
-0.7% |
1.2221 |
| Range |
0.0242 |
0.0117 |
-0.0125 |
-51.7% |
0.0249 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.2% |
0.0000 |
| Volume |
146,811 |
150,671 |
3,860 |
2.6% |
469,922 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2801 |
1.2728 |
1.2485 |
|
| R3 |
1.2684 |
1.2611 |
1.2453 |
|
| R2 |
1.2567 |
1.2567 |
1.2442 |
|
| R1 |
1.2494 |
1.2494 |
1.2432 |
1.2472 |
| PP |
1.2450 |
1.2450 |
1.2450 |
1.2439 |
| S1 |
1.2377 |
1.2377 |
1.2410 |
1.2355 |
| S2 |
1.2333 |
1.2333 |
1.2400 |
|
| S3 |
1.2216 |
1.2260 |
1.2389 |
|
| S4 |
1.2099 |
1.2143 |
1.2357 |
|
|
| 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 |
1.2523 |
1.2183 |
0.0340 |
2.7% |
0.0114 |
0.9% |
70% |
True |
False |
108,882 |
| 10 |
1.2523 |
1.2155 |
0.0368 |
3.0% |
0.0109 |
0.9% |
72% |
True |
False |
110,777 |
| 20 |
1.2523 |
1.2072 |
0.0451 |
3.6% |
0.0098 |
0.8% |
77% |
True |
False |
102,596 |
| 40 |
1.2523 |
1.2043 |
0.0480 |
3.9% |
0.0095 |
0.8% |
79% |
True |
False |
106,007 |
| 60 |
1.2755 |
1.2043 |
0.0712 |
5.7% |
0.0093 |
0.7% |
53% |
False |
False |
83,738 |
| 80 |
1.2981 |
1.2043 |
0.0938 |
7.6% |
0.0091 |
0.7% |
40% |
False |
False |
62,882 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0090 |
0.7% |
35% |
False |
False |
50,401 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0085 |
0.7% |
35% |
False |
False |
42,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3020 |
|
2.618 |
1.2829 |
|
1.618 |
1.2712 |
|
1.000 |
1.2640 |
|
0.618 |
1.2595 |
|
HIGH |
1.2523 |
|
0.618 |
1.2478 |
|
0.500 |
1.2465 |
|
0.382 |
1.2451 |
|
LOW |
1.2406 |
|
0.618 |
1.2334 |
|
1.000 |
1.2289 |
|
1.618 |
1.2217 |
|
2.618 |
1.2100 |
|
4.250 |
1.1909 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2465 |
1.2405 |
| PP |
1.2450 |
1.2390 |
| S1 |
1.2436 |
1.2374 |
|