CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2498 |
1.2420 |
-0.0078 |
-0.6% |
1.2378 |
| High |
1.2523 |
1.2459 |
-0.0064 |
-0.5% |
1.2432 |
| Low |
1.2406 |
1.2379 |
-0.0027 |
-0.2% |
1.2183 |
| Close |
1.2421 |
1.2420 |
-0.0001 |
0.0% |
1.2221 |
| Range |
0.0117 |
0.0080 |
-0.0037 |
-31.6% |
0.0249 |
| ATR |
0.0101 |
0.0100 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
150,671 |
100,846 |
-49,825 |
-33.1% |
469,922 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2659 |
1.2620 |
1.2464 |
|
| R3 |
1.2579 |
1.2540 |
1.2442 |
|
| R2 |
1.2499 |
1.2499 |
1.2435 |
|
| R1 |
1.2460 |
1.2460 |
1.2427 |
1.2460 |
| PP |
1.2419 |
1.2419 |
1.2419 |
1.2420 |
| S1 |
1.2380 |
1.2380 |
1.2413 |
1.2380 |
| S2 |
1.2339 |
1.2339 |
1.2405 |
|
| S3 |
1.2259 |
1.2300 |
1.2398 |
|
| S4 |
1.2179 |
1.2220 |
1.2376 |
|
|
| 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% |
0.0111 |
0.9% |
70% |
False |
False |
111,345 |
| 10 |
1.2523 |
1.2183 |
0.0340 |
2.7% |
0.0109 |
0.9% |
70% |
False |
False |
107,615 |
| 20 |
1.2523 |
1.2072 |
0.0451 |
3.6% |
0.0097 |
0.8% |
77% |
False |
False |
101,871 |
| 40 |
1.2523 |
1.2043 |
0.0480 |
3.9% |
0.0094 |
0.8% |
79% |
False |
False |
104,338 |
| 60 |
1.2744 |
1.2043 |
0.0701 |
5.6% |
0.0092 |
0.7% |
54% |
False |
False |
85,377 |
| 80 |
1.2981 |
1.2043 |
0.0938 |
7.6% |
0.0091 |
0.7% |
40% |
False |
False |
64,142 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0090 |
0.7% |
35% |
False |
False |
51,409 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.8% |
0.0086 |
0.7% |
35% |
False |
False |
42,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2799 |
|
2.618 |
1.2668 |
|
1.618 |
1.2588 |
|
1.000 |
1.2539 |
|
0.618 |
1.2508 |
|
HIGH |
1.2459 |
|
0.618 |
1.2428 |
|
0.500 |
1.2419 |
|
0.382 |
1.2410 |
|
LOW |
1.2379 |
|
0.618 |
1.2330 |
|
1.000 |
1.2299 |
|
1.618 |
1.2250 |
|
2.618 |
1.2170 |
|
4.250 |
1.2039 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2420 |
1.2412 |
| PP |
1.2419 |
1.2403 |
| S1 |
1.2419 |
1.2395 |
|