CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2416 |
1.2463 |
0.0047 |
0.4% |
1.2234 |
| High |
1.2468 |
1.2520 |
0.0052 |
0.4% |
1.2523 |
| Low |
1.2376 |
1.2448 |
0.0072 |
0.6% |
1.2225 |
| Close |
1.2451 |
1.2513 |
0.0062 |
0.5% |
1.2451 |
| Range |
0.0092 |
0.0072 |
-0.0020 |
-21.7% |
0.0298 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
93,934 |
81,999 |
-11,935 |
-12.7% |
557,242 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2710 |
1.2683 |
1.2553 |
|
| R3 |
1.2638 |
1.2611 |
1.2533 |
|
| R2 |
1.2566 |
1.2566 |
1.2526 |
|
| R1 |
1.2539 |
1.2539 |
1.2520 |
1.2553 |
| PP |
1.2494 |
1.2494 |
1.2494 |
1.2500 |
| S1 |
1.2467 |
1.2467 |
1.2506 |
1.2481 |
| S2 |
1.2422 |
1.2422 |
1.2500 |
|
| S3 |
1.2350 |
1.2395 |
1.2493 |
|
| S4 |
1.2278 |
1.2323 |
1.2473 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3294 |
1.3170 |
1.2615 |
|
| R3 |
1.2996 |
1.2872 |
1.2533 |
|
| R2 |
1.2698 |
1.2698 |
1.2506 |
|
| R1 |
1.2574 |
1.2574 |
1.2478 |
1.2636 |
| PP |
1.2400 |
1.2400 |
1.2400 |
1.2431 |
| S1 |
1.2276 |
1.2276 |
1.2424 |
1.2338 |
| S2 |
1.2102 |
1.2102 |
1.2396 |
|
| S3 |
1.1804 |
1.1978 |
1.2369 |
|
| S4 |
1.1506 |
1.1680 |
1.2287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2523 |
1.2267 |
0.0256 |
2.0% |
0.0121 |
1.0% |
96% |
False |
False |
114,852 |
| 10 |
1.2523 |
1.2183 |
0.0340 |
2.7% |
0.0096 |
0.8% |
97% |
False |
False |
100,297 |
| 20 |
1.2523 |
1.2072 |
0.0451 |
3.6% |
0.0095 |
0.8% |
98% |
False |
False |
101,806 |
| 40 |
1.2523 |
1.2043 |
0.0480 |
3.8% |
0.0095 |
0.8% |
98% |
False |
False |
104,037 |
| 60 |
1.2744 |
1.2043 |
0.0701 |
5.6% |
0.0090 |
0.7% |
67% |
False |
False |
88,287 |
| 80 |
1.2867 |
1.2043 |
0.0824 |
6.6% |
0.0089 |
0.7% |
57% |
False |
False |
66,335 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0090 |
0.7% |
43% |
False |
False |
53,165 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0086 |
0.7% |
43% |
False |
False |
44,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2826 |
|
2.618 |
1.2708 |
|
1.618 |
1.2636 |
|
1.000 |
1.2592 |
|
0.618 |
1.2564 |
|
HIGH |
1.2520 |
|
0.618 |
1.2492 |
|
0.500 |
1.2484 |
|
0.382 |
1.2476 |
|
LOW |
1.2448 |
|
0.618 |
1.2404 |
|
1.000 |
1.2376 |
|
1.618 |
1.2332 |
|
2.618 |
1.2260 |
|
4.250 |
1.2142 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2503 |
1.2491 |
| PP |
1.2494 |
1.2470 |
| S1 |
1.2484 |
1.2448 |
|