CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2463 |
1.2504 |
0.0041 |
0.3% |
1.2234 |
| High |
1.2520 |
1.2561 |
0.0041 |
0.3% |
1.2523 |
| Low |
1.2448 |
1.2504 |
0.0056 |
0.4% |
1.2225 |
| Close |
1.2513 |
1.2543 |
0.0030 |
0.2% |
1.2451 |
| Range |
0.0072 |
0.0057 |
-0.0015 |
-20.8% |
0.0298 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
81,999 |
82,966 |
967 |
1.2% |
557,242 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2707 |
1.2682 |
1.2574 |
|
| R3 |
1.2650 |
1.2625 |
1.2559 |
|
| R2 |
1.2593 |
1.2593 |
1.2553 |
|
| R1 |
1.2568 |
1.2568 |
1.2548 |
1.2581 |
| PP |
1.2536 |
1.2536 |
1.2536 |
1.2542 |
| S1 |
1.2511 |
1.2511 |
1.2538 |
1.2524 |
| S2 |
1.2479 |
1.2479 |
1.2533 |
|
| S3 |
1.2422 |
1.2454 |
1.2527 |
|
| S4 |
1.2365 |
1.2397 |
1.2512 |
|
|
| 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 |
1.2561 |
1.2376 |
0.0185 |
1.5% |
0.0084 |
0.7% |
90% |
True |
False |
102,083 |
| 10 |
1.2561 |
1.2183 |
0.0378 |
3.0% |
0.0093 |
0.7% |
95% |
True |
False |
98,064 |
| 20 |
1.2561 |
1.2072 |
0.0489 |
3.9% |
0.0091 |
0.7% |
96% |
True |
False |
101,005 |
| 40 |
1.2561 |
1.2043 |
0.0518 |
4.1% |
0.0095 |
0.8% |
97% |
True |
False |
104,087 |
| 60 |
1.2744 |
1.2043 |
0.0701 |
5.6% |
0.0091 |
0.7% |
71% |
False |
False |
89,668 |
| 80 |
1.2828 |
1.2043 |
0.0785 |
6.3% |
0.0089 |
0.7% |
64% |
False |
False |
67,371 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0090 |
0.7% |
46% |
False |
False |
53,992 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0086 |
0.7% |
46% |
False |
False |
45,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2803 |
|
2.618 |
1.2710 |
|
1.618 |
1.2653 |
|
1.000 |
1.2618 |
|
0.618 |
1.2596 |
|
HIGH |
1.2561 |
|
0.618 |
1.2539 |
|
0.500 |
1.2533 |
|
0.382 |
1.2526 |
|
LOW |
1.2504 |
|
0.618 |
1.2469 |
|
1.000 |
1.2447 |
|
1.618 |
1.2412 |
|
2.618 |
1.2355 |
|
4.250 |
1.2262 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2540 |
1.2518 |
| PP |
1.2536 |
1.2493 |
| S1 |
1.2533 |
1.2469 |
|