CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2504 |
1.2540 |
0.0036 |
0.3% |
1.2234 |
| High |
1.2561 |
1.2552 |
-0.0009 |
-0.1% |
1.2523 |
| Low |
1.2504 |
1.2451 |
-0.0053 |
-0.4% |
1.2225 |
| Close |
1.2543 |
1.2493 |
-0.0050 |
-0.4% |
1.2451 |
| Range |
0.0057 |
0.0101 |
0.0044 |
77.2% |
0.0298 |
| ATR |
0.0094 |
0.0095 |
0.0000 |
0.5% |
0.0000 |
| Volume |
82,966 |
99,063 |
16,097 |
19.4% |
557,242 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2802 |
1.2748 |
1.2549 |
|
| R3 |
1.2701 |
1.2647 |
1.2521 |
|
| R2 |
1.2600 |
1.2600 |
1.2512 |
|
| R1 |
1.2546 |
1.2546 |
1.2502 |
1.2523 |
| PP |
1.2499 |
1.2499 |
1.2499 |
1.2487 |
| S1 |
1.2445 |
1.2445 |
1.2484 |
1.2422 |
| S2 |
1.2398 |
1.2398 |
1.2474 |
|
| S3 |
1.2297 |
1.2344 |
1.2465 |
|
| S4 |
1.2196 |
1.2243 |
1.2437 |
|
|
| 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% |
0.0080 |
0.6% |
63% |
False |
False |
91,761 |
| 10 |
1.2561 |
1.2183 |
0.0378 |
3.0% |
0.0097 |
0.8% |
82% |
False |
False |
100,322 |
| 20 |
1.2561 |
1.2072 |
0.0489 |
3.9% |
0.0093 |
0.7% |
86% |
False |
False |
101,263 |
| 40 |
1.2561 |
1.2043 |
0.0518 |
4.1% |
0.0096 |
0.8% |
87% |
False |
False |
102,811 |
| 60 |
1.2744 |
1.2043 |
0.0701 |
5.6% |
0.0091 |
0.7% |
64% |
False |
False |
91,270 |
| 80 |
1.2819 |
1.2043 |
0.0776 |
6.2% |
0.0090 |
0.7% |
58% |
False |
False |
68,606 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0090 |
0.7% |
41% |
False |
False |
54,980 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.7% |
0.0086 |
0.7% |
41% |
False |
False |
45,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2981 |
|
2.618 |
1.2816 |
|
1.618 |
1.2715 |
|
1.000 |
1.2653 |
|
0.618 |
1.2614 |
|
HIGH |
1.2552 |
|
0.618 |
1.2513 |
|
0.500 |
1.2502 |
|
0.382 |
1.2490 |
|
LOW |
1.2451 |
|
0.618 |
1.2389 |
|
1.000 |
1.2350 |
|
1.618 |
1.2288 |
|
2.618 |
1.2187 |
|
4.250 |
1.2022 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2502 |
1.2505 |
| PP |
1.2499 |
1.2501 |
| S1 |
1.2496 |
1.2497 |
|