CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2607 |
1.2632 |
0.0025 |
0.2% |
1.2463 |
| High |
1.2646 |
1.2718 |
0.0072 |
0.6% |
1.2617 |
| Low |
1.2592 |
1.2609 |
0.0017 |
0.1% |
1.2448 |
| Close |
1.2635 |
1.2701 |
0.0066 |
0.5% |
1.2610 |
| Range |
0.0054 |
0.0109 |
0.0055 |
101.9% |
0.0169 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.1% |
0.0000 |
| Volume |
90,961 |
114,413 |
23,452 |
25.8% |
388,146 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3003 |
1.2961 |
1.2761 |
|
| R3 |
1.2894 |
1.2852 |
1.2731 |
|
| R2 |
1.2785 |
1.2785 |
1.2721 |
|
| R1 |
1.2743 |
1.2743 |
1.2711 |
1.2764 |
| PP |
1.2676 |
1.2676 |
1.2676 |
1.2687 |
| S1 |
1.2634 |
1.2634 |
1.2691 |
1.2655 |
| S2 |
1.2567 |
1.2567 |
1.2681 |
|
| S3 |
1.2458 |
1.2525 |
1.2671 |
|
| S4 |
1.2349 |
1.2416 |
1.2641 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3065 |
1.3007 |
1.2703 |
|
| R3 |
1.2896 |
1.2838 |
1.2656 |
|
| R2 |
1.2727 |
1.2727 |
1.2641 |
|
| R1 |
1.2669 |
1.2669 |
1.2625 |
1.2698 |
| PP |
1.2558 |
1.2558 |
1.2558 |
1.2573 |
| S1 |
1.2500 |
1.2500 |
1.2595 |
1.2529 |
| S2 |
1.2389 |
1.2389 |
1.2579 |
|
| S3 |
1.2220 |
1.2331 |
1.2564 |
|
| S4 |
1.2051 |
1.2162 |
1.2517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2718 |
1.2451 |
0.0267 |
2.1% |
0.0089 |
0.7% |
94% |
True |
False |
102,304 |
| 10 |
1.2718 |
1.2267 |
0.0451 |
3.6% |
0.0105 |
0.8% |
96% |
True |
False |
108,578 |
| 20 |
1.2718 |
1.2098 |
0.0620 |
4.9% |
0.0097 |
0.8% |
97% |
True |
False |
105,033 |
| 40 |
1.2718 |
1.2043 |
0.0675 |
5.3% |
0.0095 |
0.7% |
97% |
True |
False |
101,779 |
| 60 |
1.2718 |
1.2043 |
0.0675 |
5.3% |
0.0090 |
0.7% |
97% |
True |
False |
96,691 |
| 80 |
1.2819 |
1.2043 |
0.0776 |
6.1% |
0.0089 |
0.7% |
85% |
False |
False |
72,718 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0091 |
0.7% |
60% |
False |
False |
58,246 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0088 |
0.7% |
60% |
False |
False |
48,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3181 |
|
2.618 |
1.3003 |
|
1.618 |
1.2894 |
|
1.000 |
1.2827 |
|
0.618 |
1.2785 |
|
HIGH |
1.2718 |
|
0.618 |
1.2676 |
|
0.500 |
1.2664 |
|
0.382 |
1.2651 |
|
LOW |
1.2609 |
|
0.618 |
1.2542 |
|
1.000 |
1.2500 |
|
1.618 |
1.2433 |
|
2.618 |
1.2324 |
|
4.250 |
1.2146 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2689 |
1.2669 |
| PP |
1.2676 |
1.2637 |
| S1 |
1.2664 |
1.2605 |
|