CME British Pound Future December 2023
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2632 |
1.2702 |
0.0070 |
0.6% |
1.2463 |
| High |
1.2718 |
1.2735 |
0.0017 |
0.1% |
1.2617 |
| Low |
1.2609 |
1.2667 |
0.0058 |
0.5% |
1.2448 |
| Close |
1.2701 |
1.2709 |
0.0008 |
0.1% |
1.2610 |
| Range |
0.0109 |
0.0068 |
-0.0041 |
-37.6% |
0.0169 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
114,413 |
99,453 |
-14,960 |
-13.1% |
388,146 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2908 |
1.2876 |
1.2746 |
|
| R3 |
1.2840 |
1.2808 |
1.2728 |
|
| R2 |
1.2772 |
1.2772 |
1.2721 |
|
| R1 |
1.2740 |
1.2740 |
1.2715 |
1.2756 |
| PP |
1.2704 |
1.2704 |
1.2704 |
1.2712 |
| S1 |
1.2672 |
1.2672 |
1.2703 |
1.2688 |
| S2 |
1.2636 |
1.2636 |
1.2697 |
|
| S3 |
1.2568 |
1.2604 |
1.2690 |
|
| S4 |
1.2500 |
1.2536 |
1.2672 |
|
|
| 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 |
1.2735 |
1.2451 |
0.0284 |
2.2% |
0.0092 |
0.7% |
91% |
True |
False |
105,601 |
| 10 |
1.2735 |
1.2376 |
0.0359 |
2.8% |
0.0088 |
0.7% |
93% |
True |
False |
103,842 |
| 20 |
1.2735 |
1.2098 |
0.0637 |
5.0% |
0.0096 |
0.8% |
96% |
True |
False |
105,455 |
| 40 |
1.2735 |
1.2043 |
0.0692 |
5.4% |
0.0096 |
0.8% |
96% |
True |
False |
101,455 |
| 60 |
1.2735 |
1.2043 |
0.0692 |
5.4% |
0.0089 |
0.7% |
96% |
True |
False |
98,216 |
| 80 |
1.2819 |
1.2043 |
0.0776 |
6.1% |
0.0089 |
0.7% |
86% |
False |
False |
73,954 |
| 100 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0090 |
0.7% |
61% |
False |
False |
59,233 |
| 120 |
1.3133 |
1.2043 |
0.1090 |
8.6% |
0.0089 |
0.7% |
61% |
False |
False |
49,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3024 |
|
2.618 |
1.2913 |
|
1.618 |
1.2845 |
|
1.000 |
1.2803 |
|
0.618 |
1.2777 |
|
HIGH |
1.2735 |
|
0.618 |
1.2709 |
|
0.500 |
1.2701 |
|
0.382 |
1.2693 |
|
LOW |
1.2667 |
|
0.618 |
1.2625 |
|
1.000 |
1.2599 |
|
1.618 |
1.2557 |
|
2.618 |
1.2489 |
|
4.250 |
1.2378 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2706 |
1.2694 |
| PP |
1.2704 |
1.2679 |
| S1 |
1.2701 |
1.2664 |
|