CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2169 |
1.2202 |
0.0033 |
0.3% |
1.2173 |
| High |
1.2169 |
1.2231 |
0.0062 |
0.5% |
1.2299 |
| Low |
1.2111 |
1.2182 |
0.0071 |
0.6% |
1.2085 |
| Close |
1.2142 |
1.2217 |
0.0075 |
0.6% |
1.2126 |
| Range |
0.0058 |
0.0049 |
-0.0009 |
-15.5% |
0.0214 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.6% |
0.0000 |
| Volume |
308 |
333 |
25 |
8.1% |
538 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2357 |
1.2336 |
1.2244 |
|
| R3 |
1.2308 |
1.2287 |
1.2230 |
|
| R2 |
1.2259 |
1.2259 |
1.2226 |
|
| R1 |
1.2238 |
1.2238 |
1.2221 |
1.2249 |
| PP |
1.2210 |
1.2210 |
1.2210 |
1.2215 |
| S1 |
1.2189 |
1.2189 |
1.2213 |
1.2200 |
| S2 |
1.2161 |
1.2161 |
1.2208 |
|
| S3 |
1.2112 |
1.2140 |
1.2204 |
|
| S4 |
1.2063 |
1.2091 |
1.2190 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2812 |
1.2683 |
1.2244 |
|
| R3 |
1.2598 |
1.2469 |
1.2185 |
|
| R2 |
1.2384 |
1.2384 |
1.2165 |
|
| R1 |
1.2255 |
1.2255 |
1.2146 |
1.2213 |
| PP |
1.2170 |
1.2170 |
1.2170 |
1.2149 |
| S1 |
1.2041 |
1.2041 |
1.2106 |
1.1999 |
| S2 |
1.1956 |
1.1956 |
1.2087 |
|
| S3 |
1.1742 |
1.1827 |
1.2067 |
|
| S4 |
1.1528 |
1.1613 |
1.2008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2231 |
1.2105 |
0.0126 |
1.0% |
0.0059 |
0.5% |
89% |
True |
False |
177 |
| 10 |
1.2299 |
1.2085 |
0.0214 |
1.8% |
0.0071 |
0.6% |
62% |
False |
False |
142 |
| 20 |
1.2350 |
1.2085 |
0.0265 |
2.2% |
0.0075 |
0.6% |
50% |
False |
False |
90 |
| 40 |
1.2514 |
1.2061 |
0.0453 |
3.7% |
0.0063 |
0.5% |
34% |
False |
False |
220 |
| 60 |
1.2782 |
1.2061 |
0.0721 |
5.9% |
0.0056 |
0.5% |
22% |
False |
False |
150 |
| 80 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0053 |
0.4% |
15% |
False |
False |
113 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0046 |
0.4% |
15% |
False |
False |
92 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0042 |
0.3% |
15% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2439 |
|
2.618 |
1.2359 |
|
1.618 |
1.2310 |
|
1.000 |
1.2280 |
|
0.618 |
1.2261 |
|
HIGH |
1.2231 |
|
0.618 |
1.2212 |
|
0.500 |
1.2207 |
|
0.382 |
1.2201 |
|
LOW |
1.2182 |
|
0.618 |
1.2152 |
|
1.000 |
1.2133 |
|
1.618 |
1.2103 |
|
2.618 |
1.2054 |
|
4.250 |
1.1974 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2214 |
1.2202 |
| PP |
1.2210 |
1.2186 |
| S1 |
1.2207 |
1.2171 |
|