CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2202 |
1.2227 |
0.0025 |
0.2% |
1.2119 |
| High |
1.2231 |
1.2393 |
0.0162 |
1.3% |
1.2393 |
| Low |
1.2182 |
1.2198 |
0.0016 |
0.1% |
1.2105 |
| Close |
1.2217 |
1.2392 |
0.0175 |
1.4% |
1.2392 |
| Range |
0.0049 |
0.0195 |
0.0146 |
298.0% |
0.0288 |
| ATR |
0.0074 |
0.0083 |
0.0009 |
11.7% |
0.0000 |
| Volume |
333 |
137 |
-196 |
-58.9% |
998 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2913 |
1.2847 |
1.2499 |
|
| R3 |
1.2718 |
1.2652 |
1.2446 |
|
| R2 |
1.2523 |
1.2523 |
1.2428 |
|
| R1 |
1.2457 |
1.2457 |
1.2410 |
1.2490 |
| PP |
1.2328 |
1.2328 |
1.2328 |
1.2344 |
| S1 |
1.2262 |
1.2262 |
1.2374 |
1.2295 |
| S2 |
1.2133 |
1.2133 |
1.2356 |
|
| S3 |
1.1938 |
1.2067 |
1.2338 |
|
| S4 |
1.1743 |
1.1872 |
1.2285 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3161 |
1.3064 |
1.2550 |
|
| R3 |
1.2873 |
1.2776 |
1.2471 |
|
| R2 |
1.2585 |
1.2585 |
1.2445 |
|
| R1 |
1.2488 |
1.2488 |
1.2418 |
1.2537 |
| PP |
1.2297 |
1.2297 |
1.2297 |
1.2321 |
| S1 |
1.2200 |
1.2200 |
1.2366 |
1.2249 |
| S2 |
1.2009 |
1.2009 |
1.2339 |
|
| S3 |
1.1721 |
1.1912 |
1.2313 |
|
| S4 |
1.1433 |
1.1624 |
1.2234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2393 |
1.2105 |
0.0288 |
2.3% |
0.0089 |
0.7% |
100% |
True |
False |
199 |
| 10 |
1.2393 |
1.2085 |
0.0308 |
2.5% |
0.0083 |
0.7% |
100% |
True |
False |
153 |
| 20 |
1.2393 |
1.2085 |
0.0308 |
2.5% |
0.0078 |
0.6% |
100% |
True |
False |
91 |
| 40 |
1.2514 |
1.2061 |
0.0453 |
3.7% |
0.0067 |
0.5% |
73% |
False |
False |
224 |
| 60 |
1.2768 |
1.2061 |
0.0707 |
5.7% |
0.0058 |
0.5% |
47% |
False |
False |
152 |
| 80 |
1.3095 |
1.2061 |
0.1034 |
8.3% |
0.0054 |
0.4% |
32% |
False |
False |
115 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.4% |
0.0048 |
0.4% |
32% |
False |
False |
93 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.4% |
0.0044 |
0.4% |
32% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3222 |
|
2.618 |
1.2904 |
|
1.618 |
1.2709 |
|
1.000 |
1.2588 |
|
0.618 |
1.2514 |
|
HIGH |
1.2393 |
|
0.618 |
1.2319 |
|
0.500 |
1.2296 |
|
0.382 |
1.2272 |
|
LOW |
1.2198 |
|
0.618 |
1.2077 |
|
1.000 |
1.2003 |
|
1.618 |
1.1882 |
|
2.618 |
1.1687 |
|
4.250 |
1.1369 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2360 |
1.2345 |
| PP |
1.2328 |
1.2299 |
| S1 |
1.2296 |
1.2252 |
|