CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2227 |
1.2388 |
0.0161 |
1.3% |
1.2119 |
| High |
1.2393 |
1.2425 |
0.0032 |
0.3% |
1.2393 |
| Low |
1.2198 |
1.2362 |
0.0164 |
1.3% |
1.2105 |
| Close |
1.2392 |
1.2362 |
-0.0030 |
-0.2% |
1.2392 |
| Range |
0.0195 |
0.0063 |
-0.0132 |
-67.7% |
0.0288 |
| ATR |
0.0083 |
0.0081 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
137 |
108 |
-29 |
-21.2% |
998 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2572 |
1.2530 |
1.2397 |
|
| R3 |
1.2509 |
1.2467 |
1.2379 |
|
| R2 |
1.2446 |
1.2446 |
1.2374 |
|
| R1 |
1.2404 |
1.2404 |
1.2368 |
1.2394 |
| PP |
1.2383 |
1.2383 |
1.2383 |
1.2378 |
| S1 |
1.2341 |
1.2341 |
1.2356 |
1.2331 |
| S2 |
1.2320 |
1.2320 |
1.2350 |
|
| S3 |
1.2257 |
1.2278 |
1.2345 |
|
| S4 |
1.2194 |
1.2215 |
1.2327 |
|
|
| 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 |
1.2425 |
1.2111 |
0.0314 |
2.5% |
0.0087 |
0.7% |
80% |
True |
False |
211 |
| 10 |
1.2425 |
1.2085 |
0.0340 |
2.8% |
0.0079 |
0.6% |
81% |
True |
False |
153 |
| 20 |
1.2425 |
1.2085 |
0.0340 |
2.8% |
0.0078 |
0.6% |
81% |
True |
False |
95 |
| 40 |
1.2505 |
1.2061 |
0.0444 |
3.6% |
0.0069 |
0.6% |
68% |
False |
False |
226 |
| 60 |
1.2768 |
1.2061 |
0.0707 |
5.7% |
0.0058 |
0.5% |
43% |
False |
False |
154 |
| 80 |
1.3065 |
1.2061 |
0.1004 |
8.1% |
0.0055 |
0.4% |
30% |
False |
False |
116 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.4% |
0.0049 |
0.4% |
29% |
False |
False |
94 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.4% |
0.0044 |
0.4% |
29% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2693 |
|
2.618 |
1.2590 |
|
1.618 |
1.2527 |
|
1.000 |
1.2488 |
|
0.618 |
1.2464 |
|
HIGH |
1.2425 |
|
0.618 |
1.2401 |
|
0.500 |
1.2394 |
|
0.382 |
1.2386 |
|
LOW |
1.2362 |
|
0.618 |
1.2323 |
|
1.000 |
1.2299 |
|
1.618 |
1.2260 |
|
2.618 |
1.2197 |
|
4.250 |
1.2094 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2394 |
1.2343 |
| PP |
1.2383 |
1.2323 |
| S1 |
1.2373 |
1.2304 |
|