CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2388 |
1.2350 |
-0.0038 |
-0.3% |
1.2119 |
| High |
1.2425 |
1.2350 |
-0.0075 |
-0.6% |
1.2393 |
| Low |
1.2362 |
1.2283 |
-0.0079 |
-0.6% |
1.2105 |
| Close |
1.2362 |
1.2306 |
-0.0056 |
-0.5% |
1.2392 |
| Range |
0.0063 |
0.0067 |
0.0004 |
6.3% |
0.0288 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
108 |
156 |
48 |
44.4% |
998 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2514 |
1.2477 |
1.2343 |
|
| R3 |
1.2447 |
1.2410 |
1.2324 |
|
| R2 |
1.2380 |
1.2380 |
1.2318 |
|
| R1 |
1.2343 |
1.2343 |
1.2312 |
1.2328 |
| PP |
1.2313 |
1.2313 |
1.2313 |
1.2306 |
| S1 |
1.2276 |
1.2276 |
1.2300 |
1.2261 |
| S2 |
1.2246 |
1.2246 |
1.2294 |
|
| S3 |
1.2179 |
1.2209 |
1.2288 |
|
| S4 |
1.2112 |
1.2142 |
1.2269 |
|
|
| 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 |
2.6% |
0.0086 |
0.7% |
62% |
False |
False |
208 |
| 10 |
1.2425 |
1.2085 |
0.0340 |
2.8% |
0.0073 |
0.6% |
65% |
False |
False |
155 |
| 20 |
1.2425 |
1.2085 |
0.0340 |
2.8% |
0.0079 |
0.6% |
65% |
False |
False |
101 |
| 40 |
1.2505 |
1.2061 |
0.0444 |
3.6% |
0.0070 |
0.6% |
55% |
False |
False |
226 |
| 60 |
1.2768 |
1.2061 |
0.0707 |
5.7% |
0.0058 |
0.5% |
35% |
False |
False |
156 |
| 80 |
1.3065 |
1.2061 |
0.1004 |
8.2% |
0.0055 |
0.4% |
24% |
False |
False |
118 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0049 |
0.4% |
23% |
False |
False |
96 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0045 |
0.4% |
23% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2635 |
|
2.618 |
1.2525 |
|
1.618 |
1.2458 |
|
1.000 |
1.2417 |
|
0.618 |
1.2391 |
|
HIGH |
1.2350 |
|
0.618 |
1.2324 |
|
0.500 |
1.2317 |
|
0.382 |
1.2309 |
|
LOW |
1.2283 |
|
0.618 |
1.2242 |
|
1.000 |
1.2216 |
|
1.618 |
1.2175 |
|
2.618 |
1.2108 |
|
4.250 |
1.1998 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2317 |
1.2312 |
| PP |
1.2313 |
1.2310 |
| S1 |
1.2310 |
1.2308 |
|