CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2350 |
1.2294 |
-0.0056 |
-0.5% |
1.2119 |
| High |
1.2350 |
1.2310 |
-0.0040 |
-0.3% |
1.2393 |
| Low |
1.2283 |
1.2260 |
-0.0023 |
-0.2% |
1.2105 |
| Close |
1.2306 |
1.2294 |
-0.0012 |
-0.1% |
1.2392 |
| Range |
0.0067 |
0.0050 |
-0.0017 |
-25.4% |
0.0288 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
156 |
221 |
65 |
41.7% |
998 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2438 |
1.2416 |
1.2322 |
|
| R3 |
1.2388 |
1.2366 |
1.2308 |
|
| R2 |
1.2338 |
1.2338 |
1.2303 |
|
| R1 |
1.2316 |
1.2316 |
1.2299 |
1.2319 |
| PP |
1.2288 |
1.2288 |
1.2288 |
1.2290 |
| S1 |
1.2266 |
1.2266 |
1.2289 |
1.2269 |
| S2 |
1.2238 |
1.2238 |
1.2285 |
|
| S3 |
1.2188 |
1.2216 |
1.2280 |
|
| S4 |
1.2138 |
1.2166 |
1.2267 |
|
|
| 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 |
1.2182 |
0.0243 |
2.0% |
0.0085 |
0.7% |
46% |
False |
False |
191 |
| 10 |
1.2425 |
1.2085 |
0.0340 |
2.8% |
0.0074 |
0.6% |
61% |
False |
False |
154 |
| 20 |
1.2425 |
1.2085 |
0.0340 |
2.8% |
0.0078 |
0.6% |
61% |
False |
False |
111 |
| 40 |
1.2505 |
1.2061 |
0.0444 |
3.6% |
0.0071 |
0.6% |
52% |
False |
False |
220 |
| 60 |
1.2768 |
1.2061 |
0.0707 |
5.8% |
0.0059 |
0.5% |
33% |
False |
False |
160 |
| 80 |
1.2988 |
1.2061 |
0.0927 |
7.5% |
0.0055 |
0.5% |
25% |
False |
False |
121 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0050 |
0.4% |
22% |
False |
False |
98 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0045 |
0.4% |
22% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2523 |
|
2.618 |
1.2441 |
|
1.618 |
1.2391 |
|
1.000 |
1.2360 |
|
0.618 |
1.2341 |
|
HIGH |
1.2310 |
|
0.618 |
1.2291 |
|
0.500 |
1.2285 |
|
0.382 |
1.2279 |
|
LOW |
1.2260 |
|
0.618 |
1.2229 |
|
1.000 |
1.2210 |
|
1.618 |
1.2179 |
|
2.618 |
1.2129 |
|
4.250 |
1.2048 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2291 |
1.2343 |
| PP |
1.2288 |
1.2326 |
| S1 |
1.2285 |
1.2310 |
|