CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2234 |
1.2238 |
0.0004 |
0.0% |
1.2388 |
| High |
1.2247 |
1.2290 |
0.0043 |
0.4% |
1.2425 |
| Low |
1.2199 |
1.2236 |
0.0037 |
0.3% |
1.2199 |
| Close |
1.2230 |
1.2290 |
0.0060 |
0.5% |
1.2230 |
| Range |
0.0048 |
0.0054 |
0.0006 |
12.5% |
0.0226 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
120 |
56 |
-64 |
-53.3% |
788 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2434 |
1.2416 |
1.2320 |
|
| R3 |
1.2380 |
1.2362 |
1.2305 |
|
| R2 |
1.2326 |
1.2326 |
1.2300 |
|
| R1 |
1.2308 |
1.2308 |
1.2295 |
1.2317 |
| PP |
1.2272 |
1.2272 |
1.2272 |
1.2277 |
| S1 |
1.2254 |
1.2254 |
1.2285 |
1.2263 |
| S2 |
1.2218 |
1.2218 |
1.2280 |
|
| S3 |
1.2164 |
1.2200 |
1.2275 |
|
| S4 |
1.2110 |
1.2146 |
1.2260 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2963 |
1.2822 |
1.2354 |
|
| R3 |
1.2737 |
1.2596 |
1.2292 |
|
| R2 |
1.2511 |
1.2511 |
1.2271 |
|
| R1 |
1.2370 |
1.2370 |
1.2251 |
1.2328 |
| PP |
1.2285 |
1.2285 |
1.2285 |
1.2263 |
| S1 |
1.2144 |
1.2144 |
1.2209 |
1.2102 |
| S2 |
1.2059 |
1.2059 |
1.2189 |
|
| S3 |
1.1833 |
1.1918 |
1.2168 |
|
| S4 |
1.1607 |
1.1692 |
1.2106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2350 |
1.2199 |
0.0151 |
1.2% |
0.0057 |
0.5% |
60% |
False |
False |
147 |
| 10 |
1.2425 |
1.2111 |
0.0314 |
2.6% |
0.0072 |
0.6% |
57% |
False |
False |
179 |
| 20 |
1.2425 |
1.2085 |
0.0340 |
2.8% |
0.0072 |
0.6% |
60% |
False |
False |
126 |
| 40 |
1.2425 |
1.2061 |
0.0364 |
3.0% |
0.0071 |
0.6% |
63% |
False |
False |
167 |
| 60 |
1.2768 |
1.2061 |
0.0707 |
5.8% |
0.0060 |
0.5% |
32% |
False |
False |
165 |
| 80 |
1.2988 |
1.2061 |
0.0927 |
7.5% |
0.0057 |
0.5% |
25% |
False |
False |
125 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0051 |
0.4% |
22% |
False |
False |
102 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.5% |
0.0046 |
0.4% |
22% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2520 |
|
2.618 |
1.2431 |
|
1.618 |
1.2377 |
|
1.000 |
1.2344 |
|
0.618 |
1.2323 |
|
HIGH |
1.2290 |
|
0.618 |
1.2269 |
|
0.500 |
1.2263 |
|
0.382 |
1.2257 |
|
LOW |
1.2236 |
|
0.618 |
1.2203 |
|
1.000 |
1.2182 |
|
1.618 |
1.2149 |
|
2.618 |
1.2095 |
|
4.250 |
1.2007 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2281 |
1.2276 |
| PP |
1.2272 |
1.2263 |
| S1 |
1.2263 |
1.2249 |
|