CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2238 |
1.2281 |
0.0043 |
0.4% |
1.2388 |
| High |
1.2290 |
1.2514 |
0.0224 |
1.8% |
1.2425 |
| Low |
1.2236 |
1.2278 |
0.0042 |
0.3% |
1.2199 |
| Close |
1.2290 |
1.2511 |
0.0221 |
1.8% |
1.2230 |
| Range |
0.0054 |
0.0236 |
0.0182 |
337.0% |
0.0226 |
| ATR |
0.0075 |
0.0086 |
0.0012 |
15.4% |
0.0000 |
| Volume |
56 |
519 |
463 |
826.8% |
788 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3142 |
1.3063 |
1.2641 |
|
| R3 |
1.2906 |
1.2827 |
1.2576 |
|
| R2 |
1.2670 |
1.2670 |
1.2554 |
|
| R1 |
1.2591 |
1.2591 |
1.2533 |
1.2631 |
| PP |
1.2434 |
1.2434 |
1.2434 |
1.2454 |
| S1 |
1.2355 |
1.2355 |
1.2489 |
1.2395 |
| S2 |
1.2198 |
1.2198 |
1.2468 |
|
| S3 |
1.1962 |
1.2119 |
1.2446 |
|
| S4 |
1.1726 |
1.1883 |
1.2381 |
|
|
| 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 |
1.2514 |
1.2199 |
0.0315 |
2.5% |
0.0091 |
0.7% |
99% |
True |
False |
219 |
| 10 |
1.2514 |
1.2111 |
0.0403 |
3.2% |
0.0089 |
0.7% |
99% |
True |
False |
214 |
| 20 |
1.2514 |
1.2085 |
0.0429 |
3.4% |
0.0081 |
0.7% |
99% |
True |
False |
150 |
| 40 |
1.2514 |
1.2061 |
0.0453 |
3.6% |
0.0076 |
0.6% |
99% |
True |
False |
171 |
| 60 |
1.2768 |
1.2061 |
0.0707 |
5.7% |
0.0064 |
0.5% |
64% |
False |
False |
174 |
| 80 |
1.2988 |
1.2061 |
0.0927 |
7.4% |
0.0060 |
0.5% |
49% |
False |
False |
132 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0053 |
0.4% |
43% |
False |
False |
107 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0048 |
0.4% |
43% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3517 |
|
2.618 |
1.3132 |
|
1.618 |
1.2896 |
|
1.000 |
1.2750 |
|
0.618 |
1.2660 |
|
HIGH |
1.2514 |
|
0.618 |
1.2424 |
|
0.500 |
1.2396 |
|
0.382 |
1.2368 |
|
LOW |
1.2278 |
|
0.618 |
1.2132 |
|
1.000 |
1.2042 |
|
1.618 |
1.1896 |
|
2.618 |
1.1660 |
|
4.250 |
1.1275 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2473 |
1.2460 |
| PP |
1.2434 |
1.2408 |
| S1 |
1.2396 |
1.2357 |
|