CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2281 |
1.2510 |
0.0229 |
1.9% |
1.2388 |
| High |
1.2514 |
1.2530 |
0.0016 |
0.1% |
1.2425 |
| Low |
1.2278 |
1.2419 |
0.0141 |
1.1% |
1.2199 |
| Close |
1.2511 |
1.2429 |
-0.0082 |
-0.7% |
1.2230 |
| Range |
0.0236 |
0.0111 |
-0.0125 |
-53.0% |
0.0226 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.0% |
0.0000 |
| Volume |
519 |
236 |
-283 |
-54.5% |
788 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2792 |
1.2722 |
1.2490 |
|
| R3 |
1.2681 |
1.2611 |
1.2460 |
|
| R2 |
1.2570 |
1.2570 |
1.2449 |
|
| R1 |
1.2500 |
1.2500 |
1.2439 |
1.2480 |
| PP |
1.2459 |
1.2459 |
1.2459 |
1.2449 |
| S1 |
1.2389 |
1.2389 |
1.2419 |
1.2369 |
| S2 |
1.2348 |
1.2348 |
1.2409 |
|
| S3 |
1.2237 |
1.2278 |
1.2398 |
|
| S4 |
1.2126 |
1.2167 |
1.2368 |
|
|
| 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 |
1.2530 |
1.2199 |
0.0331 |
2.7% |
0.0103 |
0.8% |
69% |
True |
False |
222 |
| 10 |
1.2530 |
1.2182 |
0.0348 |
2.8% |
0.0094 |
0.8% |
71% |
True |
False |
206 |
| 20 |
1.2530 |
1.2085 |
0.0445 |
3.6% |
0.0085 |
0.7% |
77% |
True |
False |
161 |
| 40 |
1.2530 |
1.2061 |
0.0469 |
3.8% |
0.0077 |
0.6% |
78% |
True |
False |
170 |
| 60 |
1.2725 |
1.2061 |
0.0664 |
5.3% |
0.0065 |
0.5% |
55% |
False |
False |
178 |
| 80 |
1.2988 |
1.2061 |
0.0927 |
7.5% |
0.0061 |
0.5% |
40% |
False |
False |
135 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.4% |
0.0054 |
0.4% |
35% |
False |
False |
108 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.4% |
0.0049 |
0.4% |
35% |
False |
False |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3002 |
|
2.618 |
1.2821 |
|
1.618 |
1.2710 |
|
1.000 |
1.2641 |
|
0.618 |
1.2599 |
|
HIGH |
1.2530 |
|
0.618 |
1.2488 |
|
0.500 |
1.2475 |
|
0.382 |
1.2461 |
|
LOW |
1.2419 |
|
0.618 |
1.2350 |
|
1.000 |
1.2308 |
|
1.618 |
1.2239 |
|
2.618 |
1.2128 |
|
4.250 |
1.1947 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2475 |
1.2414 |
| PP |
1.2459 |
1.2398 |
| S1 |
1.2444 |
1.2383 |
|