CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2510 |
1.2415 |
-0.0095 |
-0.8% |
1.2388 |
| High |
1.2530 |
1.2464 |
-0.0066 |
-0.5% |
1.2425 |
| Low |
1.2419 |
1.2388 |
-0.0031 |
-0.2% |
1.2199 |
| Close |
1.2429 |
1.2428 |
-0.0001 |
0.0% |
1.2230 |
| Range |
0.0111 |
0.0076 |
-0.0035 |
-31.5% |
0.0226 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
236 |
183 |
-53 |
-22.5% |
788 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2655 |
1.2617 |
1.2470 |
|
| R3 |
1.2579 |
1.2541 |
1.2449 |
|
| R2 |
1.2503 |
1.2503 |
1.2442 |
|
| R1 |
1.2465 |
1.2465 |
1.2435 |
1.2484 |
| PP |
1.2427 |
1.2427 |
1.2427 |
1.2436 |
| S1 |
1.2389 |
1.2389 |
1.2421 |
1.2408 |
| S2 |
1.2351 |
1.2351 |
1.2414 |
|
| S3 |
1.2275 |
1.2313 |
1.2407 |
|
| S4 |
1.2199 |
1.2237 |
1.2386 |
|
|
| 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% |
0.0105 |
0.8% |
69% |
False |
False |
222 |
| 10 |
1.2530 |
1.2198 |
0.0332 |
2.7% |
0.0097 |
0.8% |
69% |
False |
False |
191 |
| 20 |
1.2530 |
1.2085 |
0.0445 |
3.6% |
0.0084 |
0.7% |
77% |
False |
False |
167 |
| 40 |
1.2530 |
1.2061 |
0.0469 |
3.8% |
0.0078 |
0.6% |
78% |
False |
False |
169 |
| 60 |
1.2725 |
1.2061 |
0.0664 |
5.3% |
0.0065 |
0.5% |
55% |
False |
False |
180 |
| 80 |
1.2988 |
1.2061 |
0.0927 |
7.5% |
0.0062 |
0.5% |
40% |
False |
False |
137 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.4% |
0.0054 |
0.4% |
35% |
False |
False |
110 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.4% |
0.0049 |
0.4% |
35% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2787 |
|
2.618 |
1.2663 |
|
1.618 |
1.2587 |
|
1.000 |
1.2540 |
|
0.618 |
1.2511 |
|
HIGH |
1.2464 |
|
0.618 |
1.2435 |
|
0.500 |
1.2426 |
|
0.382 |
1.2417 |
|
LOW |
1.2388 |
|
0.618 |
1.2341 |
|
1.000 |
1.2312 |
|
1.618 |
1.2265 |
|
2.618 |
1.2189 |
|
4.250 |
1.2065 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2427 |
1.2420 |
| PP |
1.2427 |
1.2412 |
| S1 |
1.2426 |
1.2404 |
|