CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2415 |
1.2412 |
-0.0003 |
0.0% |
1.2238 |
| High |
1.2464 |
1.2474 |
0.0010 |
0.1% |
1.2530 |
| Low |
1.2388 |
1.2386 |
-0.0002 |
0.0% |
1.2236 |
| Close |
1.2428 |
1.2459 |
0.0031 |
0.2% |
1.2459 |
| Range |
0.0076 |
0.0088 |
0.0012 |
15.8% |
0.0294 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.1% |
0.0000 |
| Volume |
183 |
129 |
-54 |
-29.5% |
1,123 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2704 |
1.2669 |
1.2507 |
|
| R3 |
1.2616 |
1.2581 |
1.2483 |
|
| R2 |
1.2528 |
1.2528 |
1.2475 |
|
| R1 |
1.2493 |
1.2493 |
1.2467 |
1.2511 |
| PP |
1.2440 |
1.2440 |
1.2440 |
1.2448 |
| S1 |
1.2405 |
1.2405 |
1.2451 |
1.2423 |
| S2 |
1.2352 |
1.2352 |
1.2443 |
|
| S3 |
1.2264 |
1.2317 |
1.2435 |
|
| S4 |
1.2176 |
1.2229 |
1.2411 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3169 |
1.2621 |
|
| R3 |
1.2996 |
1.2875 |
1.2540 |
|
| R2 |
1.2702 |
1.2702 |
1.2513 |
|
| R1 |
1.2581 |
1.2581 |
1.2486 |
1.2642 |
| PP |
1.2408 |
1.2408 |
1.2408 |
1.2439 |
| S1 |
1.2287 |
1.2287 |
1.2432 |
1.2348 |
| S2 |
1.2114 |
1.2114 |
1.2405 |
|
| S3 |
1.1820 |
1.1993 |
1.2378 |
|
| S4 |
1.1526 |
1.1699 |
1.2297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2530 |
1.2236 |
0.0294 |
2.4% |
0.0113 |
0.9% |
76% |
False |
False |
224 |
| 10 |
1.2530 |
1.2199 |
0.0331 |
2.7% |
0.0086 |
0.7% |
79% |
False |
False |
191 |
| 20 |
1.2530 |
1.2085 |
0.0445 |
3.6% |
0.0085 |
0.7% |
84% |
False |
False |
172 |
| 40 |
1.2530 |
1.2061 |
0.0469 |
3.8% |
0.0079 |
0.6% |
85% |
False |
False |
167 |
| 60 |
1.2725 |
1.2061 |
0.0664 |
5.3% |
0.0064 |
0.5% |
60% |
False |
False |
182 |
| 80 |
1.2877 |
1.2061 |
0.0816 |
6.5% |
0.0060 |
0.5% |
49% |
False |
False |
138 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.4% |
0.0055 |
0.4% |
38% |
False |
False |
111 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.4% |
0.0050 |
0.4% |
38% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2848 |
|
2.618 |
1.2704 |
|
1.618 |
1.2616 |
|
1.000 |
1.2562 |
|
0.618 |
1.2528 |
|
HIGH |
1.2474 |
|
0.618 |
1.2440 |
|
0.500 |
1.2430 |
|
0.382 |
1.2420 |
|
LOW |
1.2386 |
|
0.618 |
1.2332 |
|
1.000 |
1.2298 |
|
1.618 |
1.2244 |
|
2.618 |
1.2156 |
|
4.250 |
1.2012 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2449 |
1.2459 |
| PP |
1.2440 |
1.2458 |
| S1 |
1.2430 |
1.2458 |
|