CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2551 |
1.2510 |
-0.0041 |
-0.3% |
1.2459 |
| High |
1.2551 |
1.2625 |
0.0074 |
0.6% |
1.2625 |
| Low |
1.2468 |
1.2501 |
0.0033 |
0.3% |
1.2458 |
| Close |
1.2502 |
1.2618 |
0.0116 |
0.9% |
1.2618 |
| Range |
0.0083 |
0.0124 |
0.0041 |
49.4% |
0.0167 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.5% |
0.0000 |
| Volume |
98 |
969 |
871 |
888.8% |
1,749 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2953 |
1.2910 |
1.2686 |
|
| R3 |
1.2829 |
1.2786 |
1.2652 |
|
| R2 |
1.2705 |
1.2705 |
1.2641 |
|
| R1 |
1.2662 |
1.2662 |
1.2629 |
1.2684 |
| PP |
1.2581 |
1.2581 |
1.2581 |
1.2592 |
| S1 |
1.2538 |
1.2538 |
1.2607 |
1.2560 |
| S2 |
1.2457 |
1.2457 |
1.2595 |
|
| S3 |
1.2333 |
1.2414 |
1.2584 |
|
| S4 |
1.2209 |
1.2290 |
1.2550 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3068 |
1.3010 |
1.2710 |
|
| R3 |
1.2901 |
1.2843 |
1.2664 |
|
| R2 |
1.2734 |
1.2734 |
1.2649 |
|
| R1 |
1.2676 |
1.2676 |
1.2633 |
1.2705 |
| PP |
1.2567 |
1.2567 |
1.2567 |
1.2582 |
| S1 |
1.2509 |
1.2509 |
1.2603 |
1.2538 |
| S2 |
1.2400 |
1.2400 |
1.2587 |
|
| S3 |
1.2233 |
1.2342 |
1.2572 |
|
| S4 |
1.2066 |
1.2175 |
1.2526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2625 |
1.2386 |
0.0239 |
1.9% |
0.0083 |
0.7% |
97% |
True |
False |
375 |
| 10 |
1.2625 |
1.2199 |
0.0426 |
3.4% |
0.0094 |
0.7% |
98% |
True |
False |
299 |
| 20 |
1.2625 |
1.2105 |
0.0520 |
4.1% |
0.0084 |
0.7% |
99% |
True |
False |
234 |
| 40 |
1.2625 |
1.2061 |
0.0564 |
4.5% |
0.0081 |
0.6% |
99% |
True |
False |
153 |
| 60 |
1.2702 |
1.2061 |
0.0641 |
5.1% |
0.0069 |
0.5% |
87% |
False |
False |
211 |
| 80 |
1.2789 |
1.2061 |
0.0728 |
5.8% |
0.0061 |
0.5% |
77% |
False |
False |
160 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0058 |
0.5% |
53% |
False |
False |
129 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0052 |
0.4% |
53% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3152 |
|
2.618 |
1.2950 |
|
1.618 |
1.2826 |
|
1.000 |
1.2749 |
|
0.618 |
1.2702 |
|
HIGH |
1.2625 |
|
0.618 |
1.2578 |
|
0.500 |
1.2563 |
|
0.382 |
1.2548 |
|
LOW |
1.2501 |
|
0.618 |
1.2424 |
|
1.000 |
1.2377 |
|
1.618 |
1.2300 |
|
2.618 |
1.2176 |
|
4.250 |
1.1974 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2600 |
1.2594 |
| PP |
1.2581 |
1.2570 |
| S1 |
1.2563 |
1.2547 |
|