CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2510 |
1.2611 |
0.0101 |
0.8% |
1.2459 |
| High |
1.2625 |
1.2654 |
0.0029 |
0.2% |
1.2625 |
| Low |
1.2501 |
1.2603 |
0.0102 |
0.8% |
1.2458 |
| Close |
1.2618 |
1.2644 |
0.0026 |
0.2% |
1.2618 |
| Range |
0.0124 |
0.0051 |
-0.0073 |
-58.9% |
0.0167 |
| ATR |
0.0086 |
0.0084 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
969 |
701 |
-268 |
-27.7% |
1,749 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2787 |
1.2766 |
1.2672 |
|
| R3 |
1.2736 |
1.2715 |
1.2658 |
|
| R2 |
1.2685 |
1.2685 |
1.2653 |
|
| R1 |
1.2664 |
1.2664 |
1.2649 |
1.2675 |
| PP |
1.2634 |
1.2634 |
1.2634 |
1.2639 |
| S1 |
1.2613 |
1.2613 |
1.2639 |
1.2624 |
| S2 |
1.2583 |
1.2583 |
1.2635 |
|
| S3 |
1.2532 |
1.2562 |
1.2630 |
|
| S4 |
1.2481 |
1.2511 |
1.2616 |
|
|
| 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 |
1.2654 |
1.2458 |
0.0196 |
1.6% |
0.0075 |
0.6% |
95% |
True |
False |
490 |
| 10 |
1.2654 |
1.2236 |
0.0418 |
3.3% |
0.0094 |
0.7% |
98% |
True |
False |
357 |
| 20 |
1.2654 |
1.2105 |
0.0549 |
4.3% |
0.0084 |
0.7% |
98% |
True |
False |
267 |
| 40 |
1.2654 |
1.2061 |
0.0593 |
4.7% |
0.0080 |
0.6% |
98% |
True |
False |
170 |
| 60 |
1.2702 |
1.2061 |
0.0641 |
5.1% |
0.0069 |
0.5% |
91% |
False |
False |
223 |
| 80 |
1.2789 |
1.2061 |
0.0728 |
5.8% |
0.0062 |
0.5% |
80% |
False |
False |
169 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0059 |
0.5% |
56% |
False |
False |
136 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0052 |
0.4% |
56% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2871 |
|
2.618 |
1.2788 |
|
1.618 |
1.2737 |
|
1.000 |
1.2705 |
|
0.618 |
1.2686 |
|
HIGH |
1.2654 |
|
0.618 |
1.2635 |
|
0.500 |
1.2629 |
|
0.382 |
1.2622 |
|
LOW |
1.2603 |
|
0.618 |
1.2571 |
|
1.000 |
1.2552 |
|
1.618 |
1.2520 |
|
2.618 |
1.2469 |
|
4.250 |
1.2386 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2639 |
1.2616 |
| PP |
1.2634 |
1.2589 |
| S1 |
1.2629 |
1.2561 |
|