CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2611 |
1.2641 |
0.0030 |
0.2% |
1.2459 |
| High |
1.2654 |
1.2723 |
0.0069 |
0.5% |
1.2625 |
| Low |
1.2603 |
1.2620 |
0.0017 |
0.1% |
1.2458 |
| Close |
1.2644 |
1.2709 |
0.0065 |
0.5% |
1.2618 |
| Range |
0.0051 |
0.0103 |
0.0052 |
102.0% |
0.0167 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.6% |
0.0000 |
| Volume |
701 |
713 |
12 |
1.7% |
1,749 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2993 |
1.2954 |
1.2766 |
|
| R3 |
1.2890 |
1.2851 |
1.2737 |
|
| R2 |
1.2787 |
1.2787 |
1.2728 |
|
| R1 |
1.2748 |
1.2748 |
1.2718 |
1.2768 |
| PP |
1.2684 |
1.2684 |
1.2684 |
1.2694 |
| S1 |
1.2645 |
1.2645 |
1.2700 |
1.2665 |
| S2 |
1.2581 |
1.2581 |
1.2690 |
|
| S3 |
1.2478 |
1.2542 |
1.2681 |
|
| S4 |
1.2375 |
1.2439 |
1.2652 |
|
|
| 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 |
1.2723 |
1.2468 |
0.0255 |
2.0% |
0.0082 |
0.6% |
95% |
True |
False |
611 |
| 10 |
1.2723 |
1.2278 |
0.0445 |
3.5% |
0.0099 |
0.8% |
97% |
True |
False |
423 |
| 20 |
1.2723 |
1.2111 |
0.0612 |
4.8% |
0.0086 |
0.7% |
98% |
True |
False |
301 |
| 40 |
1.2723 |
1.2061 |
0.0662 |
5.2% |
0.0082 |
0.6% |
98% |
True |
False |
181 |
| 60 |
1.2723 |
1.2061 |
0.0662 |
5.2% |
0.0069 |
0.5% |
98% |
True |
False |
235 |
| 80 |
1.2784 |
1.2061 |
0.0723 |
5.7% |
0.0062 |
0.5% |
90% |
False |
False |
177 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0059 |
0.5% |
62% |
False |
False |
143 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0052 |
0.4% |
62% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3161 |
|
2.618 |
1.2993 |
|
1.618 |
1.2890 |
|
1.000 |
1.2826 |
|
0.618 |
1.2787 |
|
HIGH |
1.2723 |
|
0.618 |
1.2684 |
|
0.500 |
1.2672 |
|
0.382 |
1.2659 |
|
LOW |
1.2620 |
|
0.618 |
1.2556 |
|
1.000 |
1.2517 |
|
1.618 |
1.2453 |
|
2.618 |
1.2350 |
|
4.250 |
1.2182 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2697 |
1.2677 |
| PP |
1.2684 |
1.2644 |
| S1 |
1.2672 |
1.2612 |
|