CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2641 |
1.2717 |
0.0076 |
0.6% |
1.2459 |
| High |
1.2723 |
1.2738 |
0.0015 |
0.1% |
1.2625 |
| Low |
1.2620 |
1.2677 |
0.0057 |
0.5% |
1.2458 |
| Close |
1.2709 |
1.2718 |
0.0009 |
0.1% |
1.2618 |
| Range |
0.0103 |
0.0061 |
-0.0042 |
-40.8% |
0.0167 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
713 |
592 |
-121 |
-17.0% |
1,749 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2894 |
1.2867 |
1.2752 |
|
| R3 |
1.2833 |
1.2806 |
1.2735 |
|
| R2 |
1.2772 |
1.2772 |
1.2729 |
|
| R1 |
1.2745 |
1.2745 |
1.2724 |
1.2759 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2718 |
| S1 |
1.2684 |
1.2684 |
1.2712 |
1.2698 |
| S2 |
1.2650 |
1.2650 |
1.2707 |
|
| S3 |
1.2589 |
1.2623 |
1.2701 |
|
| S4 |
1.2528 |
1.2562 |
1.2684 |
|
|
| 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 |
1.2738 |
1.2468 |
0.0270 |
2.1% |
0.0084 |
0.7% |
93% |
True |
False |
614 |
| 10 |
1.2738 |
1.2386 |
0.0352 |
2.8% |
0.0082 |
0.6% |
94% |
True |
False |
430 |
| 20 |
1.2738 |
1.2111 |
0.0627 |
4.9% |
0.0085 |
0.7% |
97% |
True |
False |
322 |
| 40 |
1.2738 |
1.2061 |
0.0677 |
5.3% |
0.0082 |
0.6% |
97% |
True |
False |
193 |
| 60 |
1.2738 |
1.2061 |
0.0677 |
5.3% |
0.0069 |
0.5% |
97% |
True |
False |
245 |
| 80 |
1.2782 |
1.2061 |
0.0721 |
5.7% |
0.0063 |
0.5% |
91% |
False |
False |
185 |
| 100 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0059 |
0.5% |
63% |
False |
False |
149 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0053 |
0.4% |
63% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2997 |
|
2.618 |
1.2898 |
|
1.618 |
1.2837 |
|
1.000 |
1.2799 |
|
0.618 |
1.2776 |
|
HIGH |
1.2738 |
|
0.618 |
1.2715 |
|
0.500 |
1.2708 |
|
0.382 |
1.2700 |
|
LOW |
1.2677 |
|
0.618 |
1.2639 |
|
1.000 |
1.2616 |
|
1.618 |
1.2578 |
|
2.618 |
1.2517 |
|
4.250 |
1.2418 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2702 |
| PP |
1.2711 |
1.2686 |
| S1 |
1.2708 |
1.2671 |
|