CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2465 |
1.2503 |
0.0038 |
0.3% |
1.2395 |
| High |
1.2517 |
1.2503 |
-0.0014 |
-0.1% |
1.2395 |
| Low |
1.2465 |
1.2437 |
-0.0028 |
-0.2% |
1.2221 |
| Close |
1.2517 |
1.2437 |
-0.0080 |
-0.6% |
1.2237 |
| Range |
0.0052 |
0.0066 |
0.0014 |
26.9% |
0.0174 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.6% |
0.0000 |
| Volume |
15 |
20 |
5 |
33.3% |
5 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2657 |
1.2613 |
1.2473 |
|
| R3 |
1.2591 |
1.2547 |
1.2455 |
|
| R2 |
1.2525 |
1.2525 |
1.2449 |
|
| R1 |
1.2481 |
1.2481 |
1.2443 |
1.2470 |
| PP |
1.2459 |
1.2459 |
1.2459 |
1.2454 |
| S1 |
1.2415 |
1.2415 |
1.2431 |
1.2404 |
| S2 |
1.2393 |
1.2393 |
1.2425 |
|
| S3 |
1.2327 |
1.2349 |
1.2419 |
|
| S4 |
1.2261 |
1.2283 |
1.2401 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2806 |
1.2696 |
1.2333 |
|
| R3 |
1.2632 |
1.2522 |
1.2285 |
|
| R2 |
1.2458 |
1.2458 |
1.2269 |
|
| R1 |
1.2348 |
1.2348 |
1.2253 |
1.2316 |
| PP |
1.2284 |
1.2284 |
1.2284 |
1.2269 |
| S1 |
1.2174 |
1.2174 |
1.2221 |
1.2142 |
| S2 |
1.2110 |
1.2110 |
1.2205 |
|
| S3 |
1.1936 |
1.2000 |
1.2189 |
|
| S4 |
1.1762 |
1.1826 |
1.2141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2517 |
1.2221 |
0.0296 |
2.4% |
0.0038 |
0.3% |
73% |
False |
False |
7 |
| 10 |
1.2517 |
1.2205 |
0.0312 |
2.5% |
0.0042 |
0.3% |
74% |
False |
False |
5 |
| 20 |
1.2517 |
1.2112 |
0.0405 |
3.3% |
0.0028 |
0.2% |
80% |
False |
False |
2 |
| 40 |
1.2517 |
1.2099 |
0.0418 |
3.4% |
0.0019 |
0.2% |
81% |
False |
False |
3 |
| 60 |
1.2702 |
1.2099 |
0.0603 |
4.8% |
0.0022 |
0.2% |
56% |
False |
False |
2 |
| 80 |
1.2930 |
1.2099 |
0.0831 |
6.7% |
0.0021 |
0.2% |
41% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2784 |
|
2.618 |
1.2676 |
|
1.618 |
1.2610 |
|
1.000 |
1.2569 |
|
0.618 |
1.2544 |
|
HIGH |
1.2503 |
|
0.618 |
1.2478 |
|
0.500 |
1.2470 |
|
0.382 |
1.2462 |
|
LOW |
1.2437 |
|
0.618 |
1.2396 |
|
1.000 |
1.2371 |
|
1.618 |
1.2330 |
|
2.618 |
1.2264 |
|
4.250 |
1.2157 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2470 |
1.2422 |
| PP |
1.2459 |
1.2407 |
| S1 |
1.2448 |
1.2392 |
|