CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2434 |
1.2456 |
0.0022 |
0.2% |
1.2266 |
| High |
1.2434 |
1.2456 |
0.0022 |
0.2% |
1.2517 |
| Low |
1.2434 |
1.2393 |
-0.0041 |
-0.3% |
1.2266 |
| Close |
1.2434 |
1.2466 |
0.0032 |
0.3% |
1.2466 |
| Range |
0.0000 |
0.0063 |
0.0063 |
|
0.0251 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
0 |
10 |
10 |
|
47 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2627 |
1.2610 |
1.2501 |
|
| R3 |
1.2564 |
1.2547 |
1.2483 |
|
| R2 |
1.2501 |
1.2501 |
1.2478 |
|
| R1 |
1.2484 |
1.2484 |
1.2472 |
1.2493 |
| PP |
1.2438 |
1.2438 |
1.2438 |
1.2443 |
| S1 |
1.2421 |
1.2421 |
1.2460 |
1.2430 |
| S2 |
1.2375 |
1.2375 |
1.2454 |
|
| S3 |
1.2312 |
1.2358 |
1.2449 |
|
| S4 |
1.2249 |
1.2295 |
1.2431 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3169 |
1.3069 |
1.2604 |
|
| R3 |
1.2918 |
1.2818 |
1.2535 |
|
| R2 |
1.2667 |
1.2667 |
1.2512 |
|
| R1 |
1.2567 |
1.2567 |
1.2489 |
1.2617 |
| PP |
1.2416 |
1.2416 |
1.2416 |
1.2442 |
| S1 |
1.2316 |
1.2316 |
1.2443 |
1.2366 |
| S2 |
1.2165 |
1.2165 |
1.2420 |
|
| S3 |
1.1914 |
1.2065 |
1.2397 |
|
| S4 |
1.1663 |
1.1814 |
1.2328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2517 |
1.2266 |
0.0251 |
2.0% |
0.0043 |
0.3% |
80% |
False |
False |
9 |
| 10 |
1.2517 |
1.2221 |
0.0296 |
2.4% |
0.0029 |
0.2% |
83% |
False |
False |
5 |
| 20 |
1.2517 |
1.2127 |
0.0390 |
3.1% |
0.0029 |
0.2% |
87% |
False |
False |
3 |
| 40 |
1.2517 |
1.2099 |
0.0418 |
3.4% |
0.0020 |
0.2% |
88% |
False |
False |
3 |
| 60 |
1.2702 |
1.2099 |
0.0603 |
4.8% |
0.0021 |
0.2% |
61% |
False |
False |
3 |
| 80 |
1.2860 |
1.2099 |
0.0761 |
6.1% |
0.0022 |
0.2% |
48% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2724 |
|
2.618 |
1.2621 |
|
1.618 |
1.2558 |
|
1.000 |
1.2519 |
|
0.618 |
1.2495 |
|
HIGH |
1.2456 |
|
0.618 |
1.2432 |
|
0.500 |
1.2425 |
|
0.382 |
1.2417 |
|
LOW |
1.2393 |
|
0.618 |
1.2354 |
|
1.000 |
1.2330 |
|
1.618 |
1.2291 |
|
2.618 |
1.2228 |
|
4.250 |
1.2125 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2452 |
1.2460 |
| PP |
1.2438 |
1.2454 |
| S1 |
1.2425 |
1.2448 |
|