CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2456 |
1.2486 |
0.0030 |
0.2% |
1.2266 |
| High |
1.2456 |
1.2530 |
0.0074 |
0.6% |
1.2517 |
| Low |
1.2393 |
1.2486 |
0.0093 |
0.8% |
1.2266 |
| Close |
1.2466 |
1.2529 |
0.0063 |
0.5% |
1.2466 |
| Range |
0.0063 |
0.0044 |
-0.0019 |
-30.2% |
0.0251 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.3% |
0.0000 |
| Volume |
10 |
6 |
-4 |
-40.0% |
47 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2647 |
1.2632 |
1.2553 |
|
| R3 |
1.2603 |
1.2588 |
1.2541 |
|
| R2 |
1.2559 |
1.2559 |
1.2537 |
|
| R1 |
1.2544 |
1.2544 |
1.2533 |
1.2552 |
| PP |
1.2515 |
1.2515 |
1.2515 |
1.2519 |
| S1 |
1.2500 |
1.2500 |
1.2525 |
1.2508 |
| S2 |
1.2471 |
1.2471 |
1.2521 |
|
| S3 |
1.2427 |
1.2456 |
1.2517 |
|
| S4 |
1.2383 |
1.2412 |
1.2505 |
|
|
| 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 |
1.2530 |
1.2393 |
0.0137 |
1.1% |
0.0045 |
0.4% |
99% |
True |
False |
10 |
| 10 |
1.2530 |
1.2221 |
0.0309 |
2.5% |
0.0030 |
0.2% |
100% |
True |
False |
5 |
| 20 |
1.2530 |
1.2127 |
0.0403 |
3.2% |
0.0031 |
0.2% |
100% |
True |
False |
3 |
| 40 |
1.2530 |
1.2099 |
0.0431 |
3.4% |
0.0021 |
0.2% |
100% |
True |
False |
3 |
| 60 |
1.2702 |
1.2099 |
0.0603 |
4.8% |
0.0021 |
0.2% |
71% |
False |
False |
3 |
| 80 |
1.2817 |
1.2099 |
0.0718 |
5.7% |
0.0021 |
0.2% |
60% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2717 |
|
2.618 |
1.2645 |
|
1.618 |
1.2601 |
|
1.000 |
1.2574 |
|
0.618 |
1.2557 |
|
HIGH |
1.2530 |
|
0.618 |
1.2513 |
|
0.500 |
1.2508 |
|
0.382 |
1.2503 |
|
LOW |
1.2486 |
|
0.618 |
1.2459 |
|
1.000 |
1.2442 |
|
1.618 |
1.2415 |
|
2.618 |
1.2371 |
|
4.250 |
1.2299 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2522 |
1.2507 |
| PP |
1.2515 |
1.2484 |
| S1 |
1.2508 |
1.2462 |
|