CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2508 |
1.2519 |
0.0011 |
0.1% |
1.2486 |
| High |
1.2508 |
1.2623 |
0.0115 |
0.9% |
1.2623 |
| Low |
1.2508 |
1.2519 |
0.0011 |
0.1% |
1.2486 |
| Close |
1.2508 |
1.2623 |
0.0115 |
0.9% |
1.2623 |
| Range |
0.0000 |
0.0104 |
0.0104 |
|
0.0137 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
6.8% |
0.0000 |
| Volume |
0 |
36 |
36 |
|
47 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2900 |
1.2866 |
1.2680 |
|
| R3 |
1.2796 |
1.2762 |
1.2652 |
|
| R2 |
1.2692 |
1.2692 |
1.2642 |
|
| R1 |
1.2658 |
1.2658 |
1.2633 |
1.2675 |
| PP |
1.2588 |
1.2588 |
1.2588 |
1.2597 |
| S1 |
1.2554 |
1.2554 |
1.2613 |
1.2571 |
| S2 |
1.2484 |
1.2484 |
1.2604 |
|
| S3 |
1.2380 |
1.2450 |
1.2594 |
|
| S4 |
1.2276 |
1.2346 |
1.2566 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2943 |
1.2698 |
|
| R3 |
1.2851 |
1.2806 |
1.2661 |
|
| R2 |
1.2714 |
1.2714 |
1.2648 |
|
| R1 |
1.2669 |
1.2669 |
1.2636 |
1.2692 |
| PP |
1.2577 |
1.2577 |
1.2577 |
1.2589 |
| S1 |
1.2532 |
1.2532 |
1.2610 |
1.2555 |
| S2 |
1.2440 |
1.2440 |
1.2598 |
|
| S3 |
1.2303 |
1.2395 |
1.2585 |
|
| S4 |
1.2166 |
1.2258 |
1.2548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2623 |
1.2393 |
0.0230 |
1.8% |
0.0044 |
0.3% |
100% |
True |
False |
11 |
| 10 |
1.2623 |
1.2221 |
0.0402 |
3.2% |
0.0040 |
0.3% |
100% |
True |
False |
9 |
| 20 |
1.2623 |
1.2127 |
0.0496 |
3.9% |
0.0035 |
0.3% |
100% |
True |
False |
5 |
| 40 |
1.2623 |
1.2099 |
0.0524 |
4.2% |
0.0024 |
0.2% |
100% |
True |
False |
4 |
| 60 |
1.2691 |
1.2099 |
0.0592 |
4.7% |
0.0023 |
0.2% |
89% |
False |
False |
3 |
| 80 |
1.2773 |
1.2099 |
0.0674 |
5.3% |
0.0022 |
0.2% |
78% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3065 |
|
2.618 |
1.2895 |
|
1.618 |
1.2791 |
|
1.000 |
1.2727 |
|
0.618 |
1.2687 |
|
HIGH |
1.2623 |
|
0.618 |
1.2583 |
|
0.500 |
1.2571 |
|
0.382 |
1.2559 |
|
LOW |
1.2519 |
|
0.618 |
1.2455 |
|
1.000 |
1.2415 |
|
1.618 |
1.2351 |
|
2.618 |
1.2247 |
|
4.250 |
1.2077 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2606 |
1.2604 |
| PP |
1.2588 |
1.2585 |
| S1 |
1.2571 |
1.2566 |
|