CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2519 |
1.2615 |
0.0096 |
0.8% |
1.2486 |
| High |
1.2623 |
1.2656 |
0.0033 |
0.3% |
1.2623 |
| Low |
1.2519 |
1.2615 |
0.0096 |
0.8% |
1.2486 |
| Close |
1.2623 |
1.2649 |
0.0026 |
0.2% |
1.2623 |
| Range |
0.0104 |
0.0041 |
-0.0063 |
-60.6% |
0.0137 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
36 |
173 |
137 |
380.6% |
47 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2747 |
1.2672 |
|
| R3 |
1.2722 |
1.2706 |
1.2660 |
|
| R2 |
1.2681 |
1.2681 |
1.2657 |
|
| R1 |
1.2665 |
1.2665 |
1.2653 |
1.2673 |
| PP |
1.2640 |
1.2640 |
1.2640 |
1.2644 |
| S1 |
1.2624 |
1.2624 |
1.2645 |
1.2632 |
| S2 |
1.2599 |
1.2599 |
1.2641 |
|
| S3 |
1.2558 |
1.2583 |
1.2638 |
|
| S4 |
1.2517 |
1.2542 |
1.2626 |
|
|
| 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 |
1.2656 |
1.2486 |
0.0170 |
1.3% |
0.0040 |
0.3% |
96% |
True |
False |
44 |
| 10 |
1.2656 |
1.2266 |
0.0390 |
3.1% |
0.0041 |
0.3% |
98% |
True |
False |
26 |
| 20 |
1.2656 |
1.2148 |
0.0508 |
4.0% |
0.0036 |
0.3% |
99% |
True |
False |
14 |
| 40 |
1.2656 |
1.2099 |
0.0557 |
4.4% |
0.0024 |
0.2% |
99% |
True |
False |
8 |
| 60 |
1.2691 |
1.2099 |
0.0592 |
4.7% |
0.0024 |
0.2% |
93% |
False |
False |
6 |
| 80 |
1.2773 |
1.2099 |
0.0674 |
5.3% |
0.0022 |
0.2% |
82% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2830 |
|
2.618 |
1.2763 |
|
1.618 |
1.2722 |
|
1.000 |
1.2697 |
|
0.618 |
1.2681 |
|
HIGH |
1.2656 |
|
0.618 |
1.2640 |
|
0.500 |
1.2636 |
|
0.382 |
1.2631 |
|
LOW |
1.2615 |
|
0.618 |
1.2590 |
|
1.000 |
1.2574 |
|
1.618 |
1.2549 |
|
2.618 |
1.2508 |
|
4.250 |
1.2441 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2645 |
1.2627 |
| PP |
1.2640 |
1.2604 |
| S1 |
1.2636 |
1.2582 |
|