CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2615 |
1.2631 |
0.0016 |
0.1% |
1.2486 |
| High |
1.2656 |
1.2723 |
0.0067 |
0.5% |
1.2623 |
| Low |
1.2615 |
1.2631 |
0.0016 |
0.1% |
1.2486 |
| Close |
1.2649 |
1.2714 |
0.0065 |
0.5% |
1.2623 |
| Range |
0.0041 |
0.0092 |
0.0051 |
124.4% |
0.0137 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.5% |
0.0000 |
| Volume |
173 |
1,058 |
885 |
511.6% |
47 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2965 |
1.2932 |
1.2765 |
|
| R3 |
1.2873 |
1.2840 |
1.2739 |
|
| R2 |
1.2781 |
1.2781 |
1.2731 |
|
| R1 |
1.2748 |
1.2748 |
1.2722 |
1.2765 |
| PP |
1.2689 |
1.2689 |
1.2689 |
1.2698 |
| S1 |
1.2656 |
1.2656 |
1.2706 |
1.2673 |
| S2 |
1.2597 |
1.2597 |
1.2697 |
|
| S3 |
1.2505 |
1.2564 |
1.2689 |
|
| S4 |
1.2413 |
1.2472 |
1.2663 |
|
|
| 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 |
1.2723 |
1.2508 |
0.0215 |
1.7% |
0.0049 |
0.4% |
96% |
True |
False |
254 |
| 10 |
1.2723 |
1.2393 |
0.0330 |
2.6% |
0.0047 |
0.4% |
97% |
True |
False |
132 |
| 20 |
1.2723 |
1.2148 |
0.0575 |
4.5% |
0.0039 |
0.3% |
98% |
True |
False |
67 |
| 40 |
1.2723 |
1.2099 |
0.0624 |
4.9% |
0.0026 |
0.2% |
99% |
True |
False |
33 |
| 60 |
1.2723 |
1.2099 |
0.0624 |
4.9% |
0.0023 |
0.2% |
99% |
True |
False |
24 |
| 80 |
1.2768 |
1.2099 |
0.0669 |
5.3% |
0.0022 |
0.2% |
92% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3114 |
|
2.618 |
1.2964 |
|
1.618 |
1.2872 |
|
1.000 |
1.2815 |
|
0.618 |
1.2780 |
|
HIGH |
1.2723 |
|
0.618 |
1.2688 |
|
0.500 |
1.2677 |
|
0.382 |
1.2666 |
|
LOW |
1.2631 |
|
0.618 |
1.2574 |
|
1.000 |
1.2539 |
|
1.618 |
1.2482 |
|
2.618 |
1.2390 |
|
4.250 |
1.2240 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2702 |
1.2683 |
| PP |
1.2689 |
1.2652 |
| S1 |
1.2677 |
1.2621 |
|