CME British Pound Future March 2024
Trading Metrics calculated at close of trading on 26-Dec-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
Open |
1.2691 |
1.2701 |
0.0010 |
0.1% |
1.2684 |
High |
1.2751 |
1.2736 |
-0.0015 |
-0.1% |
1.2769 |
Low |
1.2686 |
1.2691 |
0.0005 |
0.0% |
1.2618 |
Close |
1.2709 |
1.2730 |
0.0021 |
0.2% |
1.2709 |
Range |
0.0065 |
0.0045 |
-0.0020 |
-30.8% |
0.0151 |
ATR |
0.0094 |
0.0091 |
-0.0004 |
-3.7% |
0.0000 |
Volume |
58,970 |
20,650 |
-38,320 |
-65.0% |
374,936 |
|
Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2854 |
1.2837 |
1.2755 |
|
R3 |
1.2809 |
1.2792 |
1.2742 |
|
R2 |
1.2764 |
1.2764 |
1.2738 |
|
R1 |
1.2747 |
1.2747 |
1.2734 |
1.2756 |
PP |
1.2719 |
1.2719 |
1.2719 |
1.2723 |
S1 |
1.2702 |
1.2702 |
1.2726 |
1.2711 |
S2 |
1.2674 |
1.2674 |
1.2722 |
|
S3 |
1.2629 |
1.2657 |
1.2718 |
|
S4 |
1.2584 |
1.2612 |
1.2705 |
|
|
Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3152 |
1.3081 |
1.2792 |
|
R3 |
1.3001 |
1.2930 |
1.2751 |
|
R2 |
1.2850 |
1.2850 |
1.2737 |
|
R1 |
1.2779 |
1.2779 |
1.2723 |
1.2815 |
PP |
1.2699 |
1.2699 |
1.2699 |
1.2716 |
S1 |
1.2628 |
1.2628 |
1.2695 |
1.2664 |
S2 |
1.2548 |
1.2548 |
1.2681 |
|
S3 |
1.2397 |
1.2477 |
1.2667 |
|
S4 |
1.2246 |
1.2326 |
1.2626 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2769 |
1.2618 |
0.0151 |
1.2% |
0.0084 |
0.7% |
74% |
False |
False |
67,462 |
10 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0104 |
0.8% |
75% |
False |
False |
84,207 |
20 |
1.2802 |
1.2509 |
0.0293 |
2.3% |
0.0093 |
0.7% |
75% |
False |
False |
45,565 |
40 |
1.2802 |
1.2105 |
0.0697 |
5.5% |
0.0089 |
0.7% |
90% |
False |
False |
22,916 |
60 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0085 |
0.7% |
90% |
False |
False |
15,301 |
80 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0075 |
0.6% |
90% |
False |
False |
11,558 |
100 |
1.2802 |
1.2061 |
0.0741 |
5.8% |
0.0068 |
0.5% |
90% |
False |
False |
9,248 |
120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0064 |
0.5% |
64% |
False |
False |
7,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2927 |
2.618 |
1.2854 |
1.618 |
1.2809 |
1.000 |
1.2781 |
0.618 |
1.2764 |
HIGH |
1.2736 |
0.618 |
1.2719 |
0.500 |
1.2714 |
0.382 |
1.2708 |
LOW |
1.2691 |
0.618 |
1.2663 |
1.000 |
1.2646 |
1.618 |
1.2618 |
2.618 |
1.2573 |
4.250 |
1.2500 |
|
|
Fisher Pivots for day following 26-Dec-2023 |
Pivot |
1 day |
3 day |
R1 |
1.2725 |
1.2715 |
PP |
1.2719 |
1.2700 |
S1 |
1.2714 |
1.2685 |
|