CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2701 |
1.2730 |
0.0029 |
0.2% |
1.2684 |
| High |
1.2736 |
1.2808 |
0.0072 |
0.6% |
1.2769 |
| Low |
1.2691 |
1.2705 |
0.0014 |
0.1% |
1.2618 |
| Close |
1.2730 |
1.2800 |
0.0070 |
0.5% |
1.2709 |
| Range |
0.0045 |
0.0103 |
0.0058 |
128.9% |
0.0151 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.0% |
0.0000 |
| Volume |
20,650 |
60,887 |
40,237 |
194.9% |
374,936 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3080 |
1.3043 |
1.2857 |
|
| R3 |
1.2977 |
1.2940 |
1.2828 |
|
| R2 |
1.2874 |
1.2874 |
1.2819 |
|
| R1 |
1.2837 |
1.2837 |
1.2809 |
1.2856 |
| PP |
1.2771 |
1.2771 |
1.2771 |
1.2780 |
| S1 |
1.2734 |
1.2734 |
1.2791 |
1.2753 |
| S2 |
1.2668 |
1.2668 |
1.2781 |
|
| S3 |
1.2565 |
1.2631 |
1.2772 |
|
| S4 |
1.2462 |
1.2528 |
1.2743 |
|
|
| 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 |
1.2808 |
1.2618 |
0.0190 |
1.5% |
0.0081 |
0.6% |
96% |
True |
False |
63,504 |
| 10 |
1.2808 |
1.2509 |
0.0299 |
2.3% |
0.0104 |
0.8% |
97% |
True |
False |
81,511 |
| 20 |
1.2808 |
1.2509 |
0.0299 |
2.3% |
0.0093 |
0.7% |
97% |
True |
False |
48,573 |
| 40 |
1.2808 |
1.2111 |
0.0697 |
5.4% |
0.0089 |
0.7% |
99% |
True |
False |
24,437 |
| 60 |
1.2808 |
1.2061 |
0.0747 |
5.8% |
0.0085 |
0.7% |
99% |
True |
False |
16,312 |
| 80 |
1.2808 |
1.2061 |
0.0747 |
5.8% |
0.0075 |
0.6% |
99% |
True |
False |
12,320 |
| 100 |
1.2808 |
1.2061 |
0.0747 |
5.8% |
0.0068 |
0.5% |
99% |
True |
False |
9,857 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0065 |
0.5% |
71% |
False |
False |
8,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3246 |
|
2.618 |
1.3078 |
|
1.618 |
1.2975 |
|
1.000 |
1.2911 |
|
0.618 |
1.2872 |
|
HIGH |
1.2808 |
|
0.618 |
1.2769 |
|
0.500 |
1.2757 |
|
0.382 |
1.2744 |
|
LOW |
1.2705 |
|
0.618 |
1.2641 |
|
1.000 |
1.2602 |
|
1.618 |
1.2538 |
|
2.618 |
1.2435 |
|
4.250 |
1.2267 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2786 |
1.2782 |
| PP |
1.2771 |
1.2765 |
| S1 |
1.2757 |
1.2747 |
|