CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2730 |
1.2808 |
0.0078 |
0.6% |
1.2684 |
| High |
1.2808 |
1.2833 |
0.0025 |
0.2% |
1.2769 |
| Low |
1.2705 |
1.2717 |
0.0012 |
0.1% |
1.2618 |
| Close |
1.2800 |
1.2732 |
-0.0068 |
-0.5% |
1.2709 |
| Range |
0.0103 |
0.0116 |
0.0013 |
12.6% |
0.0151 |
| ATR |
0.0092 |
0.0093 |
0.0002 |
1.9% |
0.0000 |
| Volume |
60,887 |
78,707 |
17,820 |
29.3% |
374,936 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3109 |
1.3036 |
1.2796 |
|
| R3 |
1.2993 |
1.2920 |
1.2764 |
|
| R2 |
1.2877 |
1.2877 |
1.2753 |
|
| R1 |
1.2804 |
1.2804 |
1.2743 |
1.2783 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2750 |
| S1 |
1.2688 |
1.2688 |
1.2721 |
1.2667 |
| S2 |
1.2645 |
1.2645 |
1.2711 |
|
| S3 |
1.2529 |
1.2572 |
1.2700 |
|
| S4 |
1.2413 |
1.2456 |
1.2668 |
|
|
| 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 |
1.2833 |
1.2618 |
0.0215 |
1.7% |
0.0083 |
0.6% |
53% |
True |
False |
60,567 |
| 10 |
1.2833 |
1.2618 |
0.0215 |
1.7% |
0.0102 |
0.8% |
53% |
True |
False |
76,773 |
| 20 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0096 |
0.8% |
69% |
True |
False |
52,479 |
| 40 |
1.2833 |
1.2111 |
0.0722 |
5.7% |
0.0090 |
0.7% |
86% |
True |
False |
26,400 |
| 60 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0087 |
0.7% |
87% |
True |
False |
17,621 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0075 |
0.6% |
87% |
True |
False |
13,303 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0069 |
0.5% |
87% |
True |
False |
10,644 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0065 |
0.5% |
64% |
False |
False |
8,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3326 |
|
2.618 |
1.3137 |
|
1.618 |
1.3021 |
|
1.000 |
1.2949 |
|
0.618 |
1.2905 |
|
HIGH |
1.2833 |
|
0.618 |
1.2789 |
|
0.500 |
1.2775 |
|
0.382 |
1.2761 |
|
LOW |
1.2717 |
|
0.618 |
1.2645 |
|
1.000 |
1.2601 |
|
1.618 |
1.2529 |
|
2.618 |
1.2413 |
|
4.250 |
1.2224 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2775 |
1.2762 |
| PP |
1.2761 |
1.2752 |
| S1 |
1.2746 |
1.2742 |
|