CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2808 |
1.2740 |
-0.0068 |
-0.5% |
1.2701 |
| High |
1.2833 |
1.2778 |
-0.0055 |
-0.4% |
1.2833 |
| Low |
1.2717 |
1.2705 |
-0.0012 |
-0.1% |
1.2691 |
| Close |
1.2732 |
1.2751 |
0.0019 |
0.1% |
1.2751 |
| Range |
0.0116 |
0.0073 |
-0.0043 |
-37.1% |
0.0142 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
78,707 |
67,192 |
-11,515 |
-14.6% |
227,436 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2964 |
1.2930 |
1.2791 |
|
| R3 |
1.2891 |
1.2857 |
1.2771 |
|
| R2 |
1.2818 |
1.2818 |
1.2764 |
|
| R1 |
1.2784 |
1.2784 |
1.2758 |
1.2801 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2753 |
| S1 |
1.2711 |
1.2711 |
1.2744 |
1.2728 |
| S2 |
1.2672 |
1.2672 |
1.2738 |
|
| S3 |
1.2599 |
1.2638 |
1.2731 |
|
| S4 |
1.2526 |
1.2565 |
1.2711 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3184 |
1.3110 |
1.2829 |
|
| R3 |
1.3042 |
1.2968 |
1.2790 |
|
| R2 |
1.2900 |
1.2900 |
1.2777 |
|
| R1 |
1.2826 |
1.2826 |
1.2764 |
1.2863 |
| PP |
1.2758 |
1.2758 |
1.2758 |
1.2777 |
| S1 |
1.2684 |
1.2684 |
1.2738 |
1.2721 |
| S2 |
1.2616 |
1.2616 |
1.2725 |
|
| S3 |
1.2474 |
1.2542 |
1.2712 |
|
| S4 |
1.2332 |
1.2400 |
1.2673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2833 |
1.2686 |
0.0147 |
1.2% |
0.0080 |
0.6% |
44% |
False |
False |
57,281 |
| 10 |
1.2833 |
1.2618 |
0.0215 |
1.7% |
0.0091 |
0.7% |
62% |
False |
False |
72,787 |
| 20 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0094 |
0.7% |
75% |
False |
False |
55,793 |
| 40 |
1.2833 |
1.2182 |
0.0651 |
5.1% |
0.0091 |
0.7% |
87% |
False |
False |
28,072 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0086 |
0.7% |
89% |
False |
False |
18,740 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0076 |
0.6% |
89% |
False |
False |
14,143 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0069 |
0.5% |
89% |
False |
False |
11,316 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.2% |
0.0065 |
0.5% |
66% |
False |
False |
9,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3088 |
|
2.618 |
1.2969 |
|
1.618 |
1.2896 |
|
1.000 |
1.2851 |
|
0.618 |
1.2823 |
|
HIGH |
1.2778 |
|
0.618 |
1.2750 |
|
0.500 |
1.2742 |
|
0.382 |
1.2733 |
|
LOW |
1.2705 |
|
0.618 |
1.2660 |
|
1.000 |
1.2632 |
|
1.618 |
1.2587 |
|
2.618 |
1.2514 |
|
4.250 |
1.2395 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2748 |
1.2769 |
| PP |
1.2745 |
1.2763 |
| S1 |
1.2742 |
1.2757 |
|