CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2740 |
1.2739 |
-0.0001 |
0.0% |
1.2701 |
| High |
1.2778 |
1.2765 |
-0.0013 |
-0.1% |
1.2833 |
| Low |
1.2705 |
1.2616 |
-0.0089 |
-0.7% |
1.2691 |
| Close |
1.2751 |
1.2626 |
-0.0125 |
-1.0% |
1.2751 |
| Range |
0.0073 |
0.0149 |
0.0076 |
104.1% |
0.0142 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.4% |
0.0000 |
| Volume |
67,192 |
95,762 |
28,570 |
42.5% |
227,436 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3116 |
1.3020 |
1.2708 |
|
| R3 |
1.2967 |
1.2871 |
1.2667 |
|
| R2 |
1.2818 |
1.2818 |
1.2653 |
|
| R1 |
1.2722 |
1.2722 |
1.2640 |
1.2696 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2656 |
| S1 |
1.2573 |
1.2573 |
1.2612 |
1.2547 |
| S2 |
1.2520 |
1.2520 |
1.2599 |
|
| S3 |
1.2371 |
1.2424 |
1.2585 |
|
| S4 |
1.2222 |
1.2275 |
1.2544 |
|
|
| 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 |
1.2616 |
0.0217 |
1.7% |
0.0097 |
0.8% |
5% |
False |
True |
64,639 |
| 10 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0094 |
0.7% |
5% |
False |
True |
69,813 |
| 20 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0097 |
0.8% |
36% |
False |
False |
60,485 |
| 40 |
1.2833 |
1.2198 |
0.0635 |
5.0% |
0.0093 |
0.7% |
67% |
False |
False |
30,458 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
72% |
False |
False |
20,336 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0078 |
0.6% |
73% |
False |
False |
15,339 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0071 |
0.6% |
73% |
False |
False |
12,273 |
| 120 |
1.3105 |
1.2061 |
0.1044 |
8.3% |
0.0066 |
0.5% |
54% |
False |
False |
10,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3398 |
|
2.618 |
1.3155 |
|
1.618 |
1.3006 |
|
1.000 |
1.2914 |
|
0.618 |
1.2857 |
|
HIGH |
1.2765 |
|
0.618 |
1.2708 |
|
0.500 |
1.2691 |
|
0.382 |
1.2673 |
|
LOW |
1.2616 |
|
0.618 |
1.2524 |
|
1.000 |
1.2467 |
|
1.618 |
1.2375 |
|
2.618 |
1.2226 |
|
4.250 |
1.1983 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2691 |
1.2725 |
| PP |
1.2669 |
1.2692 |
| S1 |
1.2648 |
1.2659 |
|