CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2676 |
1.2689 |
0.0013 |
0.1% |
1.2739 |
| High |
1.2735 |
1.2777 |
0.0042 |
0.3% |
1.2777 |
| Low |
1.2663 |
1.2617 |
-0.0046 |
-0.4% |
1.2616 |
| Close |
1.2689 |
1.2728 |
0.0039 |
0.3% |
1.2728 |
| Range |
0.0072 |
0.0160 |
0.0088 |
122.2% |
0.0161 |
| ATR |
0.0092 |
0.0097 |
0.0005 |
5.3% |
0.0000 |
| Volume |
84,919 |
98,318 |
13,399 |
15.8% |
374,388 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3187 |
1.3118 |
1.2816 |
|
| R3 |
1.3027 |
1.2958 |
1.2772 |
|
| R2 |
1.2867 |
1.2867 |
1.2757 |
|
| R1 |
1.2798 |
1.2798 |
1.2743 |
1.2833 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2725 |
| S1 |
1.2638 |
1.2638 |
1.2713 |
1.2673 |
| S2 |
1.2547 |
1.2547 |
1.2699 |
|
| S3 |
1.2387 |
1.2478 |
1.2684 |
|
| S4 |
1.2227 |
1.2318 |
1.2640 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3120 |
1.2817 |
|
| R3 |
1.3029 |
1.2959 |
1.2772 |
|
| R2 |
1.2868 |
1.2868 |
1.2758 |
|
| R1 |
1.2798 |
1.2798 |
1.2743 |
1.2753 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2684 |
| S1 |
1.2637 |
1.2637 |
1.2713 |
1.2592 |
| S2 |
1.2546 |
1.2546 |
1.2698 |
|
| S3 |
1.2385 |
1.2476 |
1.2684 |
|
| S4 |
1.2224 |
1.2315 |
1.2639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2778 |
1.2616 |
0.0162 |
1.3% |
0.0103 |
0.8% |
69% |
False |
False |
88,316 |
| 10 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0093 |
0.7% |
52% |
False |
False |
74,441 |
| 20 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0099 |
0.8% |
68% |
False |
False |
73,699 |
| 40 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0093 |
0.7% |
83% |
False |
False |
37,414 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0088 |
0.7% |
86% |
False |
False |
24,976 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0081 |
0.6% |
86% |
False |
False |
18,820 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0072 |
0.6% |
86% |
False |
False |
15,059 |
| 120 |
1.3065 |
1.2061 |
0.1004 |
7.9% |
0.0068 |
0.5% |
66% |
False |
False |
12,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3457 |
|
2.618 |
1.3196 |
|
1.618 |
1.3036 |
|
1.000 |
1.2937 |
|
0.618 |
1.2876 |
|
HIGH |
1.2777 |
|
0.618 |
1.2716 |
|
0.500 |
1.2697 |
|
0.382 |
1.2678 |
|
LOW |
1.2617 |
|
0.618 |
1.2518 |
|
1.000 |
1.2457 |
|
1.618 |
1.2358 |
|
2.618 |
1.2198 |
|
4.250 |
1.1937 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2718 |
1.2718 |
| PP |
1.2707 |
1.2707 |
| S1 |
1.2697 |
1.2697 |
|