CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2727 |
1.2755 |
0.0028 |
0.2% |
1.2739 |
| High |
1.2773 |
1.2770 |
-0.0003 |
0.0% |
1.2777 |
| Low |
1.2678 |
1.2695 |
0.0017 |
0.1% |
1.2616 |
| Close |
1.2765 |
1.2704 |
-0.0061 |
-0.5% |
1.2728 |
| Range |
0.0095 |
0.0075 |
-0.0020 |
-21.1% |
0.0161 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
74,373 |
64,122 |
-10,251 |
-13.8% |
374,388 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2948 |
1.2901 |
1.2745 |
|
| R3 |
1.2873 |
1.2826 |
1.2725 |
|
| R2 |
1.2798 |
1.2798 |
1.2718 |
|
| R1 |
1.2751 |
1.2751 |
1.2711 |
1.2737 |
| PP |
1.2723 |
1.2723 |
1.2723 |
1.2716 |
| S1 |
1.2676 |
1.2676 |
1.2697 |
1.2662 |
| S2 |
1.2648 |
1.2648 |
1.2690 |
|
| S3 |
1.2573 |
1.2601 |
1.2683 |
|
| S4 |
1.2498 |
1.2526 |
1.2663 |
|
|
| 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 |
1.2777 |
1.2617 |
0.0160 |
1.3% |
0.0093 |
0.7% |
54% |
False |
False |
83,424 |
| 10 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0095 |
0.7% |
41% |
False |
False |
74,031 |
| 20 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0100 |
0.8% |
60% |
False |
False |
79,979 |
| 40 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0094 |
0.7% |
80% |
False |
False |
40,866 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
83% |
False |
False |
27,284 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0082 |
0.6% |
83% |
False |
False |
20,522 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0073 |
0.6% |
83% |
False |
False |
16,444 |
| 120 |
1.2988 |
1.2061 |
0.0927 |
7.3% |
0.0069 |
0.5% |
69% |
False |
False |
13,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3089 |
|
2.618 |
1.2966 |
|
1.618 |
1.2891 |
|
1.000 |
1.2845 |
|
0.618 |
1.2816 |
|
HIGH |
1.2770 |
|
0.618 |
1.2741 |
|
0.500 |
1.2733 |
|
0.382 |
1.2724 |
|
LOW |
1.2695 |
|
0.618 |
1.2649 |
|
1.000 |
1.2620 |
|
1.618 |
1.2574 |
|
2.618 |
1.2499 |
|
4.250 |
1.2376 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2733 |
1.2702 |
| PP |
1.2723 |
1.2699 |
| S1 |
1.2714 |
1.2697 |
|