CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2715 |
-0.0040 |
-0.3% |
1.2739 |
| High |
1.2770 |
1.2749 |
-0.0021 |
-0.2% |
1.2777 |
| Low |
1.2695 |
1.2691 |
-0.0004 |
0.0% |
1.2616 |
| Close |
1.2704 |
1.2748 |
0.0044 |
0.3% |
1.2728 |
| Range |
0.0075 |
0.0058 |
-0.0017 |
-22.7% |
0.0161 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
64,122 |
70,417 |
6,295 |
9.8% |
374,388 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2903 |
1.2884 |
1.2780 |
|
| R3 |
1.2845 |
1.2826 |
1.2764 |
|
| R2 |
1.2787 |
1.2787 |
1.2759 |
|
| R1 |
1.2768 |
1.2768 |
1.2753 |
1.2778 |
| PP |
1.2729 |
1.2729 |
1.2729 |
1.2734 |
| S1 |
1.2710 |
1.2710 |
1.2743 |
1.2720 |
| S2 |
1.2671 |
1.2671 |
1.2737 |
|
| S3 |
1.2613 |
1.2652 |
1.2732 |
|
| S4 |
1.2555 |
1.2594 |
1.2716 |
|
|
| 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% |
0.0092 |
0.7% |
82% |
False |
False |
78,429 |
| 10 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0096 |
0.8% |
61% |
False |
False |
79,008 |
| 20 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0100 |
0.8% |
74% |
False |
False |
81,608 |
| 40 |
1.2833 |
1.2236 |
0.0597 |
4.7% |
0.0094 |
0.7% |
86% |
False |
False |
42,624 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
89% |
False |
False |
28,457 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0082 |
0.6% |
89% |
False |
False |
21,398 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0074 |
0.6% |
89% |
False |
False |
17,148 |
| 120 |
1.2988 |
1.2061 |
0.0927 |
7.3% |
0.0069 |
0.5% |
74% |
False |
False |
14,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2996 |
|
2.618 |
1.2901 |
|
1.618 |
1.2843 |
|
1.000 |
1.2807 |
|
0.618 |
1.2785 |
|
HIGH |
1.2749 |
|
0.618 |
1.2727 |
|
0.500 |
1.2720 |
|
0.382 |
1.2713 |
|
LOW |
1.2691 |
|
0.618 |
1.2655 |
|
1.000 |
1.2633 |
|
1.618 |
1.2597 |
|
2.618 |
1.2539 |
|
4.250 |
1.2445 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2739 |
1.2741 |
| PP |
1.2729 |
1.2733 |
| S1 |
1.2720 |
1.2726 |
|