CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2767 |
1.2757 |
-0.0010 |
-0.1% |
1.2727 |
| High |
1.2791 |
1.2771 |
-0.0020 |
-0.2% |
1.2800 |
| Low |
1.2724 |
1.2624 |
-0.0100 |
-0.8% |
1.2678 |
| Close |
1.2753 |
1.2637 |
-0.0116 |
-0.9% |
1.2753 |
| Range |
0.0067 |
0.0147 |
0.0080 |
119.4% |
0.0122 |
| ATR |
0.0092 |
0.0095 |
0.0004 |
4.3% |
0.0000 |
| Volume |
92,638 |
173,355 |
80,717 |
87.1% |
413,919 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3118 |
1.3025 |
1.2718 |
|
| R3 |
1.2971 |
1.2878 |
1.2677 |
|
| R2 |
1.2824 |
1.2824 |
1.2664 |
|
| R1 |
1.2731 |
1.2731 |
1.2650 |
1.2704 |
| PP |
1.2677 |
1.2677 |
1.2677 |
1.2664 |
| S1 |
1.2584 |
1.2584 |
1.2624 |
1.2557 |
| S2 |
1.2530 |
1.2530 |
1.2610 |
|
| S3 |
1.2383 |
1.2437 |
1.2597 |
|
| S4 |
1.2236 |
1.2290 |
1.2556 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.3053 |
1.2820 |
|
| R3 |
1.2988 |
1.2931 |
1.2787 |
|
| R2 |
1.2866 |
1.2866 |
1.2775 |
|
| R1 |
1.2809 |
1.2809 |
1.2764 |
1.2838 |
| PP |
1.2744 |
1.2744 |
1.2744 |
1.2758 |
| S1 |
1.2687 |
1.2687 |
1.2742 |
1.2716 |
| S2 |
1.2622 |
1.2622 |
1.2731 |
|
| S3 |
1.2500 |
1.2565 |
1.2719 |
|
| S4 |
1.2378 |
1.2443 |
1.2686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2800 |
1.2624 |
0.0176 |
1.4% |
0.0091 |
0.7% |
7% |
False |
True |
102,580 |
| 10 |
1.2800 |
1.2616 |
0.0184 |
1.5% |
0.0099 |
0.8% |
11% |
False |
False |
96,166 |
| 20 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0095 |
0.8% |
10% |
False |
False |
84,476 |
| 40 |
1.2833 |
1.2386 |
0.0447 |
3.5% |
0.0092 |
0.7% |
56% |
False |
False |
52,062 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0090 |
0.7% |
74% |
False |
False |
34,762 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
75% |
False |
False |
26,116 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0076 |
0.6% |
75% |
False |
False |
20,932 |
| 120 |
1.2988 |
1.2061 |
0.0927 |
7.3% |
0.0071 |
0.6% |
62% |
False |
False |
17,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3396 |
|
2.618 |
1.3156 |
|
1.618 |
1.3009 |
|
1.000 |
1.2918 |
|
0.618 |
1.2862 |
|
HIGH |
1.2771 |
|
0.618 |
1.2715 |
|
0.500 |
1.2698 |
|
0.382 |
1.2680 |
|
LOW |
1.2624 |
|
0.618 |
1.2533 |
|
1.000 |
1.2477 |
|
1.618 |
1.2386 |
|
2.618 |
1.2239 |
|
4.250 |
1.1999 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2698 |
1.2712 |
| PP |
1.2677 |
1.2687 |
| S1 |
1.2657 |
1.2662 |
|