CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2642 |
1.2682 |
0.0040 |
0.3% |
1.2727 |
| High |
1.2701 |
1.2712 |
0.0011 |
0.1% |
1.2800 |
| Low |
1.2601 |
1.2653 |
0.0052 |
0.4% |
1.2678 |
| Close |
1.2683 |
1.2691 |
0.0008 |
0.1% |
1.2753 |
| Range |
0.0100 |
0.0059 |
-0.0041 |
-41.0% |
0.0122 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
110,526 |
84,096 |
-26,430 |
-23.9% |
413,919 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2862 |
1.2836 |
1.2723 |
|
| R3 |
1.2803 |
1.2777 |
1.2707 |
|
| R2 |
1.2744 |
1.2744 |
1.2702 |
|
| R1 |
1.2718 |
1.2718 |
1.2696 |
1.2731 |
| PP |
1.2685 |
1.2685 |
1.2685 |
1.2692 |
| S1 |
1.2659 |
1.2659 |
1.2686 |
1.2672 |
| S2 |
1.2626 |
1.2626 |
1.2680 |
|
| S3 |
1.2567 |
1.2600 |
1.2675 |
|
| S4 |
1.2508 |
1.2541 |
1.2659 |
|
|
| 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 |
1.2601 |
0.0199 |
1.6% |
0.0096 |
0.8% |
45% |
False |
False |
114,596 |
| 10 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0094 |
0.7% |
45% |
False |
False |
96,513 |
| 20 |
1.2833 |
1.2601 |
0.0232 |
1.8% |
0.0093 |
0.7% |
39% |
False |
False |
85,019 |
| 40 |
1.2833 |
1.2458 |
0.0375 |
3.0% |
0.0092 |
0.7% |
62% |
False |
False |
56,920 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0090 |
0.7% |
81% |
False |
False |
38,004 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
82% |
False |
False |
28,544 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0075 |
0.6% |
82% |
False |
False |
22,877 |
| 120 |
1.2877 |
1.2061 |
0.0816 |
6.4% |
0.0071 |
0.6% |
77% |
False |
False |
19,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2963 |
|
2.618 |
1.2866 |
|
1.618 |
1.2807 |
|
1.000 |
1.2771 |
|
0.618 |
1.2748 |
|
HIGH |
1.2712 |
|
0.618 |
1.2689 |
|
0.500 |
1.2683 |
|
0.382 |
1.2676 |
|
LOW |
1.2653 |
|
0.618 |
1.2617 |
|
1.000 |
1.2594 |
|
1.618 |
1.2558 |
|
2.618 |
1.2499 |
|
4.250 |
1.2402 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2688 |
1.2689 |
| PP |
1.2685 |
1.2688 |
| S1 |
1.2683 |
1.2686 |
|