CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2682 |
1.2710 |
0.0028 |
0.2% |
1.2757 |
| High |
1.2712 |
1.2719 |
0.0007 |
0.1% |
1.2771 |
| Low |
1.2653 |
1.2665 |
0.0012 |
0.1% |
1.2601 |
| Close |
1.2691 |
1.2702 |
0.0011 |
0.1% |
1.2702 |
| Range |
0.0059 |
0.0054 |
-0.0005 |
-8.5% |
0.0170 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
84,096 |
82,885 |
-1,211 |
-1.4% |
450,862 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2857 |
1.2834 |
1.2732 |
|
| R3 |
1.2803 |
1.2780 |
1.2717 |
|
| R2 |
1.2749 |
1.2749 |
1.2712 |
|
| R1 |
1.2726 |
1.2726 |
1.2707 |
1.2711 |
| PP |
1.2695 |
1.2695 |
1.2695 |
1.2688 |
| S1 |
1.2672 |
1.2672 |
1.2697 |
1.2657 |
| S2 |
1.2641 |
1.2641 |
1.2692 |
|
| S3 |
1.2587 |
1.2618 |
1.2687 |
|
| S4 |
1.2533 |
1.2564 |
1.2672 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3201 |
1.3122 |
1.2796 |
|
| R3 |
1.3031 |
1.2952 |
1.2749 |
|
| R2 |
1.2861 |
1.2861 |
1.2733 |
|
| R1 |
1.2782 |
1.2782 |
1.2718 |
1.2737 |
| PP |
1.2691 |
1.2691 |
1.2691 |
1.2669 |
| S1 |
1.2612 |
1.2612 |
1.2686 |
1.2567 |
| S2 |
1.2521 |
1.2521 |
1.2671 |
|
| S3 |
1.2351 |
1.2442 |
1.2655 |
|
| S4 |
1.2181 |
1.2272 |
1.2609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2791 |
1.2601 |
0.0190 |
1.5% |
0.0085 |
0.7% |
53% |
False |
False |
108,700 |
| 10 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0092 |
0.7% |
51% |
False |
False |
96,309 |
| 20 |
1.2833 |
1.2601 |
0.0232 |
1.8% |
0.0090 |
0.7% |
44% |
False |
False |
85,129 |
| 40 |
1.2833 |
1.2468 |
0.0365 |
2.9% |
0.0092 |
0.7% |
64% |
False |
False |
58,990 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0089 |
0.7% |
82% |
False |
False |
39,384 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
83% |
False |
False |
29,578 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0075 |
0.6% |
83% |
False |
False |
23,706 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0070 |
0.6% |
83% |
False |
False |
19,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2949 |
|
2.618 |
1.2860 |
|
1.618 |
1.2806 |
|
1.000 |
1.2773 |
|
0.618 |
1.2752 |
|
HIGH |
1.2719 |
|
0.618 |
1.2698 |
|
0.500 |
1.2692 |
|
0.382 |
1.2686 |
|
LOW |
1.2665 |
|
0.618 |
1.2632 |
|
1.000 |
1.2611 |
|
1.618 |
1.2578 |
|
2.618 |
1.2524 |
|
4.250 |
1.2436 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2699 |
1.2688 |
| PP |
1.2695 |
1.2674 |
| S1 |
1.2692 |
1.2660 |
|