CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2710 |
1.2706 |
-0.0004 |
0.0% |
1.2757 |
| High |
1.2719 |
1.2738 |
0.0019 |
0.1% |
1.2771 |
| Low |
1.2665 |
1.2691 |
0.0026 |
0.2% |
1.2601 |
| Close |
1.2702 |
1.2709 |
0.0007 |
0.1% |
1.2702 |
| Range |
0.0054 |
0.0047 |
-0.0007 |
-13.0% |
0.0170 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
82,885 |
67,333 |
-15,552 |
-18.8% |
450,862 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2854 |
1.2828 |
1.2735 |
|
| R3 |
1.2807 |
1.2781 |
1.2722 |
|
| R2 |
1.2760 |
1.2760 |
1.2718 |
|
| R1 |
1.2734 |
1.2734 |
1.2713 |
1.2747 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2719 |
| S1 |
1.2687 |
1.2687 |
1.2705 |
1.2700 |
| S2 |
1.2666 |
1.2666 |
1.2700 |
|
| S3 |
1.2619 |
1.2640 |
1.2696 |
|
| S4 |
1.2572 |
1.2593 |
1.2683 |
|
|
| 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 |
1.2771 |
1.2601 |
0.0170 |
1.3% |
0.0081 |
0.6% |
64% |
False |
False |
103,639 |
| 10 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0081 |
0.6% |
54% |
False |
False |
93,211 |
| 20 |
1.2833 |
1.2601 |
0.0232 |
1.8% |
0.0087 |
0.7% |
47% |
False |
False |
83,826 |
| 40 |
1.2833 |
1.2468 |
0.0365 |
2.9% |
0.0092 |
0.7% |
66% |
False |
False |
60,658 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
83% |
False |
False |
40,503 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
84% |
False |
False |
30,417 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0076 |
0.6% |
84% |
False |
False |
24,380 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0071 |
0.6% |
84% |
False |
False |
20,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2938 |
|
2.618 |
1.2861 |
|
1.618 |
1.2814 |
|
1.000 |
1.2785 |
|
0.618 |
1.2767 |
|
HIGH |
1.2738 |
|
0.618 |
1.2720 |
|
0.500 |
1.2715 |
|
0.382 |
1.2709 |
|
LOW |
1.2691 |
|
0.618 |
1.2662 |
|
1.000 |
1.2644 |
|
1.618 |
1.2615 |
|
2.618 |
1.2568 |
|
4.250 |
1.2491 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2705 |
| PP |
1.2713 |
1.2700 |
| S1 |
1.2711 |
1.2696 |
|