CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2691 |
1.2730 |
0.0039 |
0.3% |
1.2757 |
| High |
1.2779 |
1.2747 |
-0.0032 |
-0.3% |
1.2771 |
| Low |
1.2690 |
1.2685 |
-0.0005 |
0.0% |
1.2601 |
| Close |
1.2729 |
1.2704 |
-0.0025 |
-0.2% |
1.2702 |
| Range |
0.0089 |
0.0062 |
-0.0027 |
-30.3% |
0.0170 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
118,253 |
90,422 |
-27,831 |
-23.5% |
450,862 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2898 |
1.2863 |
1.2738 |
|
| R3 |
1.2836 |
1.2801 |
1.2721 |
|
| R2 |
1.2774 |
1.2774 |
1.2715 |
|
| R1 |
1.2739 |
1.2739 |
1.2710 |
1.2726 |
| PP |
1.2712 |
1.2712 |
1.2712 |
1.2705 |
| S1 |
1.2677 |
1.2677 |
1.2698 |
1.2664 |
| S2 |
1.2650 |
1.2650 |
1.2693 |
|
| S3 |
1.2588 |
1.2615 |
1.2687 |
|
| S4 |
1.2526 |
1.2553 |
1.2670 |
|
|
| 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 |
1.2779 |
1.2653 |
0.0126 |
1.0% |
0.0070 |
0.6% |
40% |
False |
False |
89,216 |
| 10 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0083 |
0.7% |
52% |
False |
False |
101,906 |
| 20 |
1.2833 |
1.2601 |
0.0232 |
1.8% |
0.0090 |
0.7% |
44% |
False |
False |
90,457 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0091 |
0.7% |
60% |
False |
False |
68,011 |
| 60 |
1.2833 |
1.2105 |
0.0728 |
5.7% |
0.0089 |
0.7% |
82% |
False |
False |
45,430 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0086 |
0.7% |
83% |
False |
False |
34,090 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0078 |
0.6% |
83% |
False |
False |
27,338 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0072 |
0.6% |
83% |
False |
False |
22,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3011 |
|
2.618 |
1.2909 |
|
1.618 |
1.2847 |
|
1.000 |
1.2809 |
|
0.618 |
1.2785 |
|
HIGH |
1.2747 |
|
0.618 |
1.2723 |
|
0.500 |
1.2716 |
|
0.382 |
1.2709 |
|
LOW |
1.2685 |
|
0.618 |
1.2647 |
|
1.000 |
1.2623 |
|
1.618 |
1.2585 |
|
2.618 |
1.2523 |
|
4.250 |
1.2422 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2716 |
1.2716 |
| PP |
1.2712 |
1.2712 |
| S1 |
1.2708 |
1.2708 |
|