CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2730 |
1.2713 |
-0.0017 |
-0.1% |
1.2706 |
| High |
1.2747 |
1.2763 |
0.0016 |
0.1% |
1.2779 |
| Low |
1.2685 |
1.2679 |
-0.0006 |
0.0% |
1.2653 |
| Close |
1.2704 |
1.2708 |
0.0004 |
0.0% |
1.2708 |
| Range |
0.0062 |
0.0084 |
0.0022 |
35.5% |
0.0126 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
90,422 |
81,022 |
-9,400 |
-10.4% |
444,218 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2969 |
1.2922 |
1.2754 |
|
| R3 |
1.2885 |
1.2838 |
1.2731 |
|
| R2 |
1.2801 |
1.2801 |
1.2723 |
|
| R1 |
1.2754 |
1.2754 |
1.2716 |
1.2736 |
| PP |
1.2717 |
1.2717 |
1.2717 |
1.2707 |
| S1 |
1.2670 |
1.2670 |
1.2700 |
1.2652 |
| S2 |
1.2633 |
1.2633 |
1.2693 |
|
| S3 |
1.2549 |
1.2586 |
1.2685 |
|
| S4 |
1.2465 |
1.2502 |
1.2662 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3091 |
1.3026 |
1.2777 |
|
| R3 |
1.2965 |
1.2900 |
1.2743 |
|
| R2 |
1.2839 |
1.2839 |
1.2731 |
|
| R1 |
1.2774 |
1.2774 |
1.2720 |
1.2807 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2730 |
| S1 |
1.2648 |
1.2648 |
1.2696 |
1.2681 |
| S2 |
1.2587 |
1.2587 |
1.2685 |
|
| S3 |
1.2461 |
1.2522 |
1.2673 |
|
| S4 |
1.2335 |
1.2396 |
1.2639 |
|
|
| 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% |
0.0076 |
0.6% |
44% |
False |
False |
88,843 |
| 10 |
1.2791 |
1.2601 |
0.0190 |
1.5% |
0.0081 |
0.6% |
56% |
False |
False |
98,771 |
| 20 |
1.2833 |
1.2601 |
0.0232 |
1.8% |
0.0089 |
0.7% |
46% |
False |
False |
91,464 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0091 |
0.7% |
61% |
False |
False |
70,019 |
| 60 |
1.2833 |
1.2111 |
0.0722 |
5.7% |
0.0089 |
0.7% |
83% |
False |
False |
46,779 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0086 |
0.7% |
84% |
False |
False |
35,100 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0078 |
0.6% |
84% |
False |
False |
28,148 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0071 |
0.6% |
84% |
False |
False |
23,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3120 |
|
2.618 |
1.2983 |
|
1.618 |
1.2899 |
|
1.000 |
1.2847 |
|
0.618 |
1.2815 |
|
HIGH |
1.2763 |
|
0.618 |
1.2731 |
|
0.500 |
1.2721 |
|
0.382 |
1.2711 |
|
LOW |
1.2679 |
|
0.618 |
1.2627 |
|
1.000 |
1.2595 |
|
1.618 |
1.2543 |
|
2.618 |
1.2459 |
|
4.250 |
1.2322 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2721 |
1.2729 |
| PP |
1.2717 |
1.2722 |
| S1 |
1.2712 |
1.2715 |
|