CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2704 |
1.2712 |
0.0008 |
0.1% |
1.2706 |
| High |
1.2723 |
1.2726 |
0.0003 |
0.0% |
1.2779 |
| Low |
1.2666 |
1.2644 |
-0.0022 |
-0.2% |
1.2653 |
| Close |
1.2696 |
1.2700 |
0.0004 |
0.0% |
1.2708 |
| Range |
0.0057 |
0.0082 |
0.0025 |
43.9% |
0.0126 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
71,950 |
95,032 |
23,082 |
32.1% |
444,218 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2936 |
1.2900 |
1.2745 |
|
| R3 |
1.2854 |
1.2818 |
1.2723 |
|
| R2 |
1.2772 |
1.2772 |
1.2715 |
|
| R1 |
1.2736 |
1.2736 |
1.2708 |
1.2713 |
| PP |
1.2690 |
1.2690 |
1.2690 |
1.2679 |
| S1 |
1.2654 |
1.2654 |
1.2692 |
1.2631 |
| S2 |
1.2608 |
1.2608 |
1.2685 |
|
| S3 |
1.2526 |
1.2572 |
1.2677 |
|
| S4 |
1.2444 |
1.2490 |
1.2655 |
|
|
| 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 |
1.2644 |
0.0135 |
1.1% |
0.0075 |
0.6% |
41% |
False |
True |
91,335 |
| 10 |
1.2779 |
1.2601 |
0.0178 |
1.4% |
0.0073 |
0.6% |
56% |
False |
False |
88,870 |
| 20 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0086 |
0.7% |
50% |
False |
False |
92,518 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0090 |
0.7% |
59% |
False |
False |
74,155 |
| 60 |
1.2833 |
1.2182 |
0.0651 |
5.1% |
0.0089 |
0.7% |
80% |
False |
False |
49,554 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0086 |
0.7% |
82% |
False |
False |
37,184 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0078 |
0.6% |
83% |
False |
False |
29,818 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0072 |
0.6% |
83% |
False |
False |
24,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3075 |
|
2.618 |
1.2941 |
|
1.618 |
1.2859 |
|
1.000 |
1.2808 |
|
0.618 |
1.2777 |
|
HIGH |
1.2726 |
|
0.618 |
1.2695 |
|
0.500 |
1.2685 |
|
0.382 |
1.2675 |
|
LOW |
1.2644 |
|
0.618 |
1.2593 |
|
1.000 |
1.2562 |
|
1.618 |
1.2511 |
|
2.618 |
1.2429 |
|
4.250 |
1.2296 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2695 |
1.2704 |
| PP |
1.2690 |
1.2702 |
| S1 |
1.2685 |
1.2701 |
|