CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2712 |
1.2703 |
-0.0009 |
-0.1% |
1.2706 |
| High |
1.2726 |
1.2755 |
0.0029 |
0.2% |
1.2779 |
| Low |
1.2644 |
1.2662 |
0.0018 |
0.1% |
1.2653 |
| Close |
1.2700 |
1.2715 |
0.0015 |
0.1% |
1.2708 |
| Range |
0.0082 |
0.0093 |
0.0011 |
13.4% |
0.0126 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.7% |
0.0000 |
| Volume |
95,032 |
160,566 |
65,534 |
69.0% |
444,218 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2990 |
1.2945 |
1.2766 |
|
| R3 |
1.2897 |
1.2852 |
1.2741 |
|
| R2 |
1.2804 |
1.2804 |
1.2732 |
|
| R1 |
1.2759 |
1.2759 |
1.2724 |
1.2782 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2722 |
| S1 |
1.2666 |
1.2666 |
1.2706 |
1.2689 |
| S2 |
1.2618 |
1.2618 |
1.2698 |
|
| S3 |
1.2525 |
1.2573 |
1.2689 |
|
| S4 |
1.2432 |
1.2480 |
1.2664 |
|
|
| 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 |
1.2763 |
1.2644 |
0.0119 |
0.9% |
0.0076 |
0.6% |
60% |
False |
False |
99,798 |
| 10 |
1.2779 |
1.2644 |
0.0135 |
1.1% |
0.0073 |
0.6% |
53% |
False |
False |
93,874 |
| 20 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0083 |
0.7% |
57% |
False |
False |
95,758 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0090 |
0.7% |
64% |
False |
False |
78,121 |
| 60 |
1.2833 |
1.2198 |
0.0635 |
5.0% |
0.0090 |
0.7% |
81% |
False |
False |
52,225 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0086 |
0.7% |
84% |
False |
False |
39,191 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0079 |
0.6% |
85% |
False |
False |
31,423 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0073 |
0.6% |
85% |
False |
False |
26,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3150 |
|
2.618 |
1.2998 |
|
1.618 |
1.2905 |
|
1.000 |
1.2848 |
|
0.618 |
1.2812 |
|
HIGH |
1.2755 |
|
0.618 |
1.2719 |
|
0.500 |
1.2709 |
|
0.382 |
1.2698 |
|
LOW |
1.2662 |
|
0.618 |
1.2605 |
|
1.000 |
1.2569 |
|
1.618 |
1.2512 |
|
2.618 |
1.2419 |
|
4.250 |
1.2267 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2713 |
1.2710 |
| PP |
1.2711 |
1.2705 |
| S1 |
1.2709 |
1.2700 |
|