CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2703 |
1.2691 |
-0.0012 |
-0.1% |
1.2706 |
| High |
1.2755 |
1.2760 |
0.0005 |
0.0% |
1.2779 |
| Low |
1.2662 |
1.2629 |
-0.0033 |
-0.3% |
1.2653 |
| Close |
1.2715 |
1.2751 |
0.0036 |
0.3% |
1.2708 |
| Range |
0.0093 |
0.0131 |
0.0038 |
40.9% |
0.0126 |
| ATR |
0.0085 |
0.0088 |
0.0003 |
3.9% |
0.0000 |
| Volume |
160,566 |
158,559 |
-2,007 |
-1.2% |
444,218 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3106 |
1.3060 |
1.2823 |
|
| R3 |
1.2975 |
1.2929 |
1.2787 |
|
| R2 |
1.2844 |
1.2844 |
1.2775 |
|
| R1 |
1.2798 |
1.2798 |
1.2763 |
1.2821 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2725 |
| S1 |
1.2667 |
1.2667 |
1.2739 |
1.2690 |
| S2 |
1.2582 |
1.2582 |
1.2727 |
|
| S3 |
1.2451 |
1.2536 |
1.2715 |
|
| S4 |
1.2320 |
1.2405 |
1.2679 |
|
|
| 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 |
1.2629 |
0.0134 |
1.1% |
0.0089 |
0.7% |
91% |
False |
True |
113,425 |
| 10 |
1.2779 |
1.2629 |
0.0150 |
1.2% |
0.0080 |
0.6% |
81% |
False |
True |
101,321 |
| 20 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0087 |
0.7% |
75% |
False |
False |
98,917 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0091 |
0.7% |
75% |
False |
False |
81,884 |
| 60 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0089 |
0.7% |
87% |
False |
False |
54,865 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0086 |
0.7% |
89% |
False |
False |
41,172 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0080 |
0.6% |
89% |
False |
False |
33,009 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0073 |
0.6% |
89% |
False |
False |
27,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3317 |
|
2.618 |
1.3103 |
|
1.618 |
1.2972 |
|
1.000 |
1.2891 |
|
0.618 |
1.2841 |
|
HIGH |
1.2760 |
|
0.618 |
1.2710 |
|
0.500 |
1.2695 |
|
0.382 |
1.2679 |
|
LOW |
1.2629 |
|
0.618 |
1.2548 |
|
1.000 |
1.2498 |
|
1.618 |
1.2417 |
|
2.618 |
1.2286 |
|
4.250 |
1.2072 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2732 |
1.2732 |
| PP |
1.2713 |
1.2713 |
| S1 |
1.2695 |
1.2695 |
|