CME British Pound Future March 2024
Trading Metrics calculated at close of trading on 02-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
1.2691 |
1.2748 |
0.0057 |
0.4% |
1.2704 |
High |
1.2760 |
1.2776 |
0.0016 |
0.1% |
1.2776 |
Low |
1.2629 |
1.2617 |
-0.0012 |
-0.1% |
1.2617 |
Close |
1.2751 |
1.2642 |
-0.0109 |
-0.9% |
1.2642 |
Range |
0.0131 |
0.0159 |
0.0028 |
21.4% |
0.0159 |
ATR |
0.0088 |
0.0093 |
0.0005 |
5.7% |
0.0000 |
Volume |
158,559 |
150,169 |
-8,390 |
-5.3% |
636,276 |
|
Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3155 |
1.3058 |
1.2729 |
|
R3 |
1.2996 |
1.2899 |
1.2686 |
|
R2 |
1.2837 |
1.2837 |
1.2671 |
|
R1 |
1.2740 |
1.2740 |
1.2657 |
1.2709 |
PP |
1.2678 |
1.2678 |
1.2678 |
1.2663 |
S1 |
1.2581 |
1.2581 |
1.2627 |
1.2550 |
S2 |
1.2519 |
1.2519 |
1.2613 |
|
S3 |
1.2360 |
1.2422 |
1.2598 |
|
S4 |
1.2201 |
1.2263 |
1.2555 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3155 |
1.3058 |
1.2729 |
|
R3 |
1.2996 |
1.2899 |
1.2686 |
|
R2 |
1.2837 |
1.2837 |
1.2671 |
|
R1 |
1.2740 |
1.2740 |
1.2657 |
1.2709 |
PP |
1.2678 |
1.2678 |
1.2678 |
1.2663 |
S1 |
1.2581 |
1.2581 |
1.2627 |
1.2550 |
S2 |
1.2519 |
1.2519 |
1.2613 |
|
S3 |
1.2360 |
1.2422 |
1.2598 |
|
S4 |
1.2201 |
1.2263 |
1.2555 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2776 |
1.2617 |
0.0159 |
1.3% |
0.0104 |
0.8% |
16% |
True |
True |
127,255 |
10 |
1.2779 |
1.2617 |
0.0162 |
1.3% |
0.0090 |
0.7% |
15% |
False |
True |
108,049 |
20 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0091 |
0.7% |
21% |
False |
False |
102,179 |
40 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0093 |
0.7% |
41% |
False |
False |
85,597 |
60 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0091 |
0.7% |
70% |
False |
False |
57,366 |
80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
74% |
False |
False |
43,048 |
100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0082 |
0.6% |
75% |
False |
False |
34,510 |
120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0074 |
0.6% |
75% |
False |
False |
28,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3452 |
2.618 |
1.3192 |
1.618 |
1.3033 |
1.000 |
1.2935 |
0.618 |
1.2874 |
HIGH |
1.2776 |
0.618 |
1.2715 |
0.500 |
1.2697 |
0.382 |
1.2678 |
LOW |
1.2617 |
0.618 |
1.2519 |
1.000 |
1.2458 |
1.618 |
1.2360 |
2.618 |
1.2201 |
4.250 |
1.1941 |
|
|
Fisher Pivots for day following 02-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
1.2697 |
1.2697 |
PP |
1.2678 |
1.2678 |
S1 |
1.2660 |
1.2660 |
|