CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2748 |
1.2636 |
-0.0112 |
-0.9% |
1.2704 |
| High |
1.2776 |
1.2640 |
-0.0136 |
-1.1% |
1.2776 |
| Low |
1.2617 |
1.2521 |
-0.0096 |
-0.8% |
1.2617 |
| Close |
1.2642 |
1.2537 |
-0.0105 |
-0.8% |
1.2642 |
| Range |
0.0159 |
0.0119 |
-0.0040 |
-25.2% |
0.0159 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.1% |
0.0000 |
| Volume |
150,169 |
125,432 |
-24,737 |
-16.5% |
636,276 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2923 |
1.2849 |
1.2602 |
|
| R3 |
1.2804 |
1.2730 |
1.2570 |
|
| R2 |
1.2685 |
1.2685 |
1.2559 |
|
| R1 |
1.2611 |
1.2611 |
1.2548 |
1.2589 |
| PP |
1.2566 |
1.2566 |
1.2566 |
1.2555 |
| S1 |
1.2492 |
1.2492 |
1.2526 |
1.2470 |
| S2 |
1.2447 |
1.2447 |
1.2515 |
|
| S3 |
1.2328 |
1.2373 |
1.2504 |
|
| S4 |
1.2209 |
1.2254 |
1.2472 |
|
|
| 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 |
1.2521 |
0.0255 |
2.0% |
0.0117 |
0.9% |
6% |
False |
True |
137,951 |
| 10 |
1.2779 |
1.2521 |
0.0258 |
2.1% |
0.0098 |
0.8% |
6% |
False |
True |
113,859 |
| 20 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0089 |
0.7% |
6% |
False |
True |
103,535 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0094 |
0.8% |
9% |
False |
False |
88,617 |
| 60 |
1.2833 |
1.2199 |
0.0634 |
5.1% |
0.0091 |
0.7% |
53% |
False |
False |
59,454 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
6.0% |
0.0088 |
0.7% |
60% |
False |
False |
44,616 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.2% |
0.0083 |
0.7% |
62% |
False |
False |
35,763 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.2% |
0.0075 |
0.6% |
62% |
False |
False |
29,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3146 |
|
2.618 |
1.2952 |
|
1.618 |
1.2833 |
|
1.000 |
1.2759 |
|
0.618 |
1.2714 |
|
HIGH |
1.2640 |
|
0.618 |
1.2595 |
|
0.500 |
1.2581 |
|
0.382 |
1.2566 |
|
LOW |
1.2521 |
|
0.618 |
1.2447 |
|
1.000 |
1.2402 |
|
1.618 |
1.2328 |
|
2.618 |
1.2209 |
|
4.250 |
1.2015 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2581 |
1.2649 |
| PP |
1.2566 |
1.2611 |
| S1 |
1.2552 |
1.2574 |
|