CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2636 |
1.2538 |
-0.0098 |
-0.8% |
1.2704 |
| High |
1.2640 |
1.2607 |
-0.0033 |
-0.3% |
1.2776 |
| Low |
1.2521 |
1.2535 |
0.0014 |
0.1% |
1.2617 |
| Close |
1.2537 |
1.2597 |
0.0060 |
0.5% |
1.2642 |
| Range |
0.0119 |
0.0072 |
-0.0047 |
-39.5% |
0.0159 |
| ATR |
0.0095 |
0.0094 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
125,432 |
102,750 |
-22,682 |
-18.1% |
636,276 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2796 |
1.2768 |
1.2637 |
|
| R3 |
1.2724 |
1.2696 |
1.2617 |
|
| R2 |
1.2652 |
1.2652 |
1.2610 |
|
| R1 |
1.2624 |
1.2624 |
1.2604 |
1.2638 |
| PP |
1.2580 |
1.2580 |
1.2580 |
1.2587 |
| S1 |
1.2552 |
1.2552 |
1.2590 |
1.2566 |
| S2 |
1.2508 |
1.2508 |
1.2584 |
|
| S3 |
1.2436 |
1.2480 |
1.2577 |
|
| S4 |
1.2364 |
1.2408 |
1.2557 |
|
|
| 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% |
0.0115 |
0.9% |
30% |
False |
False |
139,495 |
| 10 |
1.2779 |
1.2521 |
0.0258 |
2.0% |
0.0095 |
0.8% |
29% |
False |
False |
115,415 |
| 20 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0088 |
0.7% |
27% |
False |
False |
104,954 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0094 |
0.7% |
27% |
False |
False |
91,083 |
| 60 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0092 |
0.7% |
63% |
False |
False |
61,163 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0088 |
0.7% |
68% |
False |
False |
45,900 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0084 |
0.7% |
69% |
False |
False |
36,786 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0075 |
0.6% |
69% |
False |
False |
30,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2913 |
|
2.618 |
1.2795 |
|
1.618 |
1.2723 |
|
1.000 |
1.2679 |
|
0.618 |
1.2651 |
|
HIGH |
1.2607 |
|
0.618 |
1.2579 |
|
0.500 |
1.2571 |
|
0.382 |
1.2563 |
|
LOW |
1.2535 |
|
0.618 |
1.2491 |
|
1.000 |
1.2463 |
|
1.618 |
1.2419 |
|
2.618 |
1.2347 |
|
4.250 |
1.2229 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2588 |
1.2649 |
| PP |
1.2580 |
1.2631 |
| S1 |
1.2571 |
1.2614 |
|