CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2599 |
1.2630 |
0.0031 |
0.2% |
1.2704 |
| High |
1.2645 |
1.2642 |
-0.0003 |
0.0% |
1.2776 |
| Low |
1.2599 |
1.2575 |
-0.0024 |
-0.2% |
1.2617 |
| Close |
1.2632 |
1.2619 |
-0.0013 |
-0.1% |
1.2642 |
| Range |
0.0046 |
0.0067 |
0.0021 |
45.7% |
0.0159 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
81,382 |
67,808 |
-13,574 |
-16.7% |
636,276 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2813 |
1.2783 |
1.2656 |
|
| R3 |
1.2746 |
1.2716 |
1.2637 |
|
| R2 |
1.2679 |
1.2679 |
1.2631 |
|
| R1 |
1.2649 |
1.2649 |
1.2625 |
1.2631 |
| PP |
1.2612 |
1.2612 |
1.2612 |
1.2603 |
| S1 |
1.2582 |
1.2582 |
1.2613 |
1.2564 |
| S2 |
1.2545 |
1.2545 |
1.2607 |
|
| S3 |
1.2478 |
1.2515 |
1.2601 |
|
| S4 |
1.2411 |
1.2448 |
1.2582 |
|
|
| 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% |
0.0093 |
0.7% |
38% |
False |
False |
105,508 |
| 10 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0091 |
0.7% |
38% |
False |
False |
109,467 |
| 20 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0087 |
0.7% |
35% |
False |
False |
105,686 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0093 |
0.7% |
34% |
False |
False |
93,647 |
| 60 |
1.2833 |
1.2236 |
0.0597 |
4.7% |
0.0092 |
0.7% |
64% |
False |
False |
63,644 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
71% |
False |
False |
47,764 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0083 |
0.7% |
72% |
False |
False |
38,255 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0076 |
0.6% |
72% |
False |
False |
31,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2927 |
|
2.618 |
1.2817 |
|
1.618 |
1.2750 |
|
1.000 |
1.2709 |
|
0.618 |
1.2683 |
|
HIGH |
1.2642 |
|
0.618 |
1.2616 |
|
0.500 |
1.2609 |
|
0.382 |
1.2601 |
|
LOW |
1.2575 |
|
0.618 |
1.2534 |
|
1.000 |
1.2508 |
|
1.618 |
1.2467 |
|
2.618 |
1.2400 |
|
4.250 |
1.2290 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2616 |
1.2609 |
| PP |
1.2612 |
1.2600 |
| S1 |
1.2609 |
1.2590 |
|