CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2620 |
1.2626 |
0.0006 |
0.0% |
1.2636 |
| High |
1.2647 |
1.2657 |
0.0010 |
0.1% |
1.2647 |
| Low |
1.2601 |
1.2609 |
0.0008 |
0.1% |
1.2521 |
| Close |
1.2631 |
1.2627 |
-0.0004 |
0.0% |
1.2631 |
| Range |
0.0046 |
0.0048 |
0.0002 |
4.3% |
0.0126 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
70,172 |
51,190 |
-18,982 |
-27.1% |
447,544 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2775 |
1.2749 |
1.2653 |
|
| R3 |
1.2727 |
1.2701 |
1.2640 |
|
| R2 |
1.2679 |
1.2679 |
1.2636 |
|
| R1 |
1.2653 |
1.2653 |
1.2631 |
1.2666 |
| PP |
1.2631 |
1.2631 |
1.2631 |
1.2638 |
| S1 |
1.2605 |
1.2605 |
1.2623 |
1.2618 |
| S2 |
1.2583 |
1.2583 |
1.2618 |
|
| S3 |
1.2535 |
1.2557 |
1.2614 |
|
| S4 |
1.2487 |
1.2509 |
1.2601 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2978 |
1.2930 |
1.2700 |
|
| R3 |
1.2852 |
1.2804 |
1.2666 |
|
| R2 |
1.2726 |
1.2726 |
1.2654 |
|
| R1 |
1.2678 |
1.2678 |
1.2643 |
1.2639 |
| PP |
1.2600 |
1.2600 |
1.2600 |
1.2580 |
| S1 |
1.2552 |
1.2552 |
1.2619 |
1.2513 |
| S2 |
1.2474 |
1.2474 |
1.2608 |
|
| S3 |
1.2348 |
1.2426 |
1.2596 |
|
| S4 |
1.2222 |
1.2300 |
1.2562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2657 |
1.2535 |
0.0122 |
1.0% |
0.0056 |
0.4% |
75% |
True |
False |
74,660 |
| 10 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0086 |
0.7% |
42% |
False |
False |
106,306 |
| 20 |
1.2779 |
1.2521 |
0.0258 |
2.0% |
0.0083 |
0.7% |
41% |
False |
False |
101,504 |
| 40 |
1.2833 |
1.2521 |
0.0312 |
2.5% |
0.0090 |
0.7% |
34% |
False |
False |
91,333 |
| 60 |
1.2833 |
1.2386 |
0.0447 |
3.5% |
0.0088 |
0.7% |
54% |
False |
False |
65,658 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
72% |
False |
False |
49,281 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0084 |
0.7% |
73% |
False |
False |
39,463 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0076 |
0.6% |
73% |
False |
False |
32,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2861 |
|
2.618 |
1.2783 |
|
1.618 |
1.2735 |
|
1.000 |
1.2705 |
|
0.618 |
1.2687 |
|
HIGH |
1.2657 |
|
0.618 |
1.2639 |
|
0.500 |
1.2633 |
|
0.382 |
1.2627 |
|
LOW |
1.2609 |
|
0.618 |
1.2579 |
|
1.000 |
1.2561 |
|
1.618 |
1.2531 |
|
2.618 |
1.2483 |
|
4.250 |
1.2405 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2633 |
1.2623 |
| PP |
1.2631 |
1.2620 |
| S1 |
1.2629 |
1.2616 |
|