CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2626 |
1.2632 |
0.0006 |
0.0% |
1.2636 |
| High |
1.2657 |
1.2700 |
0.0043 |
0.3% |
1.2647 |
| Low |
1.2609 |
1.2575 |
-0.0034 |
-0.3% |
1.2521 |
| Close |
1.2627 |
1.2576 |
-0.0051 |
-0.4% |
1.2631 |
| Range |
0.0048 |
0.0125 |
0.0077 |
160.4% |
0.0126 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.6% |
0.0000 |
| Volume |
51,190 |
131,970 |
80,780 |
157.8% |
447,544 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2992 |
1.2909 |
1.2645 |
|
| R3 |
1.2867 |
1.2784 |
1.2610 |
|
| R2 |
1.2742 |
1.2742 |
1.2599 |
|
| R1 |
1.2659 |
1.2659 |
1.2587 |
1.2638 |
| PP |
1.2617 |
1.2617 |
1.2617 |
1.2607 |
| S1 |
1.2534 |
1.2534 |
1.2565 |
1.2513 |
| S2 |
1.2492 |
1.2492 |
1.2553 |
|
| S3 |
1.2367 |
1.2409 |
1.2542 |
|
| S4 |
1.2242 |
1.2284 |
1.2507 |
|
|
| 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 |
1.2700 |
1.2575 |
0.0125 |
1.0% |
0.0066 |
0.5% |
1% |
True |
True |
80,504 |
| 10 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0091 |
0.7% |
22% |
False |
False |
109,999 |
| 20 |
1.2779 |
1.2521 |
0.0258 |
2.1% |
0.0082 |
0.7% |
21% |
False |
False |
99,435 |
| 40 |
1.2833 |
1.2521 |
0.0312 |
2.5% |
0.0088 |
0.7% |
18% |
False |
False |
91,956 |
| 60 |
1.2833 |
1.2386 |
0.0447 |
3.6% |
0.0089 |
0.7% |
43% |
False |
False |
67,853 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0088 |
0.7% |
66% |
False |
False |
50,930 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0084 |
0.7% |
67% |
False |
False |
40,780 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0077 |
0.6% |
67% |
False |
False |
34,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3231 |
|
2.618 |
1.3027 |
|
1.618 |
1.2902 |
|
1.000 |
1.2825 |
|
0.618 |
1.2777 |
|
HIGH |
1.2700 |
|
0.618 |
1.2652 |
|
0.500 |
1.2638 |
|
0.382 |
1.2623 |
|
LOW |
1.2575 |
|
0.618 |
1.2498 |
|
1.000 |
1.2450 |
|
1.618 |
1.2373 |
|
2.618 |
1.2248 |
|
4.250 |
1.2044 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2638 |
1.2638 |
| PP |
1.2617 |
1.2617 |
| S1 |
1.2597 |
1.2597 |
|