CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2593 |
1.2567 |
-0.0026 |
-0.2% |
1.2636 |
| High |
1.2613 |
1.2605 |
-0.0008 |
-0.1% |
1.2647 |
| Low |
1.2537 |
1.2542 |
0.0005 |
0.0% |
1.2521 |
| Close |
1.2563 |
1.2598 |
0.0035 |
0.3% |
1.2631 |
| Range |
0.0076 |
0.0063 |
-0.0013 |
-17.1% |
0.0126 |
| ATR |
0.0085 |
0.0084 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
95,597 |
77,868 |
-17,729 |
-18.5% |
447,544 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2771 |
1.2747 |
1.2633 |
|
| R3 |
1.2708 |
1.2684 |
1.2615 |
|
| R2 |
1.2645 |
1.2645 |
1.2610 |
|
| R1 |
1.2621 |
1.2621 |
1.2604 |
1.2633 |
| PP |
1.2582 |
1.2582 |
1.2582 |
1.2588 |
| S1 |
1.2558 |
1.2558 |
1.2592 |
1.2570 |
| S2 |
1.2519 |
1.2519 |
1.2586 |
|
| S3 |
1.2456 |
1.2495 |
1.2581 |
|
| S4 |
1.2393 |
1.2432 |
1.2563 |
|
|
| 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 |
1.2537 |
0.0163 |
1.3% |
0.0072 |
0.6% |
37% |
False |
False |
85,359 |
| 10 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0082 |
0.7% |
30% |
False |
False |
95,433 |
| 20 |
1.2779 |
1.2521 |
0.0258 |
2.0% |
0.0081 |
0.6% |
30% |
False |
False |
98,377 |
| 40 |
1.2833 |
1.2521 |
0.0312 |
2.5% |
0.0087 |
0.7% |
25% |
False |
False |
91,698 |
| 60 |
1.2833 |
1.2458 |
0.0375 |
3.0% |
0.0088 |
0.7% |
37% |
False |
False |
70,739 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
69% |
False |
False |
53,097 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0084 |
0.7% |
70% |
False |
False |
42,510 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0076 |
0.6% |
70% |
False |
False |
35,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2873 |
|
2.618 |
1.2770 |
|
1.618 |
1.2707 |
|
1.000 |
1.2668 |
|
0.618 |
1.2644 |
|
HIGH |
1.2605 |
|
0.618 |
1.2581 |
|
0.500 |
1.2574 |
|
0.382 |
1.2566 |
|
LOW |
1.2542 |
|
0.618 |
1.2503 |
|
1.000 |
1.2479 |
|
1.618 |
1.2440 |
|
2.618 |
1.2377 |
|
4.250 |
1.2274 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2590 |
1.2619 |
| PP |
1.2582 |
1.2612 |
| S1 |
1.2574 |
1.2605 |
|