CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2567 |
1.2603 |
0.0036 |
0.3% |
1.2626 |
| High |
1.2605 |
1.2627 |
0.0022 |
0.2% |
1.2700 |
| Low |
1.2542 |
1.2552 |
0.0010 |
0.1% |
1.2537 |
| Close |
1.2598 |
1.2609 |
0.0011 |
0.1% |
1.2609 |
| Range |
0.0063 |
0.0075 |
0.0012 |
19.0% |
0.0163 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
77,868 |
82,359 |
4,491 |
5.8% |
438,984 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2821 |
1.2790 |
1.2650 |
|
| R3 |
1.2746 |
1.2715 |
1.2630 |
|
| R2 |
1.2671 |
1.2671 |
1.2623 |
|
| R1 |
1.2640 |
1.2640 |
1.2616 |
1.2656 |
| PP |
1.2596 |
1.2596 |
1.2596 |
1.2604 |
| S1 |
1.2565 |
1.2565 |
1.2602 |
1.2581 |
| S2 |
1.2521 |
1.2521 |
1.2595 |
|
| S3 |
1.2446 |
1.2490 |
1.2588 |
|
| S4 |
1.2371 |
1.2415 |
1.2568 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3104 |
1.3020 |
1.2699 |
|
| R3 |
1.2941 |
1.2857 |
1.2654 |
|
| R2 |
1.2778 |
1.2778 |
1.2639 |
|
| R1 |
1.2694 |
1.2694 |
1.2624 |
1.2655 |
| PP |
1.2615 |
1.2615 |
1.2615 |
1.2596 |
| S1 |
1.2531 |
1.2531 |
1.2594 |
1.2492 |
| S2 |
1.2452 |
1.2452 |
1.2579 |
|
| S3 |
1.2289 |
1.2368 |
1.2564 |
|
| S4 |
1.2126 |
1.2205 |
1.2519 |
|
|
| 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% |
0.0077 |
0.6% |
44% |
False |
False |
87,796 |
| 10 |
1.2700 |
1.2521 |
0.0179 |
1.4% |
0.0074 |
0.6% |
49% |
False |
False |
88,652 |
| 20 |
1.2779 |
1.2521 |
0.0258 |
2.0% |
0.0082 |
0.7% |
34% |
False |
False |
98,351 |
| 40 |
1.2833 |
1.2521 |
0.0312 |
2.5% |
0.0086 |
0.7% |
28% |
False |
False |
91,740 |
| 60 |
1.2833 |
1.2468 |
0.0365 |
2.9% |
0.0088 |
0.7% |
39% |
False |
False |
72,110 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
70% |
False |
False |
54,125 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
71% |
False |
False |
43,332 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0076 |
0.6% |
71% |
False |
False |
36,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2946 |
|
2.618 |
1.2823 |
|
1.618 |
1.2748 |
|
1.000 |
1.2702 |
|
0.618 |
1.2673 |
|
HIGH |
1.2627 |
|
0.618 |
1.2598 |
|
0.500 |
1.2590 |
|
0.382 |
1.2581 |
|
LOW |
1.2552 |
|
0.618 |
1.2506 |
|
1.000 |
1.2477 |
|
1.618 |
1.2431 |
|
2.618 |
1.2356 |
|
4.250 |
1.2233 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2603 |
1.2600 |
| PP |
1.2596 |
1.2591 |
| S1 |
1.2590 |
1.2582 |
|