CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2603 |
1.2606 |
0.0003 |
0.0% |
1.2626 |
| High |
1.2627 |
1.2670 |
0.0043 |
0.3% |
1.2700 |
| Low |
1.2552 |
1.2581 |
0.0029 |
0.2% |
1.2537 |
| Close |
1.2609 |
1.2621 |
0.0012 |
0.1% |
1.2609 |
| Range |
0.0075 |
0.0089 |
0.0014 |
18.7% |
0.0163 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.5% |
0.0000 |
| Volume |
82,359 |
140,720 |
58,361 |
70.9% |
438,984 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2891 |
1.2845 |
1.2670 |
|
| R3 |
1.2802 |
1.2756 |
1.2645 |
|
| R2 |
1.2713 |
1.2713 |
1.2637 |
|
| R1 |
1.2667 |
1.2667 |
1.2629 |
1.2690 |
| PP |
1.2624 |
1.2624 |
1.2624 |
1.2636 |
| S1 |
1.2578 |
1.2578 |
1.2613 |
1.2601 |
| S2 |
1.2535 |
1.2535 |
1.2605 |
|
| S3 |
1.2446 |
1.2489 |
1.2597 |
|
| S4 |
1.2357 |
1.2400 |
1.2572 |
|
|
| 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% |
0.0086 |
0.7% |
52% |
False |
False |
105,702 |
| 10 |
1.2700 |
1.2535 |
0.0165 |
1.3% |
0.0071 |
0.6% |
52% |
False |
False |
90,181 |
| 20 |
1.2779 |
1.2521 |
0.0258 |
2.0% |
0.0084 |
0.7% |
39% |
False |
False |
102,020 |
| 40 |
1.2833 |
1.2521 |
0.0312 |
2.5% |
0.0085 |
0.7% |
32% |
False |
False |
92,923 |
| 60 |
1.2833 |
1.2468 |
0.0365 |
2.9% |
0.0089 |
0.7% |
42% |
False |
False |
74,446 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
72% |
False |
False |
55,883 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
73% |
False |
False |
44,738 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0077 |
0.6% |
73% |
False |
False |
37,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3048 |
|
2.618 |
1.2903 |
|
1.618 |
1.2814 |
|
1.000 |
1.2759 |
|
0.618 |
1.2725 |
|
HIGH |
1.2670 |
|
0.618 |
1.2636 |
|
0.500 |
1.2626 |
|
0.382 |
1.2615 |
|
LOW |
1.2581 |
|
0.618 |
1.2526 |
|
1.000 |
1.2492 |
|
1.618 |
1.2437 |
|
2.618 |
1.2348 |
|
4.250 |
1.2203 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2626 |
1.2616 |
| PP |
1.2624 |
1.2611 |
| S1 |
1.2623 |
1.2606 |
|