CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2606 |
1.2623 |
0.0017 |
0.1% |
1.2626 |
| High |
1.2670 |
1.2644 |
-0.0026 |
-0.2% |
1.2700 |
| Low |
1.2581 |
1.2604 |
0.0023 |
0.2% |
1.2537 |
| Close |
1.2621 |
1.2633 |
0.0012 |
0.1% |
1.2609 |
| Range |
0.0089 |
0.0040 |
-0.0049 |
-55.1% |
0.0163 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
140,720 |
63,774 |
-76,946 |
-54.7% |
438,984 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2747 |
1.2730 |
1.2655 |
|
| R3 |
1.2707 |
1.2690 |
1.2644 |
|
| R2 |
1.2667 |
1.2667 |
1.2640 |
|
| R1 |
1.2650 |
1.2650 |
1.2637 |
1.2659 |
| PP |
1.2627 |
1.2627 |
1.2627 |
1.2631 |
| S1 |
1.2610 |
1.2610 |
1.2629 |
1.2619 |
| S2 |
1.2587 |
1.2587 |
1.2626 |
|
| S3 |
1.2547 |
1.2570 |
1.2622 |
|
| S4 |
1.2507 |
1.2530 |
1.2611 |
|
|
| 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 |
1.2670 |
1.2537 |
0.0133 |
1.1% |
0.0069 |
0.5% |
72% |
False |
False |
92,063 |
| 10 |
1.2700 |
1.2537 |
0.0163 |
1.3% |
0.0068 |
0.5% |
59% |
False |
False |
86,284 |
| 20 |
1.2779 |
1.2521 |
0.0258 |
2.0% |
0.0081 |
0.6% |
43% |
False |
False |
100,849 |
| 40 |
1.2833 |
1.2521 |
0.0312 |
2.5% |
0.0084 |
0.7% |
36% |
False |
False |
92,427 |
| 60 |
1.2833 |
1.2501 |
0.0332 |
2.6% |
0.0088 |
0.7% |
40% |
False |
False |
75,507 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
73% |
False |
False |
56,677 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
74% |
False |
False |
45,369 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0078 |
0.6% |
74% |
False |
False |
37,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2814 |
|
2.618 |
1.2749 |
|
1.618 |
1.2709 |
|
1.000 |
1.2684 |
|
0.618 |
1.2669 |
|
HIGH |
1.2644 |
|
0.618 |
1.2629 |
|
0.500 |
1.2624 |
|
0.382 |
1.2619 |
|
LOW |
1.2604 |
|
0.618 |
1.2579 |
|
1.000 |
1.2564 |
|
1.618 |
1.2539 |
|
2.618 |
1.2499 |
|
4.250 |
1.2434 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2630 |
1.2626 |
| PP |
1.2627 |
1.2618 |
| S1 |
1.2624 |
1.2611 |
|