CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2640 |
1.2663 |
0.0023 |
0.2% |
1.2606 |
| High |
1.2714 |
1.2704 |
-0.0010 |
-0.1% |
1.2714 |
| Low |
1.2613 |
1.2651 |
0.0038 |
0.3% |
1.2581 |
| Close |
1.2662 |
1.2677 |
0.0015 |
0.1% |
1.2677 |
| Range |
0.0101 |
0.0053 |
-0.0048 |
-47.5% |
0.0133 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
147,398 |
73,251 |
-74,147 |
-50.3% |
425,143 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2836 |
1.2810 |
1.2706 |
|
| R3 |
1.2783 |
1.2757 |
1.2692 |
|
| R2 |
1.2730 |
1.2730 |
1.2687 |
|
| R1 |
1.2704 |
1.2704 |
1.2682 |
1.2717 |
| PP |
1.2677 |
1.2677 |
1.2677 |
1.2684 |
| S1 |
1.2651 |
1.2651 |
1.2672 |
1.2664 |
| S2 |
1.2624 |
1.2624 |
1.2667 |
|
| S3 |
1.2571 |
1.2598 |
1.2662 |
|
| S4 |
1.2518 |
1.2545 |
1.2648 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3056 |
1.3000 |
1.2750 |
|
| R3 |
1.2923 |
1.2867 |
1.2714 |
|
| R2 |
1.2790 |
1.2790 |
1.2701 |
|
| R1 |
1.2734 |
1.2734 |
1.2689 |
1.2762 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2672 |
| S1 |
1.2601 |
1.2601 |
1.2665 |
1.2629 |
| S2 |
1.2524 |
1.2524 |
1.2653 |
|
| S3 |
1.2391 |
1.2468 |
1.2640 |
|
| S4 |
1.2258 |
1.2335 |
1.2604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2714 |
1.2552 |
0.0162 |
1.3% |
0.0072 |
0.6% |
77% |
False |
False |
101,500 |
| 10 |
1.2714 |
1.2537 |
0.0177 |
1.4% |
0.0072 |
0.6% |
79% |
False |
False |
93,429 |
| 20 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0081 |
0.6% |
61% |
False |
False |
101,448 |
| 40 |
1.2833 |
1.2521 |
0.0312 |
2.5% |
0.0085 |
0.7% |
50% |
False |
False |
95,953 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0088 |
0.7% |
52% |
False |
False |
79,157 |
| 80 |
1.2833 |
1.2105 |
0.0728 |
5.7% |
0.0087 |
0.7% |
79% |
False |
False |
59,434 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
80% |
False |
False |
47,562 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0079 |
0.6% |
80% |
False |
False |
39,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2929 |
|
2.618 |
1.2843 |
|
1.618 |
1.2790 |
|
1.000 |
1.2757 |
|
0.618 |
1.2737 |
|
HIGH |
1.2704 |
|
0.618 |
1.2684 |
|
0.500 |
1.2678 |
|
0.382 |
1.2671 |
|
LOW |
1.2651 |
|
0.618 |
1.2618 |
|
1.000 |
1.2598 |
|
1.618 |
1.2565 |
|
2.618 |
1.2512 |
|
4.250 |
1.2426 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2678 |
1.2671 |
| PP |
1.2677 |
1.2665 |
| S1 |
1.2677 |
1.2659 |
|