CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2686 |
1.2687 |
0.0001 |
0.0% |
1.2606 |
| High |
1.2699 |
1.2687 |
-0.0012 |
-0.1% |
1.2714 |
| Low |
1.2662 |
1.2623 |
-0.0039 |
-0.3% |
1.2581 |
| Close |
1.2682 |
1.2655 |
-0.0027 |
-0.2% |
1.2677 |
| Range |
0.0037 |
0.0064 |
0.0027 |
73.0% |
0.0133 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
63,424 |
84,867 |
21,443 |
33.8% |
425,143 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2847 |
1.2815 |
1.2690 |
|
| R3 |
1.2783 |
1.2751 |
1.2673 |
|
| R2 |
1.2719 |
1.2719 |
1.2667 |
|
| R1 |
1.2687 |
1.2687 |
1.2661 |
1.2671 |
| PP |
1.2655 |
1.2655 |
1.2655 |
1.2647 |
| S1 |
1.2623 |
1.2623 |
1.2649 |
1.2607 |
| S2 |
1.2591 |
1.2591 |
1.2643 |
|
| S3 |
1.2527 |
1.2559 |
1.2637 |
|
| S4 |
1.2463 |
1.2495 |
1.2620 |
|
|
| 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 |
1.2613 |
0.0101 |
0.8% |
0.0060 |
0.5% |
42% |
False |
False |
84,567 |
| 10 |
1.2714 |
1.2537 |
0.0177 |
1.4% |
0.0064 |
0.5% |
67% |
False |
False |
88,315 |
| 20 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0077 |
0.6% |
53% |
False |
False |
99,157 |
| 40 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0082 |
0.6% |
48% |
False |
False |
95,838 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0086 |
0.7% |
45% |
False |
False |
82,489 |
| 80 |
1.2833 |
1.2182 |
0.0651 |
5.1% |
0.0086 |
0.7% |
73% |
False |
False |
61,955 |
| 100 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0084 |
0.7% |
76% |
False |
False |
49,579 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0078 |
0.6% |
77% |
False |
False |
41,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2959 |
|
2.618 |
1.2855 |
|
1.618 |
1.2791 |
|
1.000 |
1.2751 |
|
0.618 |
1.2727 |
|
HIGH |
1.2687 |
|
0.618 |
1.2663 |
|
0.500 |
1.2655 |
|
0.382 |
1.2647 |
|
LOW |
1.2623 |
|
0.618 |
1.2583 |
|
1.000 |
1.2559 |
|
1.618 |
1.2519 |
|
2.618 |
1.2455 |
|
4.250 |
1.2351 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2655 |
1.2663 |
| PP |
1.2655 |
1.2660 |
| S1 |
1.2655 |
1.2658 |
|