CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2624 |
-0.0036 |
-0.3% |
1.2674 |
| High |
1.2683 |
1.2665 |
-0.0018 |
-0.1% |
1.2702 |
| Low |
1.2613 |
1.2600 |
-0.0013 |
-0.1% |
1.2600 |
| Close |
1.2614 |
1.2664 |
0.0050 |
0.4% |
1.2664 |
| Range |
0.0070 |
0.0065 |
-0.0005 |
-7.1% |
0.0102 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
116,033 |
95,471 |
-20,562 |
-17.7% |
413,694 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2838 |
1.2816 |
1.2700 |
|
| R3 |
1.2773 |
1.2751 |
1.2682 |
|
| R2 |
1.2708 |
1.2708 |
1.2676 |
|
| R1 |
1.2686 |
1.2686 |
1.2670 |
1.2697 |
| PP |
1.2643 |
1.2643 |
1.2643 |
1.2649 |
| S1 |
1.2621 |
1.2621 |
1.2658 |
1.2632 |
| S2 |
1.2578 |
1.2578 |
1.2652 |
|
| S3 |
1.2513 |
1.2556 |
1.2646 |
|
| S4 |
1.2448 |
1.2491 |
1.2628 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2961 |
1.2915 |
1.2720 |
|
| R3 |
1.2859 |
1.2813 |
1.2692 |
|
| R2 |
1.2757 |
1.2757 |
1.2683 |
|
| R1 |
1.2711 |
1.2711 |
1.2673 |
1.2683 |
| PP |
1.2655 |
1.2655 |
1.2655 |
1.2642 |
| S1 |
1.2609 |
1.2609 |
1.2655 |
1.2581 |
| S2 |
1.2553 |
1.2553 |
1.2645 |
|
| S3 |
1.2451 |
1.2507 |
1.2636 |
|
| S4 |
1.2349 |
1.2405 |
1.2608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2702 |
1.2600 |
0.0102 |
0.8% |
0.0056 |
0.4% |
63% |
False |
True |
82,738 |
| 10 |
1.2714 |
1.2552 |
0.0162 |
1.3% |
0.0064 |
0.5% |
69% |
False |
False |
92,119 |
| 20 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0073 |
0.6% |
56% |
False |
False |
93,776 |
| 40 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0080 |
0.6% |
51% |
False |
False |
96,346 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0085 |
0.7% |
48% |
False |
False |
85,848 |
| 80 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0085 |
0.7% |
73% |
False |
False |
64,593 |
| 100 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0084 |
0.7% |
77% |
False |
False |
51,693 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0079 |
0.6% |
78% |
False |
False |
43,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2941 |
|
2.618 |
1.2835 |
|
1.618 |
1.2770 |
|
1.000 |
1.2730 |
|
0.618 |
1.2705 |
|
HIGH |
1.2665 |
|
0.618 |
1.2640 |
|
0.500 |
1.2633 |
|
0.382 |
1.2625 |
|
LOW |
1.2600 |
|
0.618 |
1.2560 |
|
1.000 |
1.2535 |
|
1.618 |
1.2495 |
|
2.618 |
1.2430 |
|
4.250 |
1.2324 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2654 |
1.2657 |
| PP |
1.2643 |
1.2650 |
| S1 |
1.2633 |
1.2644 |
|