CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2624 |
1.2655 |
0.0031 |
0.2% |
1.2674 |
| High |
1.2665 |
1.2709 |
0.0044 |
0.3% |
1.2702 |
| Low |
1.2600 |
1.2655 |
0.0055 |
0.4% |
1.2600 |
| Close |
1.2664 |
1.2692 |
0.0028 |
0.2% |
1.2664 |
| Range |
0.0065 |
0.0054 |
-0.0011 |
-16.9% |
0.0102 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
95,471 |
73,799 |
-21,672 |
-22.7% |
413,694 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2847 |
1.2824 |
1.2722 |
|
| R3 |
1.2793 |
1.2770 |
1.2707 |
|
| R2 |
1.2739 |
1.2739 |
1.2702 |
|
| R1 |
1.2716 |
1.2716 |
1.2697 |
1.2728 |
| PP |
1.2685 |
1.2685 |
1.2685 |
1.2691 |
| S1 |
1.2662 |
1.2662 |
1.2687 |
1.2674 |
| S2 |
1.2631 |
1.2631 |
1.2682 |
|
| S3 |
1.2577 |
1.2608 |
1.2677 |
|
| S4 |
1.2523 |
1.2554 |
1.2662 |
|
|
| 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 |
1.2709 |
1.2600 |
0.0109 |
0.9% |
0.0058 |
0.5% |
84% |
True |
False |
86,718 |
| 10 |
1.2714 |
1.2581 |
0.0133 |
1.0% |
0.0062 |
0.5% |
83% |
False |
False |
91,263 |
| 20 |
1.2714 |
1.2521 |
0.0193 |
1.5% |
0.0068 |
0.5% |
89% |
False |
False |
89,958 |
| 40 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0079 |
0.6% |
61% |
False |
False |
96,068 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0084 |
0.7% |
56% |
False |
False |
87,050 |
| 80 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0085 |
0.7% |
78% |
False |
False |
65,514 |
| 100 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0083 |
0.7% |
81% |
False |
False |
52,430 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0080 |
0.6% |
82% |
False |
False |
43,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2939 |
|
2.618 |
1.2850 |
|
1.618 |
1.2796 |
|
1.000 |
1.2763 |
|
0.618 |
1.2742 |
|
HIGH |
1.2709 |
|
0.618 |
1.2688 |
|
0.500 |
1.2682 |
|
0.382 |
1.2676 |
|
LOW |
1.2655 |
|
0.618 |
1.2622 |
|
1.000 |
1.2601 |
|
1.618 |
1.2568 |
|
2.618 |
1.2514 |
|
4.250 |
1.2426 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2689 |
1.2680 |
| PP |
1.2685 |
1.2667 |
| S1 |
1.2682 |
1.2655 |
|