CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2710 |
1.2732 |
0.0022 |
0.2% |
1.2674 |
| High |
1.2763 |
1.2812 |
0.0049 |
0.4% |
1.2702 |
| Low |
1.2691 |
1.2724 |
0.0033 |
0.3% |
1.2600 |
| Close |
1.2742 |
1.2807 |
0.0065 |
0.5% |
1.2664 |
| Range |
0.0072 |
0.0088 |
0.0016 |
22.2% |
0.0102 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.7% |
0.0000 |
| Volume |
88,417 |
97,707 |
9,290 |
10.5% |
413,694 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3045 |
1.3014 |
1.2855 |
|
| R3 |
1.2957 |
1.2926 |
1.2831 |
|
| R2 |
1.2869 |
1.2869 |
1.2823 |
|
| R1 |
1.2838 |
1.2838 |
1.2815 |
1.2854 |
| PP |
1.2781 |
1.2781 |
1.2781 |
1.2789 |
| S1 |
1.2750 |
1.2750 |
1.2799 |
1.2766 |
| S2 |
1.2693 |
1.2693 |
1.2791 |
|
| S3 |
1.2605 |
1.2662 |
1.2783 |
|
| S4 |
1.2517 |
1.2574 |
1.2759 |
|
|
| 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 |
1.2812 |
1.2600 |
0.0212 |
1.7% |
0.0069 |
0.5% |
98% |
True |
False |
87,146 |
| 10 |
1.2812 |
1.2600 |
0.0212 |
1.7% |
0.0061 |
0.5% |
98% |
True |
False |
82,720 |
| 20 |
1.2812 |
1.2537 |
0.0275 |
2.1% |
0.0067 |
0.5% |
98% |
True |
False |
87,803 |
| 40 |
1.2812 |
1.2521 |
0.0291 |
2.3% |
0.0077 |
0.6% |
98% |
True |
False |
96,810 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0084 |
0.7% |
92% |
False |
False |
91,199 |
| 80 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0085 |
0.7% |
96% |
False |
False |
68,838 |
| 100 |
1.2833 |
1.2085 |
0.0748 |
5.8% |
0.0083 |
0.6% |
97% |
False |
False |
55,094 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.0% |
0.0080 |
0.6% |
97% |
False |
False |
45,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3186 |
|
2.618 |
1.3042 |
|
1.618 |
1.2954 |
|
1.000 |
1.2900 |
|
0.618 |
1.2866 |
|
HIGH |
1.2812 |
|
0.618 |
1.2778 |
|
0.500 |
1.2768 |
|
0.382 |
1.2758 |
|
LOW |
1.2724 |
|
0.618 |
1.2670 |
|
1.000 |
1.2636 |
|
1.618 |
1.2582 |
|
2.618 |
1.2494 |
|
4.250 |
1.2350 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2794 |
1.2785 |
| PP |
1.2781 |
1.2764 |
| S1 |
1.2768 |
1.2742 |
|