CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2732 |
1.2811 |
0.0079 |
0.6% |
1.2655 |
| High |
1.2812 |
1.2894 |
0.0082 |
0.6% |
1.2894 |
| Low |
1.2724 |
1.2802 |
0.0078 |
0.6% |
1.2655 |
| Close |
1.2807 |
1.2858 |
0.0051 |
0.4% |
1.2858 |
| Range |
0.0088 |
0.0092 |
0.0004 |
4.5% |
0.0239 |
| ATR |
0.0072 |
0.0074 |
0.0001 |
2.0% |
0.0000 |
| Volume |
97,707 |
140,525 |
42,818 |
43.8% |
480,788 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3127 |
1.3085 |
1.2909 |
|
| R3 |
1.3035 |
1.2993 |
1.2883 |
|
| R2 |
1.2943 |
1.2943 |
1.2875 |
|
| R1 |
1.2901 |
1.2901 |
1.2866 |
1.2922 |
| PP |
1.2851 |
1.2851 |
1.2851 |
1.2862 |
| S1 |
1.2809 |
1.2809 |
1.2850 |
1.2830 |
| S2 |
1.2759 |
1.2759 |
1.2841 |
|
| S3 |
1.2667 |
1.2717 |
1.2833 |
|
| S4 |
1.2575 |
1.2625 |
1.2807 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3519 |
1.3428 |
1.2989 |
|
| R3 |
1.3280 |
1.3189 |
1.2924 |
|
| R2 |
1.3041 |
1.3041 |
1.2902 |
|
| R1 |
1.2950 |
1.2950 |
1.2880 |
1.2996 |
| PP |
1.2802 |
1.2802 |
1.2802 |
1.2825 |
| S1 |
1.2711 |
1.2711 |
1.2836 |
1.2757 |
| S2 |
1.2563 |
1.2563 |
1.2814 |
|
| S3 |
1.2324 |
1.2472 |
1.2792 |
|
| S4 |
1.2085 |
1.2233 |
1.2727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2894 |
1.2655 |
0.0239 |
1.9% |
0.0074 |
0.6% |
85% |
True |
False |
96,157 |
| 10 |
1.2894 |
1.2600 |
0.0294 |
2.3% |
0.0065 |
0.5% |
88% |
True |
False |
89,448 |
| 20 |
1.2894 |
1.2537 |
0.0357 |
2.8% |
0.0068 |
0.5% |
90% |
True |
False |
91,439 |
| 40 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0078 |
0.6% |
90% |
True |
False |
98,562 |
| 60 |
1.2894 |
1.2509 |
0.0385 |
3.0% |
0.0085 |
0.7% |
91% |
True |
False |
92,911 |
| 80 |
1.2894 |
1.2236 |
0.0658 |
5.1% |
0.0086 |
0.7% |
95% |
True |
False |
70,593 |
| 100 |
1.2894 |
1.2085 |
0.0809 |
6.3% |
0.0083 |
0.6% |
96% |
True |
False |
56,499 |
| 120 |
1.2894 |
1.2061 |
0.0833 |
6.5% |
0.0081 |
0.6% |
96% |
True |
False |
47,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3285 |
|
2.618 |
1.3135 |
|
1.618 |
1.3043 |
|
1.000 |
1.2986 |
|
0.618 |
1.2951 |
|
HIGH |
1.2894 |
|
0.618 |
1.2859 |
|
0.500 |
1.2848 |
|
0.382 |
1.2837 |
|
LOW |
1.2802 |
|
0.618 |
1.2745 |
|
1.000 |
1.2710 |
|
1.618 |
1.2653 |
|
2.618 |
1.2561 |
|
4.250 |
1.2411 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2855 |
1.2836 |
| PP |
1.2851 |
1.2814 |
| S1 |
1.2848 |
1.2793 |
|