CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2811 |
1.2862 |
0.0051 |
0.4% |
1.2655 |
| High |
1.2894 |
1.2863 |
-0.0031 |
-0.2% |
1.2894 |
| Low |
1.2802 |
1.2796 |
-0.0006 |
0.0% |
1.2655 |
| Close |
1.2858 |
1.2807 |
-0.0051 |
-0.4% |
1.2858 |
| Range |
0.0092 |
0.0067 |
-0.0025 |
-27.2% |
0.0239 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
140,525 |
135,895 |
-4,630 |
-3.3% |
480,788 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3023 |
1.2982 |
1.2844 |
|
| R3 |
1.2956 |
1.2915 |
1.2825 |
|
| R2 |
1.2889 |
1.2889 |
1.2819 |
|
| R1 |
1.2848 |
1.2848 |
1.2813 |
1.2835 |
| PP |
1.2822 |
1.2822 |
1.2822 |
1.2816 |
| S1 |
1.2781 |
1.2781 |
1.2801 |
1.2768 |
| S2 |
1.2755 |
1.2755 |
1.2795 |
|
| S3 |
1.2688 |
1.2714 |
1.2789 |
|
| S4 |
1.2621 |
1.2647 |
1.2770 |
|
|
| 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 |
1.2672 |
0.0222 |
1.7% |
0.0077 |
0.6% |
61% |
False |
False |
108,576 |
| 10 |
1.2894 |
1.2600 |
0.0294 |
2.3% |
0.0067 |
0.5% |
70% |
False |
False |
97,647 |
| 20 |
1.2894 |
1.2537 |
0.0357 |
2.8% |
0.0069 |
0.5% |
76% |
False |
False |
94,725 |
| 40 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0077 |
0.6% |
77% |
False |
False |
99,151 |
| 60 |
1.2894 |
1.2509 |
0.0385 |
3.0% |
0.0085 |
0.7% |
77% |
False |
False |
93,712 |
| 80 |
1.2894 |
1.2278 |
0.0616 |
4.8% |
0.0086 |
0.7% |
86% |
False |
False |
72,291 |
| 100 |
1.2894 |
1.2085 |
0.0809 |
6.3% |
0.0083 |
0.7% |
89% |
False |
False |
57,858 |
| 120 |
1.2894 |
1.2061 |
0.0833 |
6.5% |
0.0081 |
0.6% |
90% |
False |
False |
48,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3148 |
|
2.618 |
1.3038 |
|
1.618 |
1.2971 |
|
1.000 |
1.2930 |
|
0.618 |
1.2904 |
|
HIGH |
1.2863 |
|
0.618 |
1.2837 |
|
0.500 |
1.2830 |
|
0.382 |
1.2822 |
|
LOW |
1.2796 |
|
0.618 |
1.2755 |
|
1.000 |
1.2729 |
|
1.618 |
1.2688 |
|
2.618 |
1.2621 |
|
4.250 |
1.2511 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2830 |
1.2809 |
| PP |
1.2822 |
1.2808 |
| S1 |
1.2815 |
1.2808 |
|