CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2862 |
1.2812 |
-0.0050 |
-0.4% |
1.2655 |
| High |
1.2863 |
1.2824 |
-0.0039 |
-0.3% |
1.2894 |
| Low |
1.2796 |
1.2743 |
-0.0053 |
-0.4% |
1.2655 |
| Close |
1.2807 |
1.2792 |
-0.0015 |
-0.1% |
1.2858 |
| Range |
0.0067 |
0.0081 |
0.0014 |
20.9% |
0.0239 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
0.8% |
0.0000 |
| Volume |
135,895 |
190,611 |
54,716 |
40.3% |
480,788 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3029 |
1.2992 |
1.2837 |
|
| R3 |
1.2948 |
1.2911 |
1.2814 |
|
| R2 |
1.2867 |
1.2867 |
1.2807 |
|
| R1 |
1.2830 |
1.2830 |
1.2799 |
1.2808 |
| PP |
1.2786 |
1.2786 |
1.2786 |
1.2776 |
| S1 |
1.2749 |
1.2749 |
1.2785 |
1.2727 |
| S2 |
1.2705 |
1.2705 |
1.2777 |
|
| S3 |
1.2624 |
1.2668 |
1.2770 |
|
| S4 |
1.2543 |
1.2587 |
1.2747 |
|
|
| 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 |
1.2691 |
0.0203 |
1.6% |
0.0080 |
0.6% |
50% |
False |
False |
130,631 |
| 10 |
1.2894 |
1.2600 |
0.0294 |
2.3% |
0.0072 |
0.6% |
65% |
False |
False |
110,366 |
| 20 |
1.2894 |
1.2537 |
0.0357 |
2.8% |
0.0071 |
0.6% |
71% |
False |
False |
101,696 |
| 40 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0077 |
0.6% |
73% |
False |
False |
101,600 |
| 60 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0084 |
0.7% |
73% |
False |
False |
94,787 |
| 80 |
1.2894 |
1.2386 |
0.0508 |
4.0% |
0.0084 |
0.7% |
80% |
False |
False |
74,667 |
| 100 |
1.2894 |
1.2085 |
0.0809 |
6.3% |
0.0084 |
0.7% |
87% |
False |
False |
59,764 |
| 120 |
1.2894 |
1.2061 |
0.0833 |
6.5% |
0.0081 |
0.6% |
88% |
False |
False |
49,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3168 |
|
2.618 |
1.3036 |
|
1.618 |
1.2955 |
|
1.000 |
1.2905 |
|
0.618 |
1.2874 |
|
HIGH |
1.2824 |
|
0.618 |
1.2793 |
|
0.500 |
1.2784 |
|
0.382 |
1.2774 |
|
LOW |
1.2743 |
|
0.618 |
1.2693 |
|
1.000 |
1.2662 |
|
1.618 |
1.2612 |
|
2.618 |
1.2531 |
|
4.250 |
1.2399 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2789 |
1.2819 |
| PP |
1.2786 |
1.2810 |
| S1 |
1.2784 |
1.2801 |
|