CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2800 |
1.2751 |
-0.0049 |
-0.4% |
1.2862 |
| High |
1.2823 |
1.2759 |
-0.0064 |
-0.5% |
1.2863 |
| Low |
1.2730 |
1.2726 |
-0.0004 |
0.0% |
1.2726 |
| Close |
1.2750 |
1.2738 |
-0.0012 |
-0.1% |
1.2738 |
| Range |
0.0093 |
0.0033 |
-0.0060 |
-64.5% |
0.0137 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
139,388 |
26,595 |
-112,793 |
-80.9% |
676,700 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2840 |
1.2822 |
1.2756 |
|
| R3 |
1.2807 |
1.2789 |
1.2747 |
|
| R2 |
1.2774 |
1.2774 |
1.2744 |
|
| R1 |
1.2756 |
1.2756 |
1.2741 |
1.2749 |
| PP |
1.2741 |
1.2741 |
1.2741 |
1.2737 |
| S1 |
1.2723 |
1.2723 |
1.2735 |
1.2716 |
| S2 |
1.2708 |
1.2708 |
1.2732 |
|
| S3 |
1.2675 |
1.2690 |
1.2729 |
|
| S4 |
1.2642 |
1.2657 |
1.2720 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3187 |
1.3099 |
1.2813 |
|
| R3 |
1.3050 |
1.2962 |
1.2776 |
|
| R2 |
1.2913 |
1.2913 |
1.2763 |
|
| R1 |
1.2825 |
1.2825 |
1.2751 |
1.2801 |
| PP |
1.2776 |
1.2776 |
1.2776 |
1.2763 |
| S1 |
1.2688 |
1.2688 |
1.2725 |
1.2664 |
| S2 |
1.2639 |
1.2639 |
1.2713 |
|
| S3 |
1.2502 |
1.2551 |
1.2700 |
|
| S4 |
1.2365 |
1.2414 |
1.2663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2863 |
1.2726 |
0.0137 |
1.1% |
0.0062 |
0.5% |
9% |
False |
True |
135,340 |
| 10 |
1.2894 |
1.2655 |
0.0239 |
1.9% |
0.0068 |
0.5% |
35% |
False |
False |
115,748 |
| 20 |
1.2894 |
1.2552 |
0.0342 |
2.7% |
0.0066 |
0.5% |
54% |
False |
False |
103,934 |
| 40 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0073 |
0.6% |
58% |
False |
False |
101,155 |
| 60 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0080 |
0.6% |
58% |
False |
False |
95,776 |
| 80 |
1.2894 |
1.2458 |
0.0436 |
3.4% |
0.0083 |
0.6% |
64% |
False |
False |
79,038 |
| 100 |
1.2894 |
1.2085 |
0.0809 |
6.4% |
0.0083 |
0.7% |
81% |
False |
False |
63,265 |
| 120 |
1.2894 |
1.2061 |
0.0833 |
6.5% |
0.0081 |
0.6% |
81% |
False |
False |
52,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2899 |
|
2.618 |
1.2845 |
|
1.618 |
1.2812 |
|
1.000 |
1.2792 |
|
0.618 |
1.2779 |
|
HIGH |
1.2759 |
|
0.618 |
1.2746 |
|
0.500 |
1.2743 |
|
0.382 |
1.2739 |
|
LOW |
1.2726 |
|
0.618 |
1.2706 |
|
1.000 |
1.2693 |
|
1.618 |
1.2673 |
|
2.618 |
1.2640 |
|
4.250 |
1.2586 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2743 |
1.2775 |
| PP |
1.2741 |
1.2762 |
| S1 |
1.2740 |
1.2750 |
|