CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2751 |
1.2734 |
-0.0017 |
-0.1% |
1.2862 |
| High |
1.2759 |
1.2746 |
-0.0013 |
-0.1% |
1.2863 |
| Low |
1.2726 |
1.2727 |
0.0001 |
0.0% |
1.2726 |
| Close |
1.2738 |
1.2736 |
-0.0002 |
0.0% |
1.2738 |
| Range |
0.0033 |
0.0019 |
-0.0014 |
-42.4% |
0.0137 |
| ATR |
0.0070 |
0.0066 |
-0.0004 |
-5.2% |
0.0000 |
| Volume |
26,595 |
354 |
-26,241 |
-98.7% |
676,700 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2793 |
1.2784 |
1.2746 |
|
| R3 |
1.2774 |
1.2765 |
1.2741 |
|
| R2 |
1.2755 |
1.2755 |
1.2739 |
|
| R1 |
1.2746 |
1.2746 |
1.2738 |
1.2751 |
| PP |
1.2736 |
1.2736 |
1.2736 |
1.2739 |
| S1 |
1.2727 |
1.2727 |
1.2734 |
1.2732 |
| S2 |
1.2717 |
1.2717 |
1.2733 |
|
| S3 |
1.2698 |
1.2708 |
1.2731 |
|
| S4 |
1.2679 |
1.2689 |
1.2726 |
|
|
| 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 |
1.2824 |
1.2726 |
0.0098 |
0.8% |
0.0053 |
0.4% |
10% |
False |
False |
108,231 |
| 10 |
1.2894 |
1.2672 |
0.0222 |
1.7% |
0.0065 |
0.5% |
29% |
False |
False |
108,404 |
| 20 |
1.2894 |
1.2581 |
0.0313 |
2.5% |
0.0063 |
0.5% |
50% |
False |
False |
99,833 |
| 40 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0073 |
0.6% |
58% |
False |
False |
99,092 |
| 60 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0078 |
0.6% |
58% |
False |
False |
94,438 |
| 80 |
1.2894 |
1.2468 |
0.0426 |
3.3% |
0.0082 |
0.6% |
63% |
False |
False |
79,041 |
| 100 |
1.2894 |
1.2085 |
0.0809 |
6.4% |
0.0082 |
0.6% |
80% |
False |
False |
63,267 |
| 120 |
1.2894 |
1.2061 |
0.0833 |
6.5% |
0.0081 |
0.6% |
81% |
False |
False |
52,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2827 |
|
2.618 |
1.2796 |
|
1.618 |
1.2777 |
|
1.000 |
1.2765 |
|
0.618 |
1.2758 |
|
HIGH |
1.2746 |
|
0.618 |
1.2739 |
|
0.500 |
1.2737 |
|
0.382 |
1.2734 |
|
LOW |
1.2727 |
|
0.618 |
1.2715 |
|
1.000 |
1.2708 |
|
1.618 |
1.2696 |
|
2.618 |
1.2677 |
|
4.250 |
1.2646 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2737 |
1.2775 |
| PP |
1.2736 |
1.2762 |
| S1 |
1.2736 |
1.2749 |
|