CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2680 |
1.2688 |
0.0008 |
0.1% |
1.2627 |
| High |
1.2707 |
1.2700 |
-0.0007 |
-0.1% |
1.2715 |
| Low |
1.2667 |
1.2671 |
0.0004 |
0.0% |
1.2593 |
| Close |
1.2687 |
1.2688 |
0.0001 |
0.0% |
1.2683 |
| Range |
0.0040 |
0.0029 |
-0.0011 |
-27.5% |
0.0122 |
| ATR |
0.0066 |
0.0063 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
2,052 |
451 |
-1,601 |
-78.0% |
4,657 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2773 |
1.2760 |
1.2704 |
|
| R3 |
1.2744 |
1.2731 |
1.2696 |
|
| R2 |
1.2715 |
1.2715 |
1.2693 |
|
| R1 |
1.2702 |
1.2702 |
1.2691 |
1.2703 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2687 |
| S1 |
1.2673 |
1.2673 |
1.2685 |
1.2674 |
| S2 |
1.2657 |
1.2657 |
1.2683 |
|
| S3 |
1.2628 |
1.2644 |
1.2680 |
|
| S4 |
1.2599 |
1.2615 |
1.2672 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3030 |
1.2978 |
1.2750 |
|
| R3 |
1.2908 |
1.2856 |
1.2717 |
|
| R2 |
1.2786 |
1.2786 |
1.2705 |
|
| R1 |
1.2734 |
1.2734 |
1.2694 |
1.2760 |
| PP |
1.2664 |
1.2664 |
1.2664 |
1.2677 |
| S1 |
1.2612 |
1.2612 |
1.2672 |
1.2638 |
| S2 |
1.2542 |
1.2542 |
1.2661 |
|
| S3 |
1.2420 |
1.2490 |
1.2649 |
|
| S4 |
1.2298 |
1.2368 |
1.2616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2715 |
1.2616 |
0.0099 |
0.8% |
0.0048 |
0.4% |
73% |
False |
False |
1,297 |
| 10 |
1.2715 |
1.2544 |
0.0171 |
1.3% |
0.0062 |
0.5% |
84% |
False |
False |
784 |
| 20 |
1.2778 |
1.2537 |
0.0241 |
1.9% |
0.0067 |
0.5% |
63% |
False |
False |
511 |
| 40 |
1.2798 |
1.2537 |
0.0261 |
2.1% |
0.0061 |
0.5% |
58% |
False |
False |
397 |
| 60 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0064 |
0.5% |
53% |
False |
False |
421 |
| 80 |
1.2830 |
1.2148 |
0.0682 |
5.4% |
0.0058 |
0.5% |
79% |
False |
False |
336 |
| 100 |
1.2830 |
1.2112 |
0.0718 |
5.7% |
0.0049 |
0.4% |
80% |
False |
False |
268 |
| 120 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0043 |
0.3% |
81% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2823 |
|
2.618 |
1.2776 |
|
1.618 |
1.2747 |
|
1.000 |
1.2729 |
|
0.618 |
1.2718 |
|
HIGH |
1.2700 |
|
0.618 |
1.2689 |
|
0.500 |
1.2686 |
|
0.382 |
1.2682 |
|
LOW |
1.2671 |
|
0.618 |
1.2653 |
|
1.000 |
1.2642 |
|
1.618 |
1.2624 |
|
2.618 |
1.2595 |
|
4.250 |
1.2548 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2687 |
1.2687 |
| PP |
1.2686 |
1.2685 |
| S1 |
1.2686 |
1.2684 |
|