CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2688 |
1.2690 |
0.0002 |
0.0% |
1.2627 |
| High |
1.2700 |
1.2690 |
-0.0010 |
-0.1% |
1.2715 |
| Low |
1.2671 |
1.2631 |
-0.0040 |
-0.3% |
1.2593 |
| Close |
1.2688 |
1.2661 |
-0.0027 |
-0.2% |
1.2683 |
| Range |
0.0029 |
0.0059 |
0.0030 |
103.4% |
0.0122 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
451 |
515 |
64 |
14.2% |
4,657 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2838 |
1.2808 |
1.2693 |
|
| R3 |
1.2779 |
1.2749 |
1.2677 |
|
| R2 |
1.2720 |
1.2720 |
1.2672 |
|
| R1 |
1.2690 |
1.2690 |
1.2666 |
1.2676 |
| PP |
1.2661 |
1.2661 |
1.2661 |
1.2653 |
| S1 |
1.2631 |
1.2631 |
1.2656 |
1.2617 |
| S2 |
1.2602 |
1.2602 |
1.2650 |
|
| S3 |
1.2543 |
1.2572 |
1.2645 |
|
| S4 |
1.2484 |
1.2513 |
1.2629 |
|
|
| 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 |
1.2620 |
0.0095 |
0.8% |
0.0054 |
0.4% |
43% |
False |
False |
1,367 |
| 10 |
1.2715 |
1.2544 |
0.0171 |
1.4% |
0.0057 |
0.4% |
68% |
False |
False |
790 |
| 20 |
1.2778 |
1.2537 |
0.0241 |
1.9% |
0.0066 |
0.5% |
51% |
False |
False |
536 |
| 40 |
1.2798 |
1.2537 |
0.0261 |
2.1% |
0.0061 |
0.5% |
48% |
False |
False |
403 |
| 60 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0064 |
0.5% |
44% |
False |
False |
415 |
| 80 |
1.2830 |
1.2205 |
0.0625 |
4.9% |
0.0059 |
0.5% |
73% |
False |
False |
342 |
| 100 |
1.2830 |
1.2112 |
0.0718 |
5.7% |
0.0050 |
0.4% |
76% |
False |
False |
274 |
| 120 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0043 |
0.3% |
77% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2941 |
|
2.618 |
1.2844 |
|
1.618 |
1.2785 |
|
1.000 |
1.2749 |
|
0.618 |
1.2726 |
|
HIGH |
1.2690 |
|
0.618 |
1.2667 |
|
0.500 |
1.2661 |
|
0.382 |
1.2654 |
|
LOW |
1.2631 |
|
0.618 |
1.2595 |
|
1.000 |
1.2572 |
|
1.618 |
1.2536 |
|
2.618 |
1.2477 |
|
4.250 |
1.2380 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2661 |
1.2669 |
| PP |
1.2661 |
1.2666 |
| S1 |
1.2661 |
1.2664 |
|