CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2668 |
1.2700 |
0.0032 |
0.3% |
1.2680 |
| High |
1.2712 |
1.2744 |
0.0032 |
0.3% |
1.2707 |
| Low |
1.2665 |
1.2679 |
0.0014 |
0.1% |
1.2608 |
| Close |
1.2698 |
1.2709 |
0.0011 |
0.1% |
1.2670 |
| Range |
0.0047 |
0.0065 |
0.0018 |
38.3% |
0.0099 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.4% |
0.0000 |
| Volume |
8,397 |
4,377 |
-4,020 |
-47.9% |
5,701 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2906 |
1.2872 |
1.2745 |
|
| R3 |
1.2841 |
1.2807 |
1.2727 |
|
| R2 |
1.2776 |
1.2776 |
1.2721 |
|
| R1 |
1.2742 |
1.2742 |
1.2715 |
1.2759 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2719 |
| S1 |
1.2677 |
1.2677 |
1.2703 |
1.2694 |
| S2 |
1.2646 |
1.2646 |
1.2697 |
|
| S3 |
1.2581 |
1.2612 |
1.2691 |
|
| S4 |
1.2516 |
1.2547 |
1.2673 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2959 |
1.2913 |
1.2724 |
|
| R3 |
1.2860 |
1.2814 |
1.2697 |
|
| R2 |
1.2761 |
1.2761 |
1.2688 |
|
| R1 |
1.2715 |
1.2715 |
1.2679 |
1.2689 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2648 |
| S1 |
1.2616 |
1.2616 |
1.2661 |
1.2590 |
| S2 |
1.2563 |
1.2563 |
1.2652 |
|
| S3 |
1.2464 |
1.2517 |
1.2643 |
|
| S4 |
1.2365 |
1.2418 |
1.2616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2744 |
1.2608 |
0.0136 |
1.1% |
0.0060 |
0.5% |
74% |
True |
False |
3,194 |
| 10 |
1.2744 |
1.2608 |
0.0136 |
1.1% |
0.0054 |
0.4% |
74% |
True |
False |
2,245 |
| 20 |
1.2744 |
1.2542 |
0.0202 |
1.6% |
0.0058 |
0.5% |
83% |
True |
False |
1,213 |
| 40 |
1.2798 |
1.2537 |
0.0261 |
2.1% |
0.0061 |
0.5% |
66% |
False |
False |
752 |
| 60 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0064 |
0.5% |
60% |
False |
False |
623 |
| 80 |
1.2830 |
1.2221 |
0.0609 |
4.8% |
0.0059 |
0.5% |
80% |
False |
False |
535 |
| 100 |
1.2830 |
1.2112 |
0.0718 |
5.6% |
0.0052 |
0.4% |
83% |
False |
False |
428 |
| 120 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0045 |
0.4% |
83% |
False |
False |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3020 |
|
2.618 |
1.2914 |
|
1.618 |
1.2849 |
|
1.000 |
1.2809 |
|
0.618 |
1.2784 |
|
HIGH |
1.2744 |
|
0.618 |
1.2719 |
|
0.500 |
1.2712 |
|
0.382 |
1.2704 |
|
LOW |
1.2679 |
|
0.618 |
1.2639 |
|
1.000 |
1.2614 |
|
1.618 |
1.2574 |
|
2.618 |
1.2509 |
|
4.250 |
1.2403 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2712 |
1.2698 |
| PP |
1.2711 |
1.2687 |
| S1 |
1.2710 |
1.2676 |
|