CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2720 |
1.2736 |
0.0016 |
0.1% |
1.2680 |
| High |
1.2768 |
1.2817 |
0.0049 |
0.4% |
1.2707 |
| Low |
1.2698 |
1.2732 |
0.0034 |
0.3% |
1.2608 |
| Close |
1.2748 |
1.2813 |
0.0065 |
0.5% |
1.2670 |
| Range |
0.0070 |
0.0085 |
0.0015 |
21.4% |
0.0099 |
| ATR |
0.0063 |
0.0064 |
0.0002 |
2.6% |
0.0000 |
| Volume |
1,272 |
10,321 |
9,049 |
711.4% |
5,701 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3042 |
1.3013 |
1.2860 |
|
| R3 |
1.2957 |
1.2928 |
1.2836 |
|
| R2 |
1.2872 |
1.2872 |
1.2829 |
|
| R1 |
1.2843 |
1.2843 |
1.2821 |
1.2858 |
| PP |
1.2787 |
1.2787 |
1.2787 |
1.2795 |
| S1 |
1.2758 |
1.2758 |
1.2805 |
1.2773 |
| S2 |
1.2702 |
1.2702 |
1.2797 |
|
| S3 |
1.2617 |
1.2673 |
1.2790 |
|
| S4 |
1.2532 |
1.2588 |
1.2766 |
|
|
| 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 |
1.2817 |
1.2608 |
0.0209 |
1.6% |
0.0066 |
0.5% |
98% |
True |
False |
5,241 |
| 10 |
1.2817 |
1.2608 |
0.0209 |
1.6% |
0.0057 |
0.4% |
98% |
True |
False |
3,213 |
| 20 |
1.2817 |
1.2544 |
0.0273 |
2.1% |
0.0061 |
0.5% |
99% |
True |
False |
1,779 |
| 40 |
1.2817 |
1.2537 |
0.0280 |
2.2% |
0.0061 |
0.5% |
99% |
True |
False |
1,034 |
| 60 |
1.2830 |
1.2533 |
0.0297 |
2.3% |
0.0064 |
0.5% |
94% |
False |
False |
769 |
| 80 |
1.2830 |
1.2221 |
0.0609 |
4.8% |
0.0061 |
0.5% |
97% |
False |
False |
680 |
| 100 |
1.2830 |
1.2112 |
0.0718 |
5.6% |
0.0053 |
0.4% |
98% |
False |
False |
544 |
| 120 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0046 |
0.4% |
98% |
False |
False |
454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3178 |
|
2.618 |
1.3040 |
|
1.618 |
1.2955 |
|
1.000 |
1.2902 |
|
0.618 |
1.2870 |
|
HIGH |
1.2817 |
|
0.618 |
1.2785 |
|
0.500 |
1.2775 |
|
0.382 |
1.2764 |
|
LOW |
1.2732 |
|
0.618 |
1.2679 |
|
1.000 |
1.2647 |
|
1.618 |
1.2594 |
|
2.618 |
1.2509 |
|
4.250 |
1.2371 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2800 |
1.2791 |
| PP |
1.2787 |
1.2770 |
| S1 |
1.2775 |
1.2748 |
|