CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2736 |
1.2818 |
0.0082 |
0.6% |
1.2668 |
| High |
1.2817 |
1.2900 |
0.0083 |
0.6% |
1.2900 |
| Low |
1.2732 |
1.2807 |
0.0075 |
0.6% |
1.2665 |
| Close |
1.2813 |
1.2864 |
0.0051 |
0.4% |
1.2864 |
| Range |
0.0085 |
0.0093 |
0.0008 |
9.4% |
0.0235 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.2% |
0.0000 |
| Volume |
10,321 |
13,814 |
3,493 |
33.8% |
38,181 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3136 |
1.3093 |
1.2915 |
|
| R3 |
1.3043 |
1.3000 |
1.2890 |
|
| R2 |
1.2950 |
1.2950 |
1.2881 |
|
| R1 |
1.2907 |
1.2907 |
1.2873 |
1.2929 |
| PP |
1.2857 |
1.2857 |
1.2857 |
1.2868 |
| S1 |
1.2814 |
1.2814 |
1.2855 |
1.2836 |
| S2 |
1.2764 |
1.2764 |
1.2847 |
|
| S3 |
1.2671 |
1.2721 |
1.2838 |
|
| S4 |
1.2578 |
1.2628 |
1.2813 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3515 |
1.3424 |
1.2993 |
|
| R3 |
1.3280 |
1.3189 |
1.2929 |
|
| R2 |
1.3045 |
1.3045 |
1.2907 |
|
| R1 |
1.2954 |
1.2954 |
1.2886 |
1.3000 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2832 |
| S1 |
1.2719 |
1.2719 |
1.2842 |
1.2765 |
| S2 |
1.2575 |
1.2575 |
1.2821 |
|
| S3 |
1.2340 |
1.2484 |
1.2799 |
|
| S4 |
1.2105 |
1.2249 |
1.2735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2900 |
1.2665 |
0.0235 |
1.8% |
0.0072 |
0.6% |
85% |
True |
False |
7,636 |
| 10 |
1.2900 |
1.2608 |
0.0292 |
2.3% |
0.0062 |
0.5% |
88% |
True |
False |
4,388 |
| 20 |
1.2900 |
1.2544 |
0.0356 |
2.8% |
0.0063 |
0.5% |
90% |
True |
False |
2,465 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0062 |
0.5% |
90% |
True |
False |
1,372 |
| 60 |
1.2900 |
1.2533 |
0.0367 |
2.9% |
0.0065 |
0.5% |
90% |
True |
False |
999 |
| 80 |
1.2900 |
1.2266 |
0.0634 |
4.9% |
0.0061 |
0.5% |
94% |
True |
False |
853 |
| 100 |
1.2900 |
1.2112 |
0.0788 |
6.1% |
0.0053 |
0.4% |
95% |
True |
False |
682 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.2% |
0.0046 |
0.4% |
96% |
True |
False |
569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3295 |
|
2.618 |
1.3143 |
|
1.618 |
1.3050 |
|
1.000 |
1.2993 |
|
0.618 |
1.2957 |
|
HIGH |
1.2900 |
|
0.618 |
1.2864 |
|
0.500 |
1.2854 |
|
0.382 |
1.2843 |
|
LOW |
1.2807 |
|
0.618 |
1.2750 |
|
1.000 |
1.2714 |
|
1.618 |
1.2657 |
|
2.618 |
1.2564 |
|
4.250 |
1.2412 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2861 |
1.2842 |
| PP |
1.2857 |
1.2821 |
| S1 |
1.2854 |
1.2799 |
|