CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2818 |
1.2863 |
0.0045 |
0.4% |
1.2668 |
| High |
1.2900 |
1.2868 |
-0.0032 |
-0.2% |
1.2900 |
| Low |
1.2807 |
1.2803 |
-0.0004 |
0.0% |
1.2665 |
| Close |
1.2864 |
1.2813 |
-0.0051 |
-0.4% |
1.2864 |
| Range |
0.0093 |
0.0065 |
-0.0028 |
-30.1% |
0.0235 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
13,814 |
54,830 |
41,016 |
296.9% |
38,181 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3023 |
1.2983 |
1.2849 |
|
| R3 |
1.2958 |
1.2918 |
1.2831 |
|
| R2 |
1.2893 |
1.2893 |
1.2825 |
|
| R1 |
1.2853 |
1.2853 |
1.2819 |
1.2841 |
| PP |
1.2828 |
1.2828 |
1.2828 |
1.2822 |
| S1 |
1.2788 |
1.2788 |
1.2807 |
1.2776 |
| S2 |
1.2763 |
1.2763 |
1.2801 |
|
| S3 |
1.2698 |
1.2723 |
1.2795 |
|
| S4 |
1.2633 |
1.2658 |
1.2777 |
|
|
| 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 |
1.2679 |
0.0221 |
1.7% |
0.0076 |
0.6% |
61% |
False |
False |
16,922 |
| 10 |
1.2900 |
1.2608 |
0.0292 |
2.3% |
0.0064 |
0.5% |
70% |
False |
False |
9,666 |
| 20 |
1.2900 |
1.2544 |
0.0356 |
2.8% |
0.0064 |
0.5% |
76% |
False |
False |
5,204 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0061 |
0.5% |
76% |
False |
False |
2,726 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0065 |
0.5% |
76% |
False |
False |
1,881 |
| 80 |
1.2900 |
1.2393 |
0.0507 |
4.0% |
0.0062 |
0.5% |
83% |
False |
False |
1,538 |
| 100 |
1.2900 |
1.2112 |
0.0788 |
6.2% |
0.0054 |
0.4% |
89% |
False |
False |
1,231 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.3% |
0.0047 |
0.4% |
89% |
False |
False |
1,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3144 |
|
2.618 |
1.3038 |
|
1.618 |
1.2973 |
|
1.000 |
1.2933 |
|
0.618 |
1.2908 |
|
HIGH |
1.2868 |
|
0.618 |
1.2843 |
|
0.500 |
1.2836 |
|
0.382 |
1.2828 |
|
LOW |
1.2803 |
|
0.618 |
1.2763 |
|
1.000 |
1.2738 |
|
1.618 |
1.2698 |
|
2.618 |
1.2633 |
|
4.250 |
1.2527 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2836 |
1.2816 |
| PP |
1.2828 |
1.2815 |
| S1 |
1.2821 |
1.2814 |
|