CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2863 |
1.2821 |
-0.0042 |
-0.3% |
1.2668 |
| High |
1.2868 |
1.2830 |
-0.0038 |
-0.3% |
1.2900 |
| Low |
1.2803 |
1.2750 |
-0.0053 |
-0.4% |
1.2665 |
| Close |
1.2813 |
1.2798 |
-0.0015 |
-0.1% |
1.2864 |
| Range |
0.0065 |
0.0080 |
0.0015 |
23.1% |
0.0235 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0000 |
| Volume |
54,830 |
86,896 |
32,066 |
58.5% |
38,181 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3033 |
1.2995 |
1.2842 |
|
| R3 |
1.2953 |
1.2915 |
1.2820 |
|
| R2 |
1.2873 |
1.2873 |
1.2813 |
|
| R1 |
1.2835 |
1.2835 |
1.2805 |
1.2814 |
| PP |
1.2793 |
1.2793 |
1.2793 |
1.2782 |
| S1 |
1.2755 |
1.2755 |
1.2791 |
1.2734 |
| S2 |
1.2713 |
1.2713 |
1.2783 |
|
| S3 |
1.2633 |
1.2675 |
1.2776 |
|
| S4 |
1.2553 |
1.2595 |
1.2754 |
|
|
| 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 |
1.2698 |
0.0202 |
1.6% |
0.0079 |
0.6% |
50% |
False |
False |
33,426 |
| 10 |
1.2900 |
1.2608 |
0.0292 |
2.3% |
0.0069 |
0.5% |
65% |
False |
False |
18,310 |
| 20 |
1.2900 |
1.2544 |
0.0356 |
2.8% |
0.0066 |
0.5% |
71% |
False |
False |
9,547 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0062 |
0.5% |
72% |
False |
False |
4,871 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0064 |
0.5% |
72% |
False |
False |
3,328 |
| 80 |
1.2900 |
1.2393 |
0.0507 |
4.0% |
0.0062 |
0.5% |
80% |
False |
False |
2,624 |
| 100 |
1.2900 |
1.2112 |
0.0788 |
6.2% |
0.0055 |
0.4% |
87% |
False |
False |
2,100 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.3% |
0.0047 |
0.4% |
87% |
False |
False |
1,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3170 |
|
2.618 |
1.3039 |
|
1.618 |
1.2959 |
|
1.000 |
1.2910 |
|
0.618 |
1.2879 |
|
HIGH |
1.2830 |
|
0.618 |
1.2799 |
|
0.500 |
1.2790 |
|
0.382 |
1.2781 |
|
LOW |
1.2750 |
|
0.618 |
1.2701 |
|
1.000 |
1.2670 |
|
1.618 |
1.2621 |
|
2.618 |
1.2541 |
|
4.250 |
1.2410 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2795 |
1.2825 |
| PP |
1.2793 |
1.2816 |
| S1 |
1.2790 |
1.2807 |
|