CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2821 |
1.2795 |
-0.0026 |
-0.2% |
1.2668 |
| High |
1.2830 |
1.2818 |
-0.0012 |
-0.1% |
1.2900 |
| Low |
1.2750 |
1.2782 |
0.0032 |
0.3% |
1.2665 |
| Close |
1.2798 |
1.2802 |
0.0004 |
0.0% |
1.2864 |
| Range |
0.0080 |
0.0036 |
-0.0044 |
-55.0% |
0.0235 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
86,896 |
140,452 |
53,556 |
61.6% |
38,181 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2909 |
1.2891 |
1.2822 |
|
| R3 |
1.2873 |
1.2855 |
1.2812 |
|
| R2 |
1.2837 |
1.2837 |
1.2809 |
|
| R1 |
1.2819 |
1.2819 |
1.2805 |
1.2828 |
| PP |
1.2801 |
1.2801 |
1.2801 |
1.2805 |
| S1 |
1.2783 |
1.2783 |
1.2799 |
1.2792 |
| S2 |
1.2765 |
1.2765 |
1.2795 |
|
| S3 |
1.2729 |
1.2747 |
1.2792 |
|
| S4 |
1.2693 |
1.2711 |
1.2782 |
|
|
| 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 |
1.2732 |
0.0168 |
1.3% |
0.0072 |
0.6% |
42% |
False |
False |
61,262 |
| 10 |
1.2900 |
1.2608 |
0.0292 |
2.3% |
0.0067 |
0.5% |
66% |
False |
False |
32,304 |
| 20 |
1.2900 |
1.2544 |
0.0356 |
2.8% |
0.0062 |
0.5% |
72% |
False |
False |
16,547 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0061 |
0.5% |
73% |
False |
False |
8,379 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0063 |
0.5% |
73% |
False |
False |
5,668 |
| 80 |
1.2900 |
1.2393 |
0.0507 |
4.0% |
0.0062 |
0.5% |
81% |
False |
False |
4,379 |
| 100 |
1.2900 |
1.2112 |
0.0788 |
6.2% |
0.0055 |
0.4% |
88% |
False |
False |
3,504 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.3% |
0.0048 |
0.4% |
88% |
False |
False |
2,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2971 |
|
2.618 |
1.2912 |
|
1.618 |
1.2876 |
|
1.000 |
1.2854 |
|
0.618 |
1.2840 |
|
HIGH |
1.2818 |
|
0.618 |
1.2804 |
|
0.500 |
1.2800 |
|
0.382 |
1.2796 |
|
LOW |
1.2782 |
|
0.618 |
1.2760 |
|
1.000 |
1.2746 |
|
1.618 |
1.2724 |
|
2.618 |
1.2688 |
|
4.250 |
1.2629 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2801 |
1.2809 |
| PP |
1.2801 |
1.2807 |
| S1 |
1.2800 |
1.2804 |
|