CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2795 |
1.2806 |
0.0011 |
0.1% |
1.2668 |
| High |
1.2818 |
1.2830 |
0.0012 |
0.1% |
1.2900 |
| Low |
1.2782 |
1.2737 |
-0.0045 |
-0.4% |
1.2665 |
| Close |
1.2802 |
1.2757 |
-0.0045 |
-0.4% |
1.2864 |
| Range |
0.0036 |
0.0093 |
0.0057 |
158.3% |
0.0235 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.1% |
0.0000 |
| Volume |
140,452 |
109,449 |
-31,003 |
-22.1% |
38,181 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.2998 |
1.2808 |
|
| R3 |
1.2961 |
1.2905 |
1.2783 |
|
| R2 |
1.2868 |
1.2868 |
1.2774 |
|
| R1 |
1.2812 |
1.2812 |
1.2766 |
1.2794 |
| PP |
1.2775 |
1.2775 |
1.2775 |
1.2765 |
| S1 |
1.2719 |
1.2719 |
1.2748 |
1.2701 |
| S2 |
1.2682 |
1.2682 |
1.2740 |
|
| S3 |
1.2589 |
1.2626 |
1.2731 |
|
| S4 |
1.2496 |
1.2533 |
1.2706 |
|
|
| 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 |
1.2737 |
0.0163 |
1.3% |
0.0073 |
0.6% |
12% |
False |
True |
81,088 |
| 10 |
1.2900 |
1.2608 |
0.0292 |
2.3% |
0.0070 |
0.5% |
51% |
False |
False |
43,165 |
| 20 |
1.2900 |
1.2551 |
0.0349 |
2.7% |
0.0063 |
0.5% |
59% |
False |
False |
22,014 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0061 |
0.5% |
61% |
False |
False |
11,105 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0062 |
0.5% |
61% |
False |
False |
7,486 |
| 80 |
1.2900 |
1.2393 |
0.0507 |
4.0% |
0.0063 |
0.5% |
72% |
False |
False |
5,748 |
| 100 |
1.2900 |
1.2112 |
0.0788 |
6.2% |
0.0056 |
0.4% |
82% |
False |
False |
4,599 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.3% |
0.0048 |
0.4% |
82% |
False |
False |
3,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3225 |
|
2.618 |
1.3073 |
|
1.618 |
1.2980 |
|
1.000 |
1.2923 |
|
0.618 |
1.2887 |
|
HIGH |
1.2830 |
|
0.618 |
1.2794 |
|
0.500 |
1.2784 |
|
0.382 |
1.2773 |
|
LOW |
1.2737 |
|
0.618 |
1.2680 |
|
1.000 |
1.2644 |
|
1.618 |
1.2587 |
|
2.618 |
1.2494 |
|
4.250 |
1.2342 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2784 |
1.2784 |
| PP |
1.2775 |
1.2775 |
| S1 |
1.2766 |
1.2766 |
|