CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2760 |
1.2742 |
-0.0018 |
-0.1% |
1.2863 |
| High |
1.2766 |
1.2754 |
-0.0012 |
-0.1% |
1.2868 |
| Low |
1.2731 |
1.2723 |
-0.0008 |
-0.1% |
1.2731 |
| Close |
1.2745 |
1.2736 |
-0.0009 |
-0.1% |
1.2745 |
| Range |
0.0035 |
0.0031 |
-0.0004 |
-11.4% |
0.0137 |
| ATR |
0.0065 |
0.0062 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
90,313 |
57,420 |
-32,893 |
-36.4% |
481,940 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2831 |
1.2814 |
1.2753 |
|
| R3 |
1.2800 |
1.2783 |
1.2745 |
|
| R2 |
1.2769 |
1.2769 |
1.2742 |
|
| R1 |
1.2752 |
1.2752 |
1.2739 |
1.2745 |
| PP |
1.2738 |
1.2738 |
1.2738 |
1.2734 |
| S1 |
1.2721 |
1.2721 |
1.2733 |
1.2714 |
| S2 |
1.2707 |
1.2707 |
1.2730 |
|
| S3 |
1.2676 |
1.2690 |
1.2727 |
|
| S4 |
1.2645 |
1.2659 |
1.2719 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3192 |
1.3106 |
1.2820 |
|
| R3 |
1.3055 |
1.2969 |
1.2783 |
|
| R2 |
1.2918 |
1.2918 |
1.2770 |
|
| R1 |
1.2832 |
1.2832 |
1.2758 |
1.2807 |
| PP |
1.2781 |
1.2781 |
1.2781 |
1.2769 |
| S1 |
1.2695 |
1.2695 |
1.2732 |
1.2670 |
| S2 |
1.2644 |
1.2644 |
1.2720 |
|
| S3 |
1.2507 |
1.2558 |
1.2707 |
|
| S4 |
1.2370 |
1.2421 |
1.2670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2830 |
1.2723 |
0.0107 |
0.8% |
0.0055 |
0.4% |
12% |
False |
True |
96,906 |
| 10 |
1.2900 |
1.2679 |
0.0221 |
1.7% |
0.0065 |
0.5% |
26% |
False |
False |
56,914 |
| 20 |
1.2900 |
1.2593 |
0.0307 |
2.4% |
0.0060 |
0.5% |
47% |
False |
False |
29,394 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0061 |
0.5% |
55% |
False |
False |
14,791 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0062 |
0.5% |
55% |
False |
False |
9,948 |
| 80 |
1.2900 |
1.2508 |
0.0392 |
3.1% |
0.0062 |
0.5% |
58% |
False |
False |
7,594 |
| 100 |
1.2900 |
1.2127 |
0.0773 |
6.1% |
0.0056 |
0.4% |
79% |
False |
False |
6,076 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.3% |
0.0049 |
0.4% |
80% |
False |
False |
5,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2886 |
|
2.618 |
1.2835 |
|
1.618 |
1.2804 |
|
1.000 |
1.2785 |
|
0.618 |
1.2773 |
|
HIGH |
1.2754 |
|
0.618 |
1.2742 |
|
0.500 |
1.2739 |
|
0.382 |
1.2735 |
|
LOW |
1.2723 |
|
0.618 |
1.2704 |
|
1.000 |
1.2692 |
|
1.618 |
1.2673 |
|
2.618 |
1.2642 |
|
4.250 |
1.2591 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2739 |
1.2777 |
| PP |
1.2738 |
1.2763 |
| S1 |
1.2737 |
1.2750 |
|