CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2742 |
1.2737 |
-0.0005 |
0.0% |
1.2863 |
| High |
1.2754 |
1.2739 |
-0.0015 |
-0.1% |
1.2868 |
| Low |
1.2723 |
1.2673 |
-0.0050 |
-0.4% |
1.2731 |
| Close |
1.2736 |
1.2729 |
-0.0007 |
-0.1% |
1.2745 |
| Range |
0.0031 |
0.0066 |
0.0035 |
112.9% |
0.0137 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.4% |
0.0000 |
| Volume |
57,420 |
92,327 |
34,907 |
60.8% |
481,940 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2912 |
1.2886 |
1.2765 |
|
| R3 |
1.2846 |
1.2820 |
1.2747 |
|
| R2 |
1.2780 |
1.2780 |
1.2741 |
|
| R1 |
1.2754 |
1.2754 |
1.2735 |
1.2734 |
| PP |
1.2714 |
1.2714 |
1.2714 |
1.2704 |
| S1 |
1.2688 |
1.2688 |
1.2723 |
1.2668 |
| S2 |
1.2648 |
1.2648 |
1.2717 |
|
| S3 |
1.2582 |
1.2622 |
1.2711 |
|
| S4 |
1.2516 |
1.2556 |
1.2693 |
|
|
| 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 |
1.2673 |
0.0157 |
1.2% |
0.0052 |
0.4% |
36% |
False |
True |
97,992 |
| 10 |
1.2900 |
1.2673 |
0.0227 |
1.8% |
0.0065 |
0.5% |
25% |
False |
True |
65,709 |
| 20 |
1.2900 |
1.2608 |
0.0292 |
2.3% |
0.0060 |
0.5% |
41% |
False |
False |
33,977 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0063 |
0.5% |
53% |
False |
False |
17,095 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0062 |
0.5% |
53% |
False |
False |
11,485 |
| 80 |
1.2900 |
1.2508 |
0.0392 |
3.1% |
0.0063 |
0.5% |
56% |
False |
False |
8,748 |
| 100 |
1.2900 |
1.2127 |
0.0773 |
6.1% |
0.0057 |
0.4% |
78% |
False |
False |
6,999 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.3% |
0.0049 |
0.4% |
79% |
False |
False |
5,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3020 |
|
2.618 |
1.2912 |
|
1.618 |
1.2846 |
|
1.000 |
1.2805 |
|
0.618 |
1.2780 |
|
HIGH |
1.2739 |
|
0.618 |
1.2714 |
|
0.500 |
1.2706 |
|
0.382 |
1.2698 |
|
LOW |
1.2673 |
|
0.618 |
1.2632 |
|
1.000 |
1.2607 |
|
1.618 |
1.2566 |
|
2.618 |
1.2500 |
|
4.250 |
1.2393 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2721 |
1.2726 |
| PP |
1.2714 |
1.2723 |
| S1 |
1.2706 |
1.2720 |
|