CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2737 |
1.2726 |
-0.0011 |
-0.1% |
1.2863 |
| High |
1.2739 |
1.2792 |
0.0053 |
0.4% |
1.2868 |
| Low |
1.2673 |
1.2690 |
0.0017 |
0.1% |
1.2731 |
| Close |
1.2729 |
1.2786 |
0.0057 |
0.4% |
1.2745 |
| Range |
0.0066 |
0.0102 |
0.0036 |
54.5% |
0.0137 |
| ATR |
0.0063 |
0.0065 |
0.0003 |
4.5% |
0.0000 |
| Volume |
92,327 |
94,891 |
2,564 |
2.8% |
481,940 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3062 |
1.3026 |
1.2842 |
|
| R3 |
1.2960 |
1.2924 |
1.2814 |
|
| R2 |
1.2858 |
1.2858 |
1.2805 |
|
| R1 |
1.2822 |
1.2822 |
1.2795 |
1.2840 |
| PP |
1.2756 |
1.2756 |
1.2756 |
1.2765 |
| S1 |
1.2720 |
1.2720 |
1.2777 |
1.2738 |
| S2 |
1.2654 |
1.2654 |
1.2767 |
|
| S3 |
1.2552 |
1.2618 |
1.2758 |
|
| S4 |
1.2450 |
1.2516 |
1.2730 |
|
|
| 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% |
0.0065 |
0.5% |
72% |
False |
False |
88,880 |
| 10 |
1.2900 |
1.2673 |
0.0227 |
1.8% |
0.0069 |
0.5% |
50% |
False |
False |
75,071 |
| 20 |
1.2900 |
1.2608 |
0.0292 |
2.3% |
0.0063 |
0.5% |
61% |
False |
False |
38,714 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0064 |
0.5% |
69% |
False |
False |
19,459 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0063 |
0.5% |
69% |
False |
False |
13,066 |
| 80 |
1.2900 |
1.2519 |
0.0381 |
3.0% |
0.0064 |
0.5% |
70% |
False |
False |
9,934 |
| 100 |
1.2900 |
1.2127 |
0.0773 |
6.0% |
0.0058 |
0.5% |
85% |
False |
False |
7,948 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.3% |
0.0050 |
0.4% |
86% |
False |
False |
6,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3226 |
|
2.618 |
1.3059 |
|
1.618 |
1.2957 |
|
1.000 |
1.2894 |
|
0.618 |
1.2855 |
|
HIGH |
1.2792 |
|
0.618 |
1.2753 |
|
0.500 |
1.2741 |
|
0.382 |
1.2729 |
|
LOW |
1.2690 |
|
0.618 |
1.2627 |
|
1.000 |
1.2588 |
|
1.618 |
1.2525 |
|
2.618 |
1.2423 |
|
4.250 |
1.2257 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2771 |
1.2768 |
| PP |
1.2756 |
1.2750 |
| S1 |
1.2741 |
1.2733 |
|