CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2726 |
1.2795 |
0.0069 |
0.5% |
1.2863 |
| High |
1.2792 |
1.2810 |
0.0018 |
0.1% |
1.2868 |
| Low |
1.2690 |
1.2656 |
-0.0034 |
-0.3% |
1.2731 |
| Close |
1.2786 |
1.2663 |
-0.0123 |
-1.0% |
1.2745 |
| Range |
0.0102 |
0.0154 |
0.0052 |
51.0% |
0.0137 |
| ATR |
0.0065 |
0.0072 |
0.0006 |
9.7% |
0.0000 |
| Volume |
94,891 |
153,611 |
58,720 |
61.9% |
481,940 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3172 |
1.3071 |
1.2748 |
|
| R3 |
1.3018 |
1.2917 |
1.2705 |
|
| R2 |
1.2864 |
1.2864 |
1.2691 |
|
| R1 |
1.2763 |
1.2763 |
1.2677 |
1.2737 |
| PP |
1.2710 |
1.2710 |
1.2710 |
1.2696 |
| S1 |
1.2609 |
1.2609 |
1.2649 |
1.2583 |
| S2 |
1.2556 |
1.2556 |
1.2635 |
|
| S3 |
1.2402 |
1.2455 |
1.2621 |
|
| S4 |
1.2248 |
1.2301 |
1.2578 |
|
|
| 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 |
1.2810 |
1.2656 |
0.0154 |
1.2% |
0.0078 |
0.6% |
5% |
True |
True |
97,712 |
| 10 |
1.2900 |
1.2656 |
0.0244 |
1.9% |
0.0076 |
0.6% |
3% |
False |
True |
89,400 |
| 20 |
1.2900 |
1.2608 |
0.0292 |
2.3% |
0.0066 |
0.5% |
19% |
False |
False |
46,307 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0067 |
0.5% |
35% |
False |
False |
23,296 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0064 |
0.5% |
35% |
False |
False |
15,625 |
| 80 |
1.2900 |
1.2527 |
0.0373 |
2.9% |
0.0065 |
0.5% |
36% |
False |
False |
11,854 |
| 100 |
1.2900 |
1.2127 |
0.0773 |
6.1% |
0.0059 |
0.5% |
69% |
False |
False |
9,484 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.3% |
0.0051 |
0.4% |
70% |
False |
False |
7,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3465 |
|
2.618 |
1.3213 |
|
1.618 |
1.3059 |
|
1.000 |
1.2964 |
|
0.618 |
1.2905 |
|
HIGH |
1.2810 |
|
0.618 |
1.2751 |
|
0.500 |
1.2733 |
|
0.382 |
1.2715 |
|
LOW |
1.2656 |
|
0.618 |
1.2561 |
|
1.000 |
1.2502 |
|
1.618 |
1.2407 |
|
2.618 |
1.2253 |
|
4.250 |
1.2002 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2733 |
1.2733 |
| PP |
1.2710 |
1.2710 |
| S1 |
1.2686 |
1.2686 |
|