CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2662 |
1.2601 |
-0.0061 |
-0.5% |
1.2742 |
| High |
1.2681 |
1.2657 |
-0.0024 |
-0.2% |
1.2810 |
| Low |
1.2581 |
1.2597 |
0.0016 |
0.1% |
1.2581 |
| Close |
1.2596 |
1.2643 |
0.0047 |
0.4% |
1.2596 |
| Range |
0.0100 |
0.0060 |
-0.0040 |
-40.0% |
0.0229 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
149,498 |
105,368 |
-44,130 |
-29.5% |
547,747 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2812 |
1.2788 |
1.2676 |
|
| R3 |
1.2752 |
1.2728 |
1.2660 |
|
| R2 |
1.2692 |
1.2692 |
1.2654 |
|
| R1 |
1.2668 |
1.2668 |
1.2649 |
1.2680 |
| PP |
1.2632 |
1.2632 |
1.2632 |
1.2639 |
| S1 |
1.2608 |
1.2608 |
1.2638 |
1.2620 |
| S2 |
1.2572 |
1.2572 |
1.2632 |
|
| S3 |
1.2512 |
1.2548 |
1.2627 |
|
| S4 |
1.2452 |
1.2488 |
1.2610 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3349 |
1.3202 |
1.2722 |
|
| R3 |
1.3120 |
1.2973 |
1.2659 |
|
| R2 |
1.2891 |
1.2891 |
1.2638 |
|
| R1 |
1.2744 |
1.2744 |
1.2617 |
1.2703 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2642 |
| S1 |
1.2515 |
1.2515 |
1.2575 |
1.2474 |
| S2 |
1.2433 |
1.2433 |
1.2554 |
|
| S3 |
1.2204 |
1.2286 |
1.2533 |
|
| S4 |
1.1975 |
1.2057 |
1.2470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2810 |
1.2581 |
0.0229 |
1.8% |
0.0096 |
0.8% |
27% |
False |
False |
119,139 |
| 10 |
1.2830 |
1.2581 |
0.0249 |
2.0% |
0.0076 |
0.6% |
25% |
False |
False |
108,022 |
| 20 |
1.2900 |
1.2581 |
0.0319 |
2.5% |
0.0070 |
0.6% |
19% |
False |
False |
58,844 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0068 |
0.5% |
29% |
False |
False |
29,666 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0065 |
0.5% |
29% |
False |
False |
19,872 |
| 80 |
1.2900 |
1.2527 |
0.0373 |
3.0% |
0.0065 |
0.5% |
31% |
False |
False |
15,024 |
| 100 |
1.2900 |
1.2148 |
0.0752 |
5.9% |
0.0060 |
0.5% |
66% |
False |
False |
12,033 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.3% |
0.0052 |
0.4% |
68% |
False |
False |
10,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2912 |
|
2.618 |
1.2814 |
|
1.618 |
1.2754 |
|
1.000 |
1.2717 |
|
0.618 |
1.2694 |
|
HIGH |
1.2657 |
|
0.618 |
1.2634 |
|
0.500 |
1.2627 |
|
0.382 |
1.2620 |
|
LOW |
1.2597 |
|
0.618 |
1.2560 |
|
1.000 |
1.2537 |
|
1.618 |
1.2500 |
|
2.618 |
1.2440 |
|
4.250 |
1.2342 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2638 |
1.2696 |
| PP |
1.2632 |
1.2678 |
| S1 |
1.2627 |
1.2661 |
|