CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2601 |
1.2642 |
0.0041 |
0.3% |
1.2742 |
| High |
1.2657 |
1.2673 |
0.0016 |
0.1% |
1.2810 |
| Low |
1.2597 |
1.2628 |
0.0031 |
0.2% |
1.2581 |
| Close |
1.2643 |
1.2632 |
-0.0011 |
-0.1% |
1.2596 |
| Range |
0.0060 |
0.0045 |
-0.0015 |
-25.0% |
0.0229 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
105,368 |
76,593 |
-28,775 |
-27.3% |
547,747 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2779 |
1.2751 |
1.2657 |
|
| R3 |
1.2734 |
1.2706 |
1.2644 |
|
| R2 |
1.2689 |
1.2689 |
1.2640 |
|
| R1 |
1.2661 |
1.2661 |
1.2636 |
1.2653 |
| PP |
1.2644 |
1.2644 |
1.2644 |
1.2640 |
| S1 |
1.2616 |
1.2616 |
1.2628 |
1.2608 |
| S2 |
1.2599 |
1.2599 |
1.2624 |
|
| S3 |
1.2554 |
1.2571 |
1.2620 |
|
| S4 |
1.2509 |
1.2526 |
1.2607 |
|
|
| 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% |
0.0092 |
0.7% |
22% |
False |
False |
115,992 |
| 10 |
1.2830 |
1.2581 |
0.0249 |
2.0% |
0.0072 |
0.6% |
20% |
False |
False |
106,992 |
| 20 |
1.2900 |
1.2581 |
0.0319 |
2.5% |
0.0071 |
0.6% |
16% |
False |
False |
62,651 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0069 |
0.5% |
26% |
False |
False |
31,581 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0064 |
0.5% |
26% |
False |
False |
21,148 |
| 80 |
1.2900 |
1.2527 |
0.0373 |
3.0% |
0.0065 |
0.5% |
28% |
False |
False |
15,978 |
| 100 |
1.2900 |
1.2148 |
0.0752 |
6.0% |
0.0061 |
0.5% |
64% |
False |
False |
12,799 |
| 120 |
1.2900 |
1.2112 |
0.0788 |
6.2% |
0.0053 |
0.4% |
66% |
False |
False |
10,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2864 |
|
2.618 |
1.2791 |
|
1.618 |
1.2746 |
|
1.000 |
1.2718 |
|
0.618 |
1.2701 |
|
HIGH |
1.2673 |
|
0.618 |
1.2656 |
|
0.500 |
1.2651 |
|
0.382 |
1.2645 |
|
LOW |
1.2628 |
|
0.618 |
1.2600 |
|
1.000 |
1.2583 |
|
1.618 |
1.2555 |
|
2.618 |
1.2510 |
|
4.250 |
1.2437 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2651 |
1.2632 |
| PP |
1.2644 |
1.2631 |
| S1 |
1.2638 |
1.2631 |
|