CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2642 |
1.2633 |
-0.0009 |
-0.1% |
1.2742 |
| High |
1.2673 |
1.2646 |
-0.0027 |
-0.2% |
1.2810 |
| Low |
1.2628 |
1.2610 |
-0.0018 |
-0.1% |
1.2581 |
| Close |
1.2632 |
1.2637 |
0.0005 |
0.0% |
1.2596 |
| Range |
0.0045 |
0.0036 |
-0.0009 |
-20.0% |
0.0229 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
76,593 |
76,592 |
-1 |
0.0% |
547,747 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2739 |
1.2724 |
1.2657 |
|
| R3 |
1.2703 |
1.2688 |
1.2647 |
|
| R2 |
1.2667 |
1.2667 |
1.2644 |
|
| R1 |
1.2652 |
1.2652 |
1.2640 |
1.2660 |
| PP |
1.2631 |
1.2631 |
1.2631 |
1.2635 |
| S1 |
1.2616 |
1.2616 |
1.2634 |
1.2624 |
| S2 |
1.2595 |
1.2595 |
1.2630 |
|
| S3 |
1.2559 |
1.2580 |
1.2627 |
|
| S4 |
1.2523 |
1.2544 |
1.2617 |
|
|
| 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% |
0.0079 |
0.6% |
24% |
False |
False |
112,332 |
| 10 |
1.2830 |
1.2581 |
0.0249 |
2.0% |
0.0072 |
0.6% |
22% |
False |
False |
100,606 |
| 20 |
1.2900 |
1.2581 |
0.0319 |
2.5% |
0.0070 |
0.6% |
18% |
False |
False |
66,455 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0068 |
0.5% |
28% |
False |
False |
33,495 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0064 |
0.5% |
28% |
False |
False |
22,421 |
| 80 |
1.2900 |
1.2527 |
0.0373 |
3.0% |
0.0065 |
0.5% |
29% |
False |
False |
16,925 |
| 100 |
1.2900 |
1.2205 |
0.0695 |
5.5% |
0.0061 |
0.5% |
62% |
False |
False |
13,565 |
| 120 |
1.2900 |
1.2112 |
0.0788 |
6.2% |
0.0053 |
0.4% |
67% |
False |
False |
11,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2799 |
|
2.618 |
1.2740 |
|
1.618 |
1.2704 |
|
1.000 |
1.2682 |
|
0.618 |
1.2668 |
|
HIGH |
1.2646 |
|
0.618 |
1.2632 |
|
0.500 |
1.2628 |
|
0.382 |
1.2624 |
|
LOW |
1.2610 |
|
0.618 |
1.2588 |
|
1.000 |
1.2574 |
|
1.618 |
1.2552 |
|
2.618 |
1.2516 |
|
4.250 |
1.2457 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2634 |
1.2636 |
| PP |
1.2631 |
1.2636 |
| S1 |
1.2628 |
1.2635 |
|