CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2633 |
1.2644 |
0.0011 |
0.1% |
1.2601 |
| High |
1.2646 |
1.2660 |
0.0014 |
0.1% |
1.2673 |
| Low |
1.2610 |
1.2590 |
-0.0020 |
-0.2% |
1.2590 |
| Close |
1.2637 |
1.2627 |
-0.0010 |
-0.1% |
1.2627 |
| Range |
0.0036 |
0.0070 |
0.0034 |
94.4% |
0.0083 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
| Volume |
76,592 |
102,648 |
26,056 |
34.0% |
361,201 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2836 |
1.2801 |
1.2666 |
|
| R3 |
1.2766 |
1.2731 |
1.2646 |
|
| R2 |
1.2696 |
1.2696 |
1.2640 |
|
| R1 |
1.2661 |
1.2661 |
1.2633 |
1.2644 |
| PP |
1.2626 |
1.2626 |
1.2626 |
1.2617 |
| S1 |
1.2591 |
1.2591 |
1.2621 |
1.2574 |
| S2 |
1.2556 |
1.2556 |
1.2614 |
|
| S3 |
1.2486 |
1.2521 |
1.2608 |
|
| S4 |
1.2416 |
1.2451 |
1.2589 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2836 |
1.2673 |
|
| R3 |
1.2796 |
1.2753 |
1.2650 |
|
| R2 |
1.2713 |
1.2713 |
1.2642 |
|
| R1 |
1.2670 |
1.2670 |
1.2635 |
1.2692 |
| PP |
1.2630 |
1.2630 |
1.2630 |
1.2641 |
| S1 |
1.2587 |
1.2587 |
1.2619 |
1.2609 |
| S2 |
1.2547 |
1.2547 |
1.2612 |
|
| S3 |
1.2464 |
1.2504 |
1.2604 |
|
| S4 |
1.2381 |
1.2421 |
1.2581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2681 |
1.2581 |
0.0100 |
0.8% |
0.0062 |
0.5% |
46% |
False |
False |
102,139 |
| 10 |
1.2810 |
1.2581 |
0.0229 |
1.8% |
0.0070 |
0.6% |
20% |
False |
False |
99,926 |
| 20 |
1.2900 |
1.2581 |
0.0319 |
2.5% |
0.0070 |
0.6% |
14% |
False |
False |
71,545 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0068 |
0.5% |
25% |
False |
False |
36,040 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0065 |
0.5% |
25% |
False |
False |
24,118 |
| 80 |
1.2900 |
1.2527 |
0.0373 |
3.0% |
0.0065 |
0.5% |
27% |
False |
False |
18,207 |
| 100 |
1.2900 |
1.2205 |
0.0695 |
5.5% |
0.0061 |
0.5% |
61% |
False |
False |
14,591 |
| 120 |
1.2900 |
1.2112 |
0.0788 |
6.2% |
0.0054 |
0.4% |
65% |
False |
False |
12,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2958 |
|
2.618 |
1.2843 |
|
1.618 |
1.2773 |
|
1.000 |
1.2730 |
|
0.618 |
1.2703 |
|
HIGH |
1.2660 |
|
0.618 |
1.2633 |
|
0.500 |
1.2625 |
|
0.382 |
1.2617 |
|
LOW |
1.2590 |
|
0.618 |
1.2547 |
|
1.000 |
1.2520 |
|
1.618 |
1.2477 |
|
2.618 |
1.2407 |
|
4.250 |
1.2293 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2626 |
1.2632 |
| PP |
1.2626 |
1.2630 |
| S1 |
1.2625 |
1.2629 |
|