CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2644 |
1.2636 |
-0.0008 |
-0.1% |
1.2601 |
| High |
1.2660 |
1.2648 |
-0.0012 |
-0.1% |
1.2673 |
| Low |
1.2590 |
1.2543 |
-0.0047 |
-0.4% |
1.2590 |
| Close |
1.2627 |
1.2546 |
-0.0081 |
-0.6% |
1.2627 |
| Range |
0.0070 |
0.0105 |
0.0035 |
50.0% |
0.0083 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
3.8% |
0.0000 |
| Volume |
102,648 |
84,099 |
-18,549 |
-18.1% |
361,201 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2894 |
1.2825 |
1.2604 |
|
| R3 |
1.2789 |
1.2720 |
1.2575 |
|
| R2 |
1.2684 |
1.2684 |
1.2565 |
|
| R1 |
1.2615 |
1.2615 |
1.2556 |
1.2597 |
| PP |
1.2579 |
1.2579 |
1.2579 |
1.2570 |
| S1 |
1.2510 |
1.2510 |
1.2536 |
1.2492 |
| S2 |
1.2474 |
1.2474 |
1.2527 |
|
| S3 |
1.2369 |
1.2405 |
1.2517 |
|
| S4 |
1.2264 |
1.2300 |
1.2488 |
|
|
| Weekly Pivots for week ending 29-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 |
1.2673 |
1.2543 |
0.0130 |
1.0% |
0.0063 |
0.5% |
2% |
False |
True |
89,060 |
| 10 |
1.2810 |
1.2543 |
0.0267 |
2.1% |
0.0077 |
0.6% |
1% |
False |
True |
99,304 |
| 20 |
1.2900 |
1.2543 |
0.0357 |
2.8% |
0.0072 |
0.6% |
1% |
False |
True |
75,658 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0068 |
0.5% |
2% |
False |
False |
38,137 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0066 |
0.5% |
2% |
False |
False |
25,518 |
| 80 |
1.2900 |
1.2527 |
0.0373 |
3.0% |
0.0066 |
0.5% |
5% |
False |
False |
19,237 |
| 100 |
1.2900 |
1.2221 |
0.0679 |
5.4% |
0.0061 |
0.5% |
48% |
False |
False |
15,432 |
| 120 |
1.2900 |
1.2112 |
0.0788 |
6.3% |
0.0054 |
0.4% |
55% |
False |
False |
12,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3094 |
|
2.618 |
1.2923 |
|
1.618 |
1.2818 |
|
1.000 |
1.2753 |
|
0.618 |
1.2713 |
|
HIGH |
1.2648 |
|
0.618 |
1.2608 |
|
0.500 |
1.2596 |
|
0.382 |
1.2583 |
|
LOW |
1.2543 |
|
0.618 |
1.2478 |
|
1.000 |
1.2438 |
|
1.618 |
1.2373 |
|
2.618 |
1.2268 |
|
4.250 |
1.2097 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2596 |
1.2602 |
| PP |
1.2579 |
1.2583 |
| S1 |
1.2563 |
1.2565 |
|