CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2636 |
1.2556 |
-0.0080 |
-0.6% |
1.2601 |
| High |
1.2648 |
1.2584 |
-0.0064 |
-0.5% |
1.2673 |
| Low |
1.2543 |
1.2543 |
0.0000 |
0.0% |
1.2590 |
| Close |
1.2546 |
1.2574 |
0.0028 |
0.2% |
1.2627 |
| Range |
0.0105 |
0.0041 |
-0.0064 |
-61.0% |
0.0083 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
84,099 |
98,906 |
14,807 |
17.6% |
361,201 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2690 |
1.2673 |
1.2597 |
|
| R3 |
1.2649 |
1.2632 |
1.2585 |
|
| R2 |
1.2608 |
1.2608 |
1.2582 |
|
| R1 |
1.2591 |
1.2591 |
1.2578 |
1.2600 |
| PP |
1.2567 |
1.2567 |
1.2567 |
1.2571 |
| S1 |
1.2550 |
1.2550 |
1.2570 |
1.2559 |
| S2 |
1.2526 |
1.2526 |
1.2566 |
|
| S3 |
1.2485 |
1.2509 |
1.2563 |
|
| S4 |
1.2444 |
1.2468 |
1.2551 |
|
|
| 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% |
0.0059 |
0.5% |
24% |
False |
True |
87,767 |
| 10 |
1.2810 |
1.2543 |
0.0267 |
2.1% |
0.0078 |
0.6% |
12% |
False |
True |
103,453 |
| 20 |
1.2900 |
1.2543 |
0.0357 |
2.8% |
0.0072 |
0.6% |
9% |
False |
True |
80,183 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0065 |
0.5% |
10% |
False |
False |
40,597 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0066 |
0.5% |
10% |
False |
False |
27,166 |
| 80 |
1.2900 |
1.2527 |
0.0373 |
3.0% |
0.0066 |
0.5% |
13% |
False |
False |
20,461 |
| 100 |
1.2900 |
1.2221 |
0.0679 |
5.4% |
0.0061 |
0.5% |
52% |
False |
False |
16,421 |
| 120 |
1.2900 |
1.2112 |
0.0788 |
6.3% |
0.0054 |
0.4% |
59% |
False |
False |
13,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2758 |
|
2.618 |
1.2691 |
|
1.618 |
1.2650 |
|
1.000 |
1.2625 |
|
0.618 |
1.2609 |
|
HIGH |
1.2584 |
|
0.618 |
1.2568 |
|
0.500 |
1.2564 |
|
0.382 |
1.2559 |
|
LOW |
1.2543 |
|
0.618 |
1.2518 |
|
1.000 |
1.2502 |
|
1.618 |
1.2477 |
|
2.618 |
1.2436 |
|
4.250 |
1.2369 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2571 |
1.2602 |
| PP |
1.2567 |
1.2592 |
| S1 |
1.2564 |
1.2583 |
|