CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2556 |
1.2583 |
0.0027 |
0.2% |
1.2601 |
| High |
1.2584 |
1.2662 |
0.0078 |
0.6% |
1.2673 |
| Low |
1.2543 |
1.2568 |
0.0025 |
0.2% |
1.2590 |
| Close |
1.2574 |
1.2659 |
0.0085 |
0.7% |
1.2627 |
| Range |
0.0041 |
0.0094 |
0.0053 |
129.3% |
0.0083 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.6% |
0.0000 |
| Volume |
98,906 |
89,198 |
-9,708 |
-9.8% |
361,201 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2912 |
1.2879 |
1.2711 |
|
| R3 |
1.2818 |
1.2785 |
1.2685 |
|
| R2 |
1.2724 |
1.2724 |
1.2676 |
|
| R1 |
1.2691 |
1.2691 |
1.2668 |
1.2708 |
| PP |
1.2630 |
1.2630 |
1.2630 |
1.2638 |
| S1 |
1.2597 |
1.2597 |
1.2650 |
1.2614 |
| S2 |
1.2536 |
1.2536 |
1.2642 |
|
| S3 |
1.2442 |
1.2503 |
1.2633 |
|
| S4 |
1.2348 |
1.2409 |
1.2607 |
|
|
| 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 |
1.2662 |
1.2543 |
0.0119 |
0.9% |
0.0069 |
0.5% |
97% |
True |
False |
90,288 |
| 10 |
1.2810 |
1.2543 |
0.0267 |
2.1% |
0.0081 |
0.6% |
43% |
False |
False |
103,140 |
| 20 |
1.2900 |
1.2543 |
0.0357 |
2.8% |
0.0073 |
0.6% |
32% |
False |
False |
84,424 |
| 40 |
1.2900 |
1.2542 |
0.0358 |
2.8% |
0.0065 |
0.5% |
33% |
False |
False |
42,819 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0065 |
0.5% |
34% |
False |
False |
28,643 |
| 80 |
1.2900 |
1.2527 |
0.0373 |
2.9% |
0.0066 |
0.5% |
35% |
False |
False |
21,573 |
| 100 |
1.2900 |
1.2221 |
0.0679 |
5.4% |
0.0062 |
0.5% |
65% |
False |
False |
17,313 |
| 120 |
1.2900 |
1.2112 |
0.0788 |
6.2% |
0.0055 |
0.4% |
69% |
False |
False |
14,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3062 |
|
2.618 |
1.2908 |
|
1.618 |
1.2814 |
|
1.000 |
1.2756 |
|
0.618 |
1.2720 |
|
HIGH |
1.2662 |
|
0.618 |
1.2626 |
|
0.500 |
1.2615 |
|
0.382 |
1.2604 |
|
LOW |
1.2568 |
|
0.618 |
1.2510 |
|
1.000 |
1.2474 |
|
1.618 |
1.2416 |
|
2.618 |
1.2322 |
|
4.250 |
1.2169 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2644 |
1.2640 |
| PP |
1.2630 |
1.2621 |
| S1 |
1.2615 |
1.2603 |
|