CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2653 |
1.2674 |
0.0021 |
0.2% |
1.2695 |
| High |
1.2664 |
1.2707 |
0.0043 |
0.3% |
1.2699 |
| Low |
1.2643 |
1.2674 |
0.0031 |
0.2% |
1.2625 |
| Close |
1.2673 |
1.2702 |
0.0029 |
0.2% |
1.2673 |
| Range |
0.0021 |
0.0033 |
0.0012 |
57.1% |
0.0074 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
132 |
11 |
-121 |
-91.7% |
185 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2793 |
1.2781 |
1.2720 |
|
| R3 |
1.2760 |
1.2748 |
1.2711 |
|
| R2 |
1.2727 |
1.2727 |
1.2708 |
|
| R1 |
1.2715 |
1.2715 |
1.2705 |
1.2721 |
| PP |
1.2694 |
1.2694 |
1.2694 |
1.2698 |
| S1 |
1.2682 |
1.2682 |
1.2699 |
1.2688 |
| S2 |
1.2661 |
1.2661 |
1.2696 |
|
| S3 |
1.2628 |
1.2649 |
1.2693 |
|
| S4 |
1.2595 |
1.2616 |
1.2684 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2888 |
1.2854 |
1.2714 |
|
| R3 |
1.2814 |
1.2780 |
1.2693 |
|
| R2 |
1.2740 |
1.2740 |
1.2687 |
|
| R1 |
1.2706 |
1.2706 |
1.2680 |
1.2686 |
| PP |
1.2666 |
1.2666 |
1.2666 |
1.2656 |
| S1 |
1.2632 |
1.2632 |
1.2666 |
1.2612 |
| S2 |
1.2592 |
1.2592 |
1.2659 |
|
| S3 |
1.2518 |
1.2558 |
1.2653 |
|
| S4 |
1.2444 |
1.2484 |
1.2632 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2707 |
1.2625 |
0.0082 |
0.6% |
0.0013 |
0.1% |
94% |
True |
False |
31 |
| 10 |
1.2707 |
1.2625 |
0.0082 |
0.6% |
0.0013 |
0.1% |
94% |
True |
False |
24 |
| 20 |
1.2707 |
1.2543 |
0.0164 |
1.3% |
0.0012 |
0.1% |
97% |
True |
False |
18 |
| 40 |
1.2785 |
1.2543 |
0.0242 |
1.9% |
0.0026 |
0.2% |
66% |
False |
False |
25 |
| 60 |
1.2817 |
1.2524 |
0.0293 |
2.3% |
0.0029 |
0.2% |
61% |
False |
False |
19 |
| 80 |
1.2817 |
1.2215 |
0.0602 |
4.7% |
0.0026 |
0.2% |
81% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2847 |
|
2.618 |
1.2793 |
|
1.618 |
1.2760 |
|
1.000 |
1.2740 |
|
0.618 |
1.2727 |
|
HIGH |
1.2707 |
|
0.618 |
1.2694 |
|
0.500 |
1.2691 |
|
0.382 |
1.2687 |
|
LOW |
1.2674 |
|
0.618 |
1.2654 |
|
1.000 |
1.2641 |
|
1.618 |
1.2621 |
|
2.618 |
1.2588 |
|
4.250 |
1.2534 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2698 |
1.2690 |
| PP |
1.2694 |
1.2678 |
| S1 |
1.2691 |
1.2666 |
|