CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2746 |
1.2841 |
0.0095 |
0.7% |
1.2674 |
| High |
1.2816 |
1.2889 |
0.0073 |
0.6% |
1.2889 |
| Low |
1.2746 |
1.2813 |
0.0067 |
0.5% |
1.2674 |
| Close |
1.2816 |
1.2867 |
0.0051 |
0.4% |
1.2867 |
| Range |
0.0070 |
0.0076 |
0.0006 |
8.6% |
0.0215 |
| ATR |
0.0040 |
0.0042 |
0.0003 |
6.5% |
0.0000 |
| Volume |
1,729 |
106 |
-1,623 |
-93.9% |
1,872 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3084 |
1.3052 |
1.2909 |
|
| R3 |
1.3008 |
1.2976 |
1.2888 |
|
| R2 |
1.2932 |
1.2932 |
1.2881 |
|
| R1 |
1.2900 |
1.2900 |
1.2874 |
1.2916 |
| PP |
1.2856 |
1.2856 |
1.2856 |
1.2865 |
| S1 |
1.2824 |
1.2824 |
1.2860 |
1.2840 |
| S2 |
1.2780 |
1.2780 |
1.2853 |
|
| S3 |
1.2704 |
1.2748 |
1.2846 |
|
| S4 |
1.2628 |
1.2672 |
1.2825 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3455 |
1.3376 |
1.2985 |
|
| R3 |
1.3240 |
1.3161 |
1.2926 |
|
| R2 |
1.3025 |
1.3025 |
1.2906 |
|
| R1 |
1.2946 |
1.2946 |
1.2887 |
1.2986 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2830 |
| S1 |
1.2731 |
1.2731 |
1.2847 |
1.2771 |
| S2 |
1.2595 |
1.2595 |
1.2828 |
|
| S3 |
1.2380 |
1.2516 |
1.2808 |
|
| S4 |
1.2165 |
1.2301 |
1.2749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2889 |
1.2674 |
0.0215 |
1.7% |
0.0050 |
0.4% |
90% |
True |
False |
374 |
| 10 |
1.2889 |
1.2625 |
0.0264 |
2.1% |
0.0029 |
0.2% |
92% |
True |
False |
205 |
| 20 |
1.2889 |
1.2552 |
0.0337 |
2.6% |
0.0022 |
0.2% |
93% |
True |
False |
108 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0029 |
0.2% |
94% |
True |
False |
72 |
| 60 |
1.2889 |
1.2542 |
0.0347 |
2.7% |
0.0030 |
0.2% |
94% |
True |
False |
50 |
| 80 |
1.2889 |
1.2306 |
0.0583 |
4.5% |
0.0028 |
0.2% |
96% |
True |
False |
38 |
| 100 |
1.2889 |
1.2115 |
0.0774 |
6.0% |
0.0027 |
0.2% |
97% |
True |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3212 |
|
2.618 |
1.3088 |
|
1.618 |
1.3012 |
|
1.000 |
1.2965 |
|
0.618 |
1.2936 |
|
HIGH |
1.2889 |
|
0.618 |
1.2860 |
|
0.500 |
1.2851 |
|
0.382 |
1.2842 |
|
LOW |
1.2813 |
|
0.618 |
1.2766 |
|
1.000 |
1.2737 |
|
1.618 |
1.2690 |
|
2.618 |
1.2614 |
|
4.250 |
1.2490 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2862 |
1.2848 |
| PP |
1.2856 |
1.2828 |
| S1 |
1.2851 |
1.2809 |
|