CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2841 |
1.2867 |
0.0026 |
0.2% |
1.2674 |
| High |
1.2889 |
1.2867 |
-0.0022 |
-0.2% |
1.2889 |
| Low |
1.2813 |
1.2818 |
0.0005 |
0.0% |
1.2674 |
| Close |
1.2867 |
1.2818 |
-0.0049 |
-0.4% |
1.2867 |
| Range |
0.0076 |
0.0049 |
-0.0027 |
-35.5% |
0.0215 |
| ATR |
0.0042 |
0.0043 |
0.0000 |
1.1% |
0.0000 |
| Volume |
106 |
207 |
101 |
95.3% |
1,872 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2981 |
1.2949 |
1.2845 |
|
| R3 |
1.2932 |
1.2900 |
1.2831 |
|
| R2 |
1.2883 |
1.2883 |
1.2827 |
|
| R1 |
1.2851 |
1.2851 |
1.2822 |
1.2843 |
| PP |
1.2834 |
1.2834 |
1.2834 |
1.2830 |
| S1 |
1.2802 |
1.2802 |
1.2814 |
1.2794 |
| S2 |
1.2785 |
1.2785 |
1.2809 |
|
| S3 |
1.2736 |
1.2753 |
1.2805 |
|
| S4 |
1.2687 |
1.2704 |
1.2791 |
|
|
| 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 |
1.2713 |
0.0176 |
1.4% |
0.0053 |
0.4% |
60% |
False |
False |
413 |
| 10 |
1.2889 |
1.2625 |
0.0264 |
2.1% |
0.0033 |
0.3% |
73% |
False |
False |
222 |
| 20 |
1.2889 |
1.2552 |
0.0337 |
2.6% |
0.0023 |
0.2% |
79% |
False |
False |
118 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0030 |
0.2% |
79% |
False |
False |
77 |
| 60 |
1.2889 |
1.2542 |
0.0347 |
2.7% |
0.0031 |
0.2% |
80% |
False |
False |
53 |
| 80 |
1.2889 |
1.2402 |
0.0487 |
3.8% |
0.0028 |
0.2% |
85% |
False |
False |
41 |
| 100 |
1.2889 |
1.2115 |
0.0774 |
6.0% |
0.0028 |
0.2% |
91% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3075 |
|
2.618 |
1.2995 |
|
1.618 |
1.2946 |
|
1.000 |
1.2916 |
|
0.618 |
1.2897 |
|
HIGH |
1.2867 |
|
0.618 |
1.2848 |
|
0.500 |
1.2843 |
|
0.382 |
1.2837 |
|
LOW |
1.2818 |
|
0.618 |
1.2788 |
|
1.000 |
1.2769 |
|
1.618 |
1.2739 |
|
2.618 |
1.2690 |
|
4.250 |
1.2610 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2843 |
1.2818 |
| PP |
1.2834 |
1.2818 |
| S1 |
1.2826 |
1.2818 |
|