CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2806 |
1.2816 |
0.0010 |
0.1% |
1.2674 |
| High |
1.2806 |
1.2816 |
0.0010 |
0.1% |
1.2889 |
| Low |
1.2805 |
1.2808 |
0.0003 |
0.0% |
1.2674 |
| Close |
1.2805 |
1.2808 |
0.0003 |
0.0% |
1.2867 |
| Range |
0.0001 |
0.0008 |
0.0007 |
700.0% |
0.0215 |
| ATR |
0.0041 |
0.0039 |
-0.0002 |
-5.2% |
0.0000 |
| Volume |
49 |
15 |
-34 |
-69.4% |
1,872 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2835 |
1.2829 |
1.2812 |
|
| R3 |
1.2827 |
1.2821 |
1.2810 |
|
| R2 |
1.2819 |
1.2819 |
1.2809 |
|
| R1 |
1.2813 |
1.2813 |
1.2809 |
1.2812 |
| PP |
1.2811 |
1.2811 |
1.2811 |
1.2810 |
| S1 |
1.2805 |
1.2805 |
1.2807 |
1.2804 |
| S2 |
1.2803 |
1.2803 |
1.2807 |
|
| S3 |
1.2795 |
1.2797 |
1.2806 |
|
| S4 |
1.2787 |
1.2789 |
1.2804 |
|
|
| 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 |
1.2746 |
0.0143 |
1.1% |
0.0041 |
0.3% |
43% |
False |
False |
421 |
| 10 |
1.2889 |
1.2625 |
0.0264 |
2.1% |
0.0034 |
0.3% |
69% |
False |
False |
228 |
| 20 |
1.2889 |
1.2552 |
0.0337 |
2.6% |
0.0023 |
0.2% |
76% |
False |
False |
121 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0027 |
0.2% |
77% |
False |
False |
78 |
| 60 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0029 |
0.2% |
77% |
False |
False |
54 |
| 80 |
1.2889 |
1.2402 |
0.0487 |
3.8% |
0.0028 |
0.2% |
83% |
False |
False |
42 |
| 100 |
1.2889 |
1.2115 |
0.0774 |
6.0% |
0.0028 |
0.2% |
90% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2850 |
|
2.618 |
1.2837 |
|
1.618 |
1.2829 |
|
1.000 |
1.2824 |
|
0.618 |
1.2821 |
|
HIGH |
1.2816 |
|
0.618 |
1.2813 |
|
0.500 |
1.2812 |
|
0.382 |
1.2811 |
|
LOW |
1.2808 |
|
0.618 |
1.2803 |
|
1.000 |
1.2800 |
|
1.618 |
1.2795 |
|
2.618 |
1.2787 |
|
4.250 |
1.2774 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2812 |
1.2836 |
| PP |
1.2811 |
1.2827 |
| S1 |
1.2809 |
1.2817 |
|