CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2802 |
1.2762 |
-0.0040 |
-0.3% |
1.2867 |
| High |
1.2802 |
1.2764 |
-0.0038 |
-0.3% |
1.2867 |
| Low |
1.2759 |
1.2746 |
-0.0013 |
-0.1% |
1.2746 |
| Close |
1.2763 |
1.2752 |
-0.0011 |
-0.1% |
1.2752 |
| Range |
0.0043 |
0.0018 |
-0.0025 |
-58.1% |
0.0121 |
| ATR |
0.0039 |
0.0038 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
70 |
57 |
-13 |
-18.6% |
398 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2808 |
1.2798 |
1.2762 |
|
| R3 |
1.2790 |
1.2780 |
1.2757 |
|
| R2 |
1.2772 |
1.2772 |
1.2755 |
|
| R1 |
1.2762 |
1.2762 |
1.2754 |
1.2758 |
| PP |
1.2754 |
1.2754 |
1.2754 |
1.2752 |
| S1 |
1.2744 |
1.2744 |
1.2750 |
1.2740 |
| S2 |
1.2736 |
1.2736 |
1.2749 |
|
| S3 |
1.2718 |
1.2726 |
1.2747 |
|
| S4 |
1.2700 |
1.2708 |
1.2742 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3151 |
1.3073 |
1.2819 |
|
| R3 |
1.3030 |
1.2952 |
1.2785 |
|
| R2 |
1.2909 |
1.2909 |
1.2774 |
|
| R1 |
1.2831 |
1.2831 |
1.2763 |
1.2810 |
| PP |
1.2788 |
1.2788 |
1.2788 |
1.2778 |
| S1 |
1.2710 |
1.2710 |
1.2741 |
1.2689 |
| S2 |
1.2667 |
1.2667 |
1.2730 |
|
| S3 |
1.2546 |
1.2589 |
1.2719 |
|
| S4 |
1.2425 |
1.2468 |
1.2685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2867 |
1.2746 |
0.0121 |
0.9% |
0.0024 |
0.2% |
5% |
False |
True |
79 |
| 10 |
1.2889 |
1.2674 |
0.0215 |
1.7% |
0.0037 |
0.3% |
36% |
False |
False |
227 |
| 20 |
1.2889 |
1.2588 |
0.0301 |
2.4% |
0.0025 |
0.2% |
54% |
False |
False |
126 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0026 |
0.2% |
60% |
False |
False |
80 |
| 60 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0029 |
0.2% |
60% |
False |
False |
55 |
| 80 |
1.2889 |
1.2514 |
0.0375 |
2.9% |
0.0028 |
0.2% |
63% |
False |
False |
43 |
| 100 |
1.2889 |
1.2128 |
0.0761 |
6.0% |
0.0028 |
0.2% |
82% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2841 |
|
2.618 |
1.2811 |
|
1.618 |
1.2793 |
|
1.000 |
1.2782 |
|
0.618 |
1.2775 |
|
HIGH |
1.2764 |
|
0.618 |
1.2757 |
|
0.500 |
1.2755 |
|
0.382 |
1.2753 |
|
LOW |
1.2746 |
|
0.618 |
1.2735 |
|
1.000 |
1.2728 |
|
1.618 |
1.2717 |
|
2.618 |
1.2699 |
|
4.250 |
1.2670 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2755 |
1.2781 |
| PP |
1.2754 |
1.2771 |
| S1 |
1.2753 |
1.2762 |
|