CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 19-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2024 |
19-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2757 |
1.2721 |
-0.0036 |
-0.3% |
1.2867 |
| High |
1.2759 |
1.2738 |
-0.0021 |
-0.2% |
1.2867 |
| Low |
1.2743 |
1.2690 |
-0.0053 |
-0.4% |
1.2746 |
| Close |
1.2743 |
1.2736 |
-0.0007 |
-0.1% |
1.2752 |
| Range |
0.0016 |
0.0048 |
0.0032 |
200.0% |
0.0121 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
3.3% |
0.0000 |
| Volume |
8 |
45 |
37 |
462.5% |
398 |
|
| Daily Pivots for day following 19-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2865 |
1.2849 |
1.2762 |
|
| R3 |
1.2817 |
1.2801 |
1.2749 |
|
| R2 |
1.2769 |
1.2769 |
1.2745 |
|
| R1 |
1.2753 |
1.2753 |
1.2740 |
1.2761 |
| PP |
1.2721 |
1.2721 |
1.2721 |
1.2726 |
| S1 |
1.2705 |
1.2705 |
1.2732 |
1.2713 |
| S2 |
1.2673 |
1.2673 |
1.2727 |
|
| S3 |
1.2625 |
1.2657 |
1.2723 |
|
| S4 |
1.2577 |
1.2609 |
1.2710 |
|
|
| 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 |
1.2816 |
1.2690 |
0.0126 |
1.0% |
0.0027 |
0.2% |
37% |
False |
True |
39 |
| 10 |
1.2889 |
1.2690 |
0.0199 |
1.6% |
0.0037 |
0.3% |
23% |
False |
True |
230 |
| 20 |
1.2889 |
1.2625 |
0.0264 |
2.1% |
0.0026 |
0.2% |
42% |
False |
False |
127 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0027 |
0.2% |
56% |
False |
False |
80 |
| 60 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0028 |
0.2% |
56% |
False |
False |
56 |
| 80 |
1.2889 |
1.2514 |
0.0375 |
2.9% |
0.0028 |
0.2% |
59% |
False |
False |
44 |
| 100 |
1.2889 |
1.2128 |
0.0761 |
6.0% |
0.0027 |
0.2% |
80% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2942 |
|
2.618 |
1.2864 |
|
1.618 |
1.2816 |
|
1.000 |
1.2786 |
|
0.618 |
1.2768 |
|
HIGH |
1.2738 |
|
0.618 |
1.2720 |
|
0.500 |
1.2714 |
|
0.382 |
1.2708 |
|
LOW |
1.2690 |
|
0.618 |
1.2660 |
|
1.000 |
1.2642 |
|
1.618 |
1.2612 |
|
2.618 |
1.2564 |
|
4.250 |
1.2486 |
|
|
| Fisher Pivots for day following 19-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2729 |
1.2733 |
| PP |
1.2721 |
1.2730 |
| S1 |
1.2714 |
1.2727 |
|