CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2721 |
1.2733 |
0.0012 |
0.1% |
1.2867 |
| High |
1.2738 |
1.2794 |
0.0056 |
0.4% |
1.2867 |
| Low |
1.2690 |
1.2703 |
0.0013 |
0.1% |
1.2746 |
| Close |
1.2736 |
1.2792 |
0.0056 |
0.4% |
1.2752 |
| Range |
0.0048 |
0.0091 |
0.0043 |
89.6% |
0.0121 |
| ATR |
0.0037 |
0.0041 |
0.0004 |
10.2% |
0.0000 |
| Volume |
45 |
108 |
63 |
140.0% |
398 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.3005 |
1.2842 |
|
| R3 |
1.2945 |
1.2914 |
1.2817 |
|
| R2 |
1.2854 |
1.2854 |
1.2809 |
|
| R1 |
1.2823 |
1.2823 |
1.2800 |
1.2839 |
| PP |
1.2763 |
1.2763 |
1.2763 |
1.2771 |
| S1 |
1.2732 |
1.2732 |
1.2784 |
1.2748 |
| S2 |
1.2672 |
1.2672 |
1.2775 |
|
| S3 |
1.2581 |
1.2641 |
1.2767 |
|
| S4 |
1.2490 |
1.2550 |
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 |
1.2802 |
1.2690 |
0.0112 |
0.9% |
0.0043 |
0.3% |
91% |
False |
False |
57 |
| 10 |
1.2889 |
1.2690 |
0.0199 |
1.6% |
0.0042 |
0.3% |
51% |
False |
False |
239 |
| 20 |
1.2889 |
1.2625 |
0.0264 |
2.1% |
0.0031 |
0.2% |
63% |
False |
False |
132 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0028 |
0.2% |
72% |
False |
False |
83 |
| 60 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0029 |
0.2% |
72% |
False |
False |
58 |
| 80 |
1.2889 |
1.2524 |
0.0365 |
2.9% |
0.0029 |
0.2% |
73% |
False |
False |
45 |
| 100 |
1.2889 |
1.2128 |
0.0761 |
5.9% |
0.0028 |
0.2% |
87% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3181 |
|
2.618 |
1.3032 |
|
1.618 |
1.2941 |
|
1.000 |
1.2885 |
|
0.618 |
1.2850 |
|
HIGH |
1.2794 |
|
0.618 |
1.2759 |
|
0.500 |
1.2749 |
|
0.382 |
1.2738 |
|
LOW |
1.2703 |
|
0.618 |
1.2647 |
|
1.000 |
1.2612 |
|
1.618 |
1.2556 |
|
2.618 |
1.2465 |
|
4.250 |
1.2316 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2778 |
1.2775 |
| PP |
1.2763 |
1.2759 |
| S1 |
1.2749 |
1.2742 |
|