CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2733 |
1.2792 |
0.0059 |
0.5% |
1.2867 |
| High |
1.2794 |
1.2807 |
0.0013 |
0.1% |
1.2867 |
| Low |
1.2703 |
1.2671 |
-0.0032 |
-0.3% |
1.2746 |
| Close |
1.2792 |
1.2671 |
-0.0121 |
-0.9% |
1.2752 |
| Range |
0.0091 |
0.0136 |
0.0045 |
49.5% |
0.0121 |
| ATR |
0.0041 |
0.0048 |
0.0007 |
16.4% |
0.0000 |
| Volume |
108 |
44 |
-64 |
-59.3% |
398 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3124 |
1.3034 |
1.2746 |
|
| R3 |
1.2988 |
1.2898 |
1.2708 |
|
| R2 |
1.2852 |
1.2852 |
1.2696 |
|
| R1 |
1.2762 |
1.2762 |
1.2683 |
1.2739 |
| PP |
1.2716 |
1.2716 |
1.2716 |
1.2705 |
| S1 |
1.2626 |
1.2626 |
1.2659 |
1.2603 |
| S2 |
1.2580 |
1.2580 |
1.2646 |
|
| S3 |
1.2444 |
1.2490 |
1.2634 |
|
| S4 |
1.2308 |
1.2354 |
1.2596 |
|
|
| 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 |
1.2807 |
1.2671 |
0.0136 |
1.1% |
0.0062 |
0.5% |
0% |
True |
True |
52 |
| 10 |
1.2889 |
1.2671 |
0.0218 |
1.7% |
0.0049 |
0.4% |
0% |
False |
True |
70 |
| 20 |
1.2889 |
1.2625 |
0.0264 |
2.1% |
0.0036 |
0.3% |
17% |
False |
False |
134 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0030 |
0.2% |
37% |
False |
False |
83 |
| 60 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0031 |
0.2% |
37% |
False |
False |
58 |
| 80 |
1.2889 |
1.2524 |
0.0365 |
2.9% |
0.0031 |
0.2% |
40% |
False |
False |
46 |
| 100 |
1.2889 |
1.2133 |
0.0756 |
6.0% |
0.0029 |
0.2% |
71% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3385 |
|
2.618 |
1.3163 |
|
1.618 |
1.3027 |
|
1.000 |
1.2943 |
|
0.618 |
1.2891 |
|
HIGH |
1.2807 |
|
0.618 |
1.2755 |
|
0.500 |
1.2739 |
|
0.382 |
1.2723 |
|
LOW |
1.2671 |
|
0.618 |
1.2587 |
|
1.000 |
1.2535 |
|
1.618 |
1.2451 |
|
2.618 |
1.2315 |
|
4.250 |
1.2093 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2739 |
1.2739 |
| PP |
1.2716 |
1.2716 |
| S1 |
1.2694 |
1.2694 |
|