CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2792 |
1.2686 |
-0.0106 |
-0.8% |
1.2757 |
| High |
1.2807 |
1.2686 |
-0.0121 |
-0.9% |
1.2807 |
| Low |
1.2671 |
1.2590 |
-0.0081 |
-0.6% |
1.2590 |
| Close |
1.2671 |
1.2604 |
-0.0067 |
-0.5% |
1.2604 |
| Range |
0.0136 |
0.0096 |
-0.0040 |
-29.4% |
0.0217 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
7.1% |
0.0000 |
| Volume |
44 |
50 |
6 |
13.6% |
255 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2915 |
1.2855 |
1.2657 |
|
| R3 |
1.2819 |
1.2759 |
1.2630 |
|
| R2 |
1.2723 |
1.2723 |
1.2622 |
|
| R1 |
1.2663 |
1.2663 |
1.2613 |
1.2645 |
| PP |
1.2627 |
1.2627 |
1.2627 |
1.2618 |
| S1 |
1.2567 |
1.2567 |
1.2595 |
1.2549 |
| S2 |
1.2531 |
1.2531 |
1.2586 |
|
| S3 |
1.2435 |
1.2471 |
1.2578 |
|
| S4 |
1.2339 |
1.2375 |
1.2551 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3318 |
1.3178 |
1.2723 |
|
| R3 |
1.3101 |
1.2961 |
1.2664 |
|
| R2 |
1.2884 |
1.2884 |
1.2644 |
|
| R1 |
1.2744 |
1.2744 |
1.2624 |
1.2706 |
| PP |
1.2667 |
1.2667 |
1.2667 |
1.2648 |
| S1 |
1.2527 |
1.2527 |
1.2584 |
1.2489 |
| S2 |
1.2450 |
1.2450 |
1.2564 |
|
| S3 |
1.2233 |
1.2310 |
1.2544 |
|
| S4 |
1.2016 |
1.2093 |
1.2485 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2807 |
1.2590 |
0.0217 |
1.7% |
0.0077 |
0.6% |
6% |
False |
True |
51 |
| 10 |
1.2867 |
1.2590 |
0.0277 |
2.2% |
0.0051 |
0.4% |
5% |
False |
True |
65 |
| 20 |
1.2889 |
1.2590 |
0.0299 |
2.4% |
0.0040 |
0.3% |
5% |
False |
True |
135 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0032 |
0.3% |
18% |
False |
False |
84 |
| 60 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0033 |
0.3% |
18% |
False |
False |
59 |
| 80 |
1.2889 |
1.2524 |
0.0365 |
2.9% |
0.0032 |
0.3% |
22% |
False |
False |
46 |
| 100 |
1.2889 |
1.2153 |
0.0736 |
5.8% |
0.0030 |
0.2% |
61% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3094 |
|
2.618 |
1.2937 |
|
1.618 |
1.2841 |
|
1.000 |
1.2782 |
|
0.618 |
1.2745 |
|
HIGH |
1.2686 |
|
0.618 |
1.2649 |
|
0.500 |
1.2638 |
|
0.382 |
1.2627 |
|
LOW |
1.2590 |
|
0.618 |
1.2531 |
|
1.000 |
1.2494 |
|
1.618 |
1.2435 |
|
2.618 |
1.2339 |
|
4.250 |
1.2182 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2638 |
1.2699 |
| PP |
1.2627 |
1.2667 |
| S1 |
1.2615 |
1.2636 |
|