CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2619 |
1.2660 |
0.0041 |
0.3% |
1.2757 |
| High |
1.2664 |
1.2660 |
-0.0004 |
0.0% |
1.2807 |
| Low |
1.2619 |
1.2640 |
0.0021 |
0.2% |
1.2590 |
| Close |
1.2651 |
1.2640 |
-0.0011 |
-0.1% |
1.2604 |
| Range |
0.0045 |
0.0020 |
-0.0025 |
-55.6% |
0.0217 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
169 |
126 |
-43 |
-25.4% |
255 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2707 |
1.2693 |
1.2651 |
|
| R3 |
1.2687 |
1.2673 |
1.2646 |
|
| R2 |
1.2667 |
1.2667 |
1.2644 |
|
| R1 |
1.2653 |
1.2653 |
1.2642 |
1.2650 |
| PP |
1.2647 |
1.2647 |
1.2647 |
1.2645 |
| S1 |
1.2633 |
1.2633 |
1.2638 |
1.2630 |
| S2 |
1.2627 |
1.2627 |
1.2636 |
|
| S3 |
1.2607 |
1.2613 |
1.2635 |
|
| S4 |
1.2587 |
1.2593 |
1.2629 |
|
|
| 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% |
0.0078 |
0.6% |
23% |
False |
False |
99 |
| 10 |
1.2816 |
1.2590 |
0.0226 |
1.8% |
0.0052 |
0.4% |
22% |
False |
False |
69 |
| 20 |
1.2889 |
1.2590 |
0.0299 |
2.4% |
0.0043 |
0.3% |
17% |
False |
False |
147 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0032 |
0.3% |
28% |
False |
False |
91 |
| 60 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0032 |
0.3% |
28% |
False |
False |
64 |
| 80 |
1.2889 |
1.2524 |
0.0365 |
2.9% |
0.0033 |
0.3% |
32% |
False |
False |
50 |
| 100 |
1.2889 |
1.2153 |
0.0736 |
5.8% |
0.0030 |
0.2% |
66% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2745 |
|
2.618 |
1.2712 |
|
1.618 |
1.2692 |
|
1.000 |
1.2680 |
|
0.618 |
1.2672 |
|
HIGH |
1.2660 |
|
0.618 |
1.2652 |
|
0.500 |
1.2650 |
|
0.382 |
1.2648 |
|
LOW |
1.2640 |
|
0.618 |
1.2628 |
|
1.000 |
1.2620 |
|
1.618 |
1.2608 |
|
2.618 |
1.2588 |
|
4.250 |
1.2555 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2650 |
1.2639 |
| PP |
1.2647 |
1.2639 |
| S1 |
1.2643 |
1.2638 |
|