CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2638 |
1.2619 |
-0.0019 |
-0.2% |
1.2619 |
| High |
1.2644 |
1.2657 |
0.0013 |
0.1% |
1.2664 |
| Low |
1.2637 |
1.2600 |
-0.0037 |
-0.3% |
1.2600 |
| Close |
1.2644 |
1.2635 |
-0.0009 |
-0.1% |
1.2635 |
| Range |
0.0007 |
0.0057 |
0.0050 |
714.3% |
0.0064 |
| ATR |
0.0047 |
0.0047 |
0.0001 |
1.6% |
0.0000 |
| Volume |
120 |
648 |
528 |
440.0% |
1,063 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2802 |
1.2775 |
1.2666 |
|
| R3 |
1.2745 |
1.2718 |
1.2651 |
|
| R2 |
1.2688 |
1.2688 |
1.2645 |
|
| R1 |
1.2661 |
1.2661 |
1.2640 |
1.2675 |
| PP |
1.2631 |
1.2631 |
1.2631 |
1.2637 |
| S1 |
1.2604 |
1.2604 |
1.2630 |
1.2618 |
| S2 |
1.2574 |
1.2574 |
1.2625 |
|
| S3 |
1.2517 |
1.2547 |
1.2619 |
|
| S4 |
1.2460 |
1.2490 |
1.2604 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2825 |
1.2794 |
1.2670 |
|
| R3 |
1.2761 |
1.2730 |
1.2653 |
|
| R2 |
1.2697 |
1.2697 |
1.2647 |
|
| R1 |
1.2666 |
1.2666 |
1.2641 |
1.2682 |
| PP |
1.2633 |
1.2633 |
1.2633 |
1.2641 |
| S1 |
1.2602 |
1.2602 |
1.2629 |
1.2618 |
| S2 |
1.2569 |
1.2569 |
1.2623 |
|
| S3 |
1.2505 |
1.2538 |
1.2617 |
|
| S4 |
1.2441 |
1.2474 |
1.2600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2686 |
1.2590 |
0.0096 |
0.8% |
0.0045 |
0.4% |
47% |
False |
False |
222 |
| 10 |
1.2807 |
1.2590 |
0.0217 |
1.7% |
0.0053 |
0.4% |
21% |
False |
False |
137 |
| 20 |
1.2889 |
1.2590 |
0.0299 |
2.4% |
0.0045 |
0.4% |
15% |
False |
False |
186 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0030 |
0.2% |
27% |
False |
False |
99 |
| 60 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0032 |
0.3% |
27% |
False |
False |
77 |
| 80 |
1.2889 |
1.2524 |
0.0365 |
2.9% |
0.0032 |
0.3% |
30% |
False |
False |
59 |
| 100 |
1.2889 |
1.2210 |
0.0679 |
5.4% |
0.0031 |
0.2% |
63% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2899 |
|
2.618 |
1.2806 |
|
1.618 |
1.2749 |
|
1.000 |
1.2714 |
|
0.618 |
1.2692 |
|
HIGH |
1.2657 |
|
0.618 |
1.2635 |
|
0.500 |
1.2629 |
|
0.382 |
1.2622 |
|
LOW |
1.2600 |
|
0.618 |
1.2565 |
|
1.000 |
1.2543 |
|
1.618 |
1.2508 |
|
2.618 |
1.2451 |
|
4.250 |
1.2358 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2633 |
1.2633 |
| PP |
1.2631 |
1.2632 |
| S1 |
1.2629 |
1.2630 |
|