CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2619 |
1.2596 |
-0.0023 |
-0.2% |
1.2619 |
| High |
1.2657 |
1.2598 |
-0.0059 |
-0.5% |
1.2664 |
| Low |
1.2600 |
1.2555 |
-0.0045 |
-0.4% |
1.2600 |
| Close |
1.2635 |
1.2555 |
-0.0080 |
-0.6% |
1.2635 |
| Range |
0.0057 |
0.0043 |
-0.0014 |
-24.6% |
0.0064 |
| ATR |
0.0047 |
0.0050 |
0.0002 |
4.9% |
0.0000 |
| Volume |
648 |
29 |
-619 |
-95.5% |
1,063 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2698 |
1.2670 |
1.2579 |
|
| R3 |
1.2655 |
1.2627 |
1.2567 |
|
| R2 |
1.2612 |
1.2612 |
1.2563 |
|
| R1 |
1.2584 |
1.2584 |
1.2559 |
1.2577 |
| PP |
1.2569 |
1.2569 |
1.2569 |
1.2566 |
| S1 |
1.2541 |
1.2541 |
1.2551 |
1.2534 |
| S2 |
1.2526 |
1.2526 |
1.2547 |
|
| S3 |
1.2483 |
1.2498 |
1.2543 |
|
| S4 |
1.2440 |
1.2455 |
1.2531 |
|
|
| Weekly Pivots for week ending 29-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 |
1.2664 |
1.2555 |
0.0109 |
0.9% |
0.0034 |
0.3% |
0% |
False |
True |
218 |
| 10 |
1.2807 |
1.2555 |
0.0252 |
2.0% |
0.0056 |
0.4% |
0% |
False |
True |
134 |
| 20 |
1.2889 |
1.2555 |
0.0334 |
2.7% |
0.0046 |
0.4% |
0% |
False |
True |
180 |
| 40 |
1.2889 |
1.2543 |
0.0346 |
2.8% |
0.0031 |
0.3% |
3% |
False |
False |
99 |
| 60 |
1.2889 |
1.2543 |
0.0346 |
2.8% |
0.0032 |
0.3% |
3% |
False |
False |
77 |
| 80 |
1.2889 |
1.2524 |
0.0365 |
2.9% |
0.0033 |
0.3% |
8% |
False |
False |
59 |
| 100 |
1.2889 |
1.2215 |
0.0674 |
5.4% |
0.0029 |
0.2% |
50% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2781 |
|
2.618 |
1.2711 |
|
1.618 |
1.2668 |
|
1.000 |
1.2641 |
|
0.618 |
1.2625 |
|
HIGH |
1.2598 |
|
0.618 |
1.2582 |
|
0.500 |
1.2577 |
|
0.382 |
1.2571 |
|
LOW |
1.2555 |
|
0.618 |
1.2528 |
|
1.000 |
1.2512 |
|
1.618 |
1.2485 |
|
2.618 |
1.2442 |
|
4.250 |
1.2372 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2577 |
1.2606 |
| PP |
1.2569 |
1.2589 |
| S1 |
1.2562 |
1.2572 |
|