CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2557 |
1.2585 |
0.0028 |
0.2% |
1.2619 |
| High |
1.2583 |
1.2667 |
0.0084 |
0.7% |
1.2664 |
| Low |
1.2557 |
1.2585 |
0.0028 |
0.2% |
1.2600 |
| Close |
1.2582 |
1.2667 |
0.0085 |
0.7% |
1.2635 |
| Range |
0.0026 |
0.0082 |
0.0056 |
215.4% |
0.0064 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
5.4% |
0.0000 |
| Volume |
135 |
50 |
-85 |
-63.0% |
1,063 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2886 |
1.2858 |
1.2712 |
|
| R3 |
1.2804 |
1.2776 |
1.2690 |
|
| R2 |
1.2722 |
1.2722 |
1.2682 |
|
| R1 |
1.2694 |
1.2694 |
1.2675 |
1.2708 |
| PP |
1.2640 |
1.2640 |
1.2640 |
1.2647 |
| S1 |
1.2612 |
1.2612 |
1.2659 |
1.2626 |
| S2 |
1.2558 |
1.2558 |
1.2652 |
|
| S3 |
1.2476 |
1.2530 |
1.2644 |
|
| S4 |
1.2394 |
1.2448 |
1.2622 |
|
|
| 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 |
1.2667 |
1.2555 |
0.0112 |
0.9% |
0.0043 |
0.3% |
100% |
True |
False |
196 |
| 10 |
1.2807 |
1.2555 |
0.0252 |
2.0% |
0.0060 |
0.5% |
44% |
False |
False |
147 |
| 20 |
1.2889 |
1.2555 |
0.0334 |
2.6% |
0.0049 |
0.4% |
34% |
False |
False |
189 |
| 40 |
1.2889 |
1.2552 |
0.0337 |
2.7% |
0.0031 |
0.2% |
34% |
False |
False |
104 |
| 60 |
1.2889 |
1.2543 |
0.0346 |
2.7% |
0.0033 |
0.3% |
36% |
False |
False |
80 |
| 80 |
1.2889 |
1.2524 |
0.0365 |
2.9% |
0.0034 |
0.3% |
39% |
False |
False |
62 |
| 100 |
1.2889 |
1.2215 |
0.0674 |
5.3% |
0.0030 |
0.2% |
67% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3016 |
|
2.618 |
1.2882 |
|
1.618 |
1.2800 |
|
1.000 |
1.2749 |
|
0.618 |
1.2718 |
|
HIGH |
1.2667 |
|
0.618 |
1.2636 |
|
0.500 |
1.2626 |
|
0.382 |
1.2616 |
|
LOW |
1.2585 |
|
0.618 |
1.2534 |
|
1.000 |
1.2503 |
|
1.618 |
1.2452 |
|
2.618 |
1.2370 |
|
4.250 |
1.2237 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2653 |
1.2648 |
| PP |
1.2640 |
1.2630 |
| S1 |
1.2626 |
1.2611 |
|