CME British Pound Future March 2024


Trading Metrics calculated at close of trading on 15-Jun-2023
Day Change Summary
Previous Current
14-Jun-2023 15-Jun-2023 Change Change % Previous Week
Open 1.2677 1.2786 0.0109 0.9% 1.2452
High 1.2677 1.2786 0.0109 0.9% 1.2607
Low 1.2677 1.2786 0.0109 0.9% 1.2419
Close 1.2677 1.2786 0.0109 0.9% 1.2594
Range
ATR 0.0060 0.0063 0.0004 5.9% 0.0000
Volume
Daily Pivots for day following 15-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.2786 1.2786 1.2786
R3 1.2786 1.2786 1.2786
R2 1.2786 1.2786 1.2786
R1 1.2786 1.2786 1.2786 1.2786
PP 1.2786 1.2786 1.2786 1.2786
S1 1.2786 1.2786 1.2786 1.2786
S2 1.2786 1.2786 1.2786
S3 1.2786 1.2786 1.2786
S4 1.2786 1.2786 1.2786
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.3104 1.3037 1.2697
R3 1.2916 1.2849 1.2646
R2 1.2728 1.2728 1.2628
R1 1.2661 1.2661 1.2611 1.2695
PP 1.2540 1.2540 1.2540 1.2557
S1 1.2473 1.2473 1.2577 1.2507
S2 1.2352 1.2352 1.2560
S3 1.2164 1.2285 1.2542
S4 1.1976 1.2097 1.2491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2786 1.2507 0.0279 2.2% 0.0029 0.2% 100% True False 1
10 1.2786 1.2419 0.0367 2.9% 0.0029 0.2% 100% True False 1
20 1.2786 1.2324 0.0462 3.6% 0.0023 0.2% 100% True False 1
40 1.2786 1.2324 0.0462 3.6% 0.0022 0.2% 100% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Fibonacci Retracements and Extensions
4.250 1.2786
2.618 1.2786
1.618 1.2786
1.000 1.2786
0.618 1.2786
HIGH 1.2786
0.618 1.2786
0.500 1.2786
0.382 1.2786
LOW 1.2786
0.618 1.2786
1.000 1.2786
1.618 1.2786
2.618 1.2786
4.250 1.2786
Fisher Pivots for day following 15-Jun-2023
Pivot 1 day 3 day
R1 1.2786 1.2753
PP 1.2786 1.2719
S1 1.2786 1.2686

These figures are updated between 7pm and 10pm EST after a trading day.

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