CME British Pound Future March 2024


Trading Metrics calculated at close of trading on 21-Jun-2023
Day Change Summary
Previous Current
20-Jun-2023 21-Jun-2023 Change Change % Previous Week
Open 1.2801 1.2767 -0.0034 -0.3% 1.2576
High 1.2801 1.2767 -0.0034 -0.3% 1.2800
Low 1.2761 1.2767 0.0006 0.0% 1.2507
Close 1.2761 1.2767 0.0006 0.0% 1.2837
Range 0.0040 0.0000 -0.0040 -100.0% 0.0293
ATR 0.0063 0.0059 -0.0004 -6.5% 0.0000
Volume 18 1 -17 -94.4% 5
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.2767 1.2767 1.2767
R3 1.2767 1.2767 1.2767
R2 1.2767 1.2767 1.2767
R1 1.2767 1.2767 1.2767 1.2767
PP 1.2767 1.2767 1.2767 1.2767
S1 1.2767 1.2767 1.2767 1.2767
S2 1.2767 1.2767 1.2767
S3 1.2767 1.2767 1.2767
S4 1.2767 1.2767 1.2767
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 1.3594 1.3508 1.2998
R3 1.3301 1.3215 1.2918
R2 1.3008 1.3008 1.2891
R1 1.2922 1.2922 1.2864 1.2965
PP 1.2715 1.2715 1.2715 1.2736
S1 1.2629 1.2629 1.2810 1.2672
S2 1.2422 1.2422 1.2783
S3 1.2129 1.2336 1.2756
S4 1.1836 1.2043 1.2676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2801 1.2677 0.0124 1.0% 0.0001 0.0% 73% False False 3
10 1.2801 1.2435 0.0366 2.9% 0.0017 0.1% 91% False False 3
20 1.2801 1.2324 0.0477 3.7% 0.0019 0.2% 93% False False 2
40 1.2801 1.2324 0.0477 3.7% 0.0020 0.2% 93% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2767
2.618 1.2767
1.618 1.2767
1.000 1.2767
0.618 1.2767
HIGH 1.2767
0.618 1.2767
0.500 1.2767
0.382 1.2767
LOW 1.2767
0.618 1.2767
1.000 1.2767
1.618 1.2767
2.618 1.2767
4.250 1.2767
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 1.2767 1.2781
PP 1.2767 1.2776
S1 1.2767 1.2772

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

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