CME British Pound Future March 2024


Trading Metrics calculated at close of trading on 29-Aug-2023
Day Change Summary
Previous Current
28-Aug-2023 29-Aug-2023 Change Change % Previous Week
Open 1.2603 1.2632 0.0029 0.2% 1.2755
High 1.2603 1.2632 0.0029 0.2% 1.2768
Low 1.2603 1.2632 0.0029 0.2% 1.2551
Close 1.2603 1.2632 0.0029 0.2% 1.2596
Range
ATR 0.0058 0.0056 -0.0002 -3.6% 0.0000
Volume
Daily Pivots for day following 29-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.2632 1.2632 1.2632
R3 1.2632 1.2632 1.2632
R2 1.2632 1.2632 1.2632
R1 1.2632 1.2632 1.2632 1.2632
PP 1.2632 1.2632 1.2632 1.2632
S1 1.2632 1.2632 1.2632 1.2632
S2 1.2632 1.2632 1.2632
S3 1.2632 1.2632 1.2632
S4 1.2632 1.2632 1.2632
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.3289 1.3160 1.2715
R3 1.3072 1.2943 1.2656
R2 1.2855 1.2855 1.2636
R1 1.2726 1.2726 1.2616 1.2682
PP 1.2638 1.2638 1.2638 1.2617
S1 1.2509 1.2509 1.2576 1.2465
S2 1.2421 1.2421 1.2556
S3 1.2204 1.2292 1.2536
S4 1.1987 1.2075 1.2477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2713 1.2551 0.0162 1.3% 0.0053 0.4% 50% False False 6
10 1.2768 1.2551 0.0217 1.7% 0.0040 0.3% 37% False False 6
20 1.2797 1.2551 0.0246 1.9% 0.0042 0.3% 33% False False 6
40 1.3105 1.2551 0.0554 4.4% 0.0043 0.3% 15% False False 5
60 1.3105 1.2419 0.0686 5.4% 0.0034 0.3% 31% False False 5
80 1.3105 1.2324 0.0781 6.2% 0.0031 0.2% 39% False False 4
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Fibonacci Retracements and Extensions
4.250 1.2632
2.618 1.2632
1.618 1.2632
1.000 1.2632
0.618 1.2632
HIGH 1.2632
0.618 1.2632
0.500 1.2632
0.382 1.2632
LOW 1.2632
0.618 1.2632
1.000 1.2632
1.618 1.2632
2.618 1.2632
4.250 1.2632
Fisher Pivots for day following 29-Aug-2023
Pivot 1 day 3 day
R1 1.2632 1.2619
PP 1.2632 1.2605
S1 1.2632 1.2592

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

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