CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2739 |
1.2625 |
-0.0114 |
-0.9% |
1.2701 |
| High |
1.2765 |
1.2682 |
-0.0083 |
-0.7% |
1.2833 |
| Low |
1.2616 |
1.2621 |
0.0005 |
0.0% |
1.2691 |
| Close |
1.2626 |
1.2670 |
0.0044 |
0.3% |
1.2751 |
| Range |
0.0149 |
0.0061 |
-0.0088 |
-59.1% |
0.0142 |
| ATR |
0.0096 |
0.0093 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
95,762 |
95,389 |
-373 |
-0.4% |
227,436 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2841 |
1.2816 |
1.2704 |
|
| R3 |
1.2780 |
1.2755 |
1.2687 |
|
| R2 |
1.2719 |
1.2719 |
1.2681 |
|
| R1 |
1.2694 |
1.2694 |
1.2676 |
1.2707 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2664 |
| S1 |
1.2633 |
1.2633 |
1.2664 |
1.2646 |
| S2 |
1.2597 |
1.2597 |
1.2659 |
|
| S3 |
1.2536 |
1.2572 |
1.2653 |
|
| S4 |
1.2475 |
1.2511 |
1.2636 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3184 |
1.3110 |
1.2829 |
|
| R3 |
1.3042 |
1.2968 |
1.2790 |
|
| R2 |
1.2900 |
1.2900 |
1.2777 |
|
| R1 |
1.2826 |
1.2826 |
1.2764 |
1.2863 |
| PP |
1.2758 |
1.2758 |
1.2758 |
1.2777 |
| S1 |
1.2684 |
1.2684 |
1.2738 |
1.2721 |
| S2 |
1.2616 |
1.2616 |
1.2725 |
|
| S3 |
1.2474 |
1.2542 |
1.2712 |
|
| S4 |
1.2332 |
1.2400 |
1.2673 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0100 |
0.8% |
25% |
False |
False |
79,587 |
| 10 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0092 |
0.7% |
25% |
False |
False |
73,524 |
| 20 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0094 |
0.7% |
50% |
False |
False |
64,852 |
| 40 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0090 |
0.7% |
74% |
False |
False |
32,839 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0086 |
0.7% |
78% |
False |
False |
21,923 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0079 |
0.6% |
79% |
False |
False |
16,532 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0071 |
0.6% |
79% |
False |
False |
13,227 |
| 120 |
1.3095 |
1.2061 |
0.1034 |
8.2% |
0.0066 |
0.5% |
59% |
False |
False |
11,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2941 |
|
2.618 |
1.2842 |
|
1.618 |
1.2781 |
|
1.000 |
1.2743 |
|
0.618 |
1.2720 |
|
HIGH |
1.2682 |
|
0.618 |
1.2659 |
|
0.500 |
1.2652 |
|
0.382 |
1.2644 |
|
LOW |
1.2621 |
|
0.618 |
1.2583 |
|
1.000 |
1.2560 |
|
1.618 |
1.2522 |
|
2.618 |
1.2461 |
|
4.250 |
1.2362 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2664 |
1.2697 |
| PP |
1.2658 |
1.2688 |
| S1 |
1.2652 |
1.2679 |
|