CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2625 |
1.2676 |
0.0051 |
0.4% |
1.2701 |
| High |
1.2682 |
1.2735 |
0.0053 |
0.4% |
1.2833 |
| Low |
1.2621 |
1.2663 |
0.0042 |
0.3% |
1.2691 |
| Close |
1.2670 |
1.2689 |
0.0019 |
0.1% |
1.2751 |
| Range |
0.0061 |
0.0072 |
0.0011 |
18.0% |
0.0142 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
95,389 |
84,919 |
-10,470 |
-11.0% |
227,436 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2912 |
1.2872 |
1.2729 |
|
| R3 |
1.2840 |
1.2800 |
1.2709 |
|
| R2 |
1.2768 |
1.2768 |
1.2702 |
|
| R1 |
1.2728 |
1.2728 |
1.2696 |
1.2748 |
| PP |
1.2696 |
1.2696 |
1.2696 |
1.2706 |
| S1 |
1.2656 |
1.2656 |
1.2682 |
1.2676 |
| S2 |
1.2624 |
1.2624 |
1.2676 |
|
| S3 |
1.2552 |
1.2584 |
1.2669 |
|
| S4 |
1.2480 |
1.2512 |
1.2649 |
|
|
| 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% |
0.0094 |
0.7% |
34% |
False |
False |
84,393 |
| 10 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0088 |
0.7% |
34% |
False |
False |
73,948 |
| 20 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0094 |
0.7% |
56% |
False |
False |
69,014 |
| 40 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0090 |
0.7% |
77% |
False |
False |
34,960 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0086 |
0.7% |
81% |
False |
False |
23,338 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0080 |
0.6% |
81% |
False |
False |
17,593 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0071 |
0.6% |
81% |
False |
False |
14,076 |
| 120 |
1.3065 |
1.2061 |
0.1004 |
7.9% |
0.0066 |
0.5% |
63% |
False |
False |
11,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3041 |
|
2.618 |
1.2923 |
|
1.618 |
1.2851 |
|
1.000 |
1.2807 |
|
0.618 |
1.2779 |
|
HIGH |
1.2735 |
|
0.618 |
1.2707 |
|
0.500 |
1.2699 |
|
0.382 |
1.2691 |
|
LOW |
1.2663 |
|
0.618 |
1.2619 |
|
1.000 |
1.2591 |
|
1.618 |
1.2547 |
|
2.618 |
1.2475 |
|
4.250 |
1.2357 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2699 |
1.2691 |
| PP |
1.2696 |
1.2690 |
| S1 |
1.2692 |
1.2690 |
|