CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2689 |
1.2727 |
0.0038 |
0.3% |
1.2739 |
| High |
1.2777 |
1.2773 |
-0.0004 |
0.0% |
1.2777 |
| Low |
1.2617 |
1.2678 |
0.0061 |
0.5% |
1.2616 |
| Close |
1.2728 |
1.2765 |
0.0037 |
0.3% |
1.2728 |
| Range |
0.0160 |
0.0095 |
-0.0065 |
-40.6% |
0.0161 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
98,318 |
74,373 |
-23,945 |
-24.4% |
374,388 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3024 |
1.2989 |
1.2817 |
|
| R3 |
1.2929 |
1.2894 |
1.2791 |
|
| R2 |
1.2834 |
1.2834 |
1.2782 |
|
| R1 |
1.2799 |
1.2799 |
1.2774 |
1.2817 |
| PP |
1.2739 |
1.2739 |
1.2739 |
1.2747 |
| S1 |
1.2704 |
1.2704 |
1.2756 |
1.2722 |
| S2 |
1.2644 |
1.2644 |
1.2748 |
|
| S3 |
1.2549 |
1.2609 |
1.2739 |
|
| S4 |
1.2454 |
1.2514 |
1.2713 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3120 |
1.2817 |
|
| R3 |
1.3029 |
1.2959 |
1.2772 |
|
| R2 |
1.2868 |
1.2868 |
1.2758 |
|
| R1 |
1.2798 |
1.2798 |
1.2743 |
1.2753 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2684 |
| S1 |
1.2637 |
1.2637 |
1.2713 |
1.2592 |
| S2 |
1.2546 |
1.2546 |
1.2698 |
|
| S3 |
1.2385 |
1.2476 |
1.2684 |
|
| S4 |
1.2224 |
1.2315 |
1.2639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2777 |
1.2616 |
0.0161 |
1.3% |
0.0107 |
0.8% |
93% |
False |
False |
89,752 |
| 10 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0094 |
0.7% |
69% |
False |
False |
73,516 |
| 20 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0101 |
0.8% |
79% |
False |
False |
77,212 |
| 40 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0094 |
0.7% |
89% |
False |
False |
39,268 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0088 |
0.7% |
91% |
False |
False |
26,215 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.0% |
0.0082 |
0.6% |
91% |
False |
False |
19,744 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.0% |
0.0073 |
0.6% |
91% |
False |
False |
15,803 |
| 120 |
1.2988 |
1.2061 |
0.0927 |
7.3% |
0.0068 |
0.5% |
76% |
False |
False |
13,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3177 |
|
2.618 |
1.3022 |
|
1.618 |
1.2927 |
|
1.000 |
1.2868 |
|
0.618 |
1.2832 |
|
HIGH |
1.2773 |
|
0.618 |
1.2737 |
|
0.500 |
1.2726 |
|
0.382 |
1.2714 |
|
LOW |
1.2678 |
|
0.618 |
1.2619 |
|
1.000 |
1.2583 |
|
1.618 |
1.2524 |
|
2.618 |
1.2429 |
|
4.250 |
1.2274 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2752 |
1.2742 |
| PP |
1.2739 |
1.2720 |
| S1 |
1.2726 |
1.2697 |
|