CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2715 |
1.2748 |
0.0033 |
0.3% |
1.2739 |
| High |
1.2749 |
1.2800 |
0.0051 |
0.4% |
1.2777 |
| Low |
1.2691 |
1.2694 |
0.0003 |
0.0% |
1.2616 |
| Close |
1.2748 |
1.2768 |
0.0020 |
0.2% |
1.2728 |
| Range |
0.0058 |
0.0106 |
0.0048 |
82.8% |
0.0161 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.0% |
0.0000 |
| Volume |
70,417 |
112,369 |
41,952 |
59.6% |
374,388 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3072 |
1.3026 |
1.2826 |
|
| R3 |
1.2966 |
1.2920 |
1.2797 |
|
| R2 |
1.2860 |
1.2860 |
1.2787 |
|
| R1 |
1.2814 |
1.2814 |
1.2778 |
1.2837 |
| PP |
1.2754 |
1.2754 |
1.2754 |
1.2766 |
| S1 |
1.2708 |
1.2708 |
1.2758 |
1.2731 |
| S2 |
1.2648 |
1.2648 |
1.2749 |
|
| S3 |
1.2542 |
1.2602 |
1.2739 |
|
| S4 |
1.2436 |
1.2496 |
1.2710 |
|
|
| 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 |
1.2800 |
1.2617 |
0.0183 |
1.4% |
0.0099 |
0.8% |
83% |
True |
False |
83,919 |
| 10 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0097 |
0.8% |
70% |
False |
False |
84,156 |
| 20 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0100 |
0.8% |
80% |
False |
False |
82,834 |
| 40 |
1.2833 |
1.2278 |
0.0555 |
4.3% |
0.0095 |
0.7% |
88% |
False |
False |
45,431 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0088 |
0.7% |
91% |
False |
False |
30,330 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.0% |
0.0083 |
0.7% |
92% |
False |
False |
22,799 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.0% |
0.0074 |
0.6% |
92% |
False |
False |
18,272 |
| 120 |
1.2988 |
1.2061 |
0.0927 |
7.3% |
0.0070 |
0.5% |
76% |
False |
False |
15,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3251 |
|
2.618 |
1.3078 |
|
1.618 |
1.2972 |
|
1.000 |
1.2906 |
|
0.618 |
1.2866 |
|
HIGH |
1.2800 |
|
0.618 |
1.2760 |
|
0.500 |
1.2747 |
|
0.382 |
1.2734 |
|
LOW |
1.2694 |
|
0.618 |
1.2628 |
|
1.000 |
1.2588 |
|
1.618 |
1.2522 |
|
2.618 |
1.2416 |
|
4.250 |
1.2244 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2761 |
1.2761 |
| PP |
1.2754 |
1.2753 |
| S1 |
1.2747 |
1.2746 |
|