CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2748 |
1.2767 |
0.0019 |
0.1% |
1.2727 |
| High |
1.2800 |
1.2791 |
-0.0009 |
-0.1% |
1.2800 |
| Low |
1.2694 |
1.2724 |
0.0030 |
0.2% |
1.2678 |
| Close |
1.2768 |
1.2753 |
-0.0015 |
-0.1% |
1.2753 |
| Range |
0.0106 |
0.0067 |
-0.0039 |
-36.8% |
0.0122 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
112,369 |
92,638 |
-19,731 |
-17.6% |
413,919 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2922 |
1.2790 |
|
| R3 |
1.2890 |
1.2855 |
1.2771 |
|
| R2 |
1.2823 |
1.2823 |
1.2765 |
|
| R1 |
1.2788 |
1.2788 |
1.2759 |
1.2772 |
| PP |
1.2756 |
1.2756 |
1.2756 |
1.2748 |
| S1 |
1.2721 |
1.2721 |
1.2747 |
1.2705 |
| S2 |
1.2689 |
1.2689 |
1.2741 |
|
| S3 |
1.2622 |
1.2654 |
1.2735 |
|
| S4 |
1.2555 |
1.2587 |
1.2716 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.3053 |
1.2820 |
|
| R3 |
1.2988 |
1.2931 |
1.2787 |
|
| R2 |
1.2866 |
1.2866 |
1.2775 |
|
| R1 |
1.2809 |
1.2809 |
1.2764 |
1.2838 |
| PP |
1.2744 |
1.2744 |
1.2744 |
1.2758 |
| S1 |
1.2687 |
1.2687 |
1.2742 |
1.2716 |
| S2 |
1.2622 |
1.2622 |
1.2731 |
|
| S3 |
1.2500 |
1.2565 |
1.2719 |
|
| S4 |
1.2378 |
1.2443 |
1.2686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2800 |
1.2678 |
0.0122 |
1.0% |
0.0080 |
0.6% |
61% |
False |
False |
82,783 |
| 10 |
1.2800 |
1.2616 |
0.0184 |
1.4% |
0.0092 |
0.7% |
74% |
False |
False |
85,549 |
| 20 |
1.2833 |
1.2616 |
0.0217 |
1.7% |
0.0097 |
0.8% |
63% |
False |
False |
81,161 |
| 40 |
1.2833 |
1.2386 |
0.0447 |
3.5% |
0.0091 |
0.7% |
82% |
False |
False |
47,734 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0088 |
0.7% |
89% |
False |
False |
31,873 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0084 |
0.7% |
90% |
False |
False |
23,953 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0075 |
0.6% |
90% |
False |
False |
19,198 |
| 120 |
1.2988 |
1.2061 |
0.0927 |
7.3% |
0.0070 |
0.5% |
75% |
False |
False |
15,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3076 |
|
2.618 |
1.2966 |
|
1.618 |
1.2899 |
|
1.000 |
1.2858 |
|
0.618 |
1.2832 |
|
HIGH |
1.2791 |
|
0.618 |
1.2765 |
|
0.500 |
1.2758 |
|
0.382 |
1.2750 |
|
LOW |
1.2724 |
|
0.618 |
1.2683 |
|
1.000 |
1.2657 |
|
1.618 |
1.2616 |
|
2.618 |
1.2549 |
|
4.250 |
1.2439 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2758 |
1.2751 |
| PP |
1.2756 |
1.2748 |
| S1 |
1.2755 |
1.2746 |
|