CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2757 |
1.2642 |
-0.0115 |
-0.9% |
1.2727 |
| High |
1.2771 |
1.2701 |
-0.0070 |
-0.5% |
1.2800 |
| Low |
1.2624 |
1.2601 |
-0.0023 |
-0.2% |
1.2678 |
| Close |
1.2637 |
1.2683 |
0.0046 |
0.4% |
1.2753 |
| Range |
0.0147 |
0.0100 |
-0.0047 |
-32.0% |
0.0122 |
| ATR |
0.0095 |
0.0096 |
0.0000 |
0.3% |
0.0000 |
| Volume |
173,355 |
110,526 |
-62,829 |
-36.2% |
413,919 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2922 |
1.2738 |
|
| R3 |
1.2862 |
1.2822 |
1.2711 |
|
| R2 |
1.2762 |
1.2762 |
1.2701 |
|
| R1 |
1.2722 |
1.2722 |
1.2692 |
1.2742 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2672 |
| S1 |
1.2622 |
1.2622 |
1.2674 |
1.2642 |
| S2 |
1.2562 |
1.2562 |
1.2665 |
|
| S3 |
1.2462 |
1.2522 |
1.2656 |
|
| S4 |
1.2362 |
1.2422 |
1.2628 |
|
|
| 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 |
1.2601 |
0.0199 |
1.6% |
0.0096 |
0.8% |
41% |
False |
True |
111,861 |
| 10 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0094 |
0.7% |
41% |
False |
True |
97,642 |
| 20 |
1.2833 |
1.2601 |
0.0232 |
1.8% |
0.0094 |
0.7% |
35% |
False |
True |
83,728 |
| 40 |
1.2833 |
1.2386 |
0.0447 |
3.5% |
0.0093 |
0.7% |
66% |
False |
False |
54,821 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0090 |
0.7% |
80% |
False |
False |
36,603 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
81% |
False |
False |
27,495 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0076 |
0.6% |
81% |
False |
False |
22,037 |
| 120 |
1.2988 |
1.2061 |
0.0927 |
7.3% |
0.0072 |
0.6% |
67% |
False |
False |
18,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3126 |
|
2.618 |
1.2963 |
|
1.618 |
1.2863 |
|
1.000 |
1.2801 |
|
0.618 |
1.2763 |
|
HIGH |
1.2701 |
|
0.618 |
1.2663 |
|
0.500 |
1.2651 |
|
0.382 |
1.2639 |
|
LOW |
1.2601 |
|
0.618 |
1.2539 |
|
1.000 |
1.2501 |
|
1.618 |
1.2439 |
|
2.618 |
1.2339 |
|
4.250 |
1.2176 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2672 |
1.2696 |
| PP |
1.2662 |
1.2692 |
| S1 |
1.2651 |
1.2687 |
|