CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2706 |
1.2714 |
0.0008 |
0.1% |
1.2757 |
| High |
1.2738 |
1.2752 |
0.0014 |
0.1% |
1.2771 |
| Low |
1.2691 |
1.2653 |
-0.0038 |
-0.3% |
1.2601 |
| Close |
1.2709 |
1.2684 |
-0.0025 |
-0.2% |
1.2702 |
| Range |
0.0047 |
0.0099 |
0.0052 |
110.6% |
0.0170 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.0% |
0.0000 |
| Volume |
67,333 |
87,188 |
19,855 |
29.5% |
450,862 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2993 |
1.2938 |
1.2738 |
|
| R3 |
1.2894 |
1.2839 |
1.2711 |
|
| R2 |
1.2795 |
1.2795 |
1.2702 |
|
| R1 |
1.2740 |
1.2740 |
1.2693 |
1.2718 |
| PP |
1.2696 |
1.2696 |
1.2696 |
1.2686 |
| S1 |
1.2641 |
1.2641 |
1.2675 |
1.2619 |
| S2 |
1.2597 |
1.2597 |
1.2666 |
|
| S3 |
1.2498 |
1.2542 |
1.2657 |
|
| S4 |
1.2399 |
1.2443 |
1.2630 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3201 |
1.3122 |
1.2796 |
|
| R3 |
1.3031 |
1.2952 |
1.2749 |
|
| R2 |
1.2861 |
1.2861 |
1.2733 |
|
| R1 |
1.2782 |
1.2782 |
1.2718 |
1.2737 |
| PP |
1.2691 |
1.2691 |
1.2691 |
1.2669 |
| S1 |
1.2612 |
1.2612 |
1.2686 |
1.2567 |
| S2 |
1.2521 |
1.2521 |
1.2671 |
|
| S3 |
1.2351 |
1.2442 |
1.2655 |
|
| S4 |
1.2181 |
1.2272 |
1.2609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2752 |
1.2601 |
0.0151 |
1.2% |
0.0072 |
0.6% |
55% |
True |
False |
86,405 |
| 10 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0081 |
0.6% |
42% |
False |
False |
94,492 |
| 20 |
1.2833 |
1.2601 |
0.0232 |
1.8% |
0.0088 |
0.7% |
36% |
False |
False |
84,004 |
| 40 |
1.2833 |
1.2501 |
0.0332 |
2.6% |
0.0092 |
0.7% |
55% |
False |
False |
62,836 |
| 60 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0088 |
0.7% |
80% |
False |
False |
41,953 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0086 |
0.7% |
81% |
False |
False |
31,499 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0077 |
0.6% |
81% |
False |
False |
25,251 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0071 |
0.6% |
81% |
False |
False |
21,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3173 |
|
2.618 |
1.3011 |
|
1.618 |
1.2912 |
|
1.000 |
1.2851 |
|
0.618 |
1.2813 |
|
HIGH |
1.2752 |
|
0.618 |
1.2714 |
|
0.500 |
1.2703 |
|
0.382 |
1.2691 |
|
LOW |
1.2653 |
|
0.618 |
1.2592 |
|
1.000 |
1.2554 |
|
1.618 |
1.2493 |
|
2.618 |
1.2394 |
|
4.250 |
1.2232 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2703 |
1.2703 |
| PP |
1.2696 |
1.2696 |
| S1 |
1.2690 |
1.2690 |
|