CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2714 |
1.2691 |
-0.0023 |
-0.2% |
1.2757 |
| High |
1.2752 |
1.2779 |
0.0027 |
0.2% |
1.2771 |
| Low |
1.2653 |
1.2690 |
0.0037 |
0.3% |
1.2601 |
| Close |
1.2684 |
1.2729 |
0.0045 |
0.4% |
1.2702 |
| Range |
0.0099 |
0.0089 |
-0.0010 |
-10.1% |
0.0170 |
| ATR |
0.0088 |
0.0089 |
0.0000 |
0.6% |
0.0000 |
| Volume |
87,188 |
118,253 |
31,065 |
35.6% |
450,862 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3000 |
1.2953 |
1.2778 |
|
| R3 |
1.2911 |
1.2864 |
1.2753 |
|
| R2 |
1.2822 |
1.2822 |
1.2745 |
|
| R1 |
1.2775 |
1.2775 |
1.2737 |
1.2799 |
| PP |
1.2733 |
1.2733 |
1.2733 |
1.2744 |
| S1 |
1.2686 |
1.2686 |
1.2721 |
1.2710 |
| S2 |
1.2644 |
1.2644 |
1.2713 |
|
| S3 |
1.2555 |
1.2597 |
1.2705 |
|
| S4 |
1.2466 |
1.2508 |
1.2680 |
|
|
| 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 |
1.2779 |
1.2653 |
0.0126 |
1.0% |
0.0070 |
0.5% |
60% |
True |
False |
87,951 |
| 10 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0083 |
0.6% |
64% |
False |
False |
99,906 |
| 20 |
1.2833 |
1.2601 |
0.0232 |
1.8% |
0.0089 |
0.7% |
55% |
False |
False |
86,968 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0091 |
0.7% |
68% |
False |
False |
65,768 |
| 60 |
1.2833 |
1.2105 |
0.0728 |
5.7% |
0.0089 |
0.7% |
86% |
False |
False |
43,923 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0086 |
0.7% |
87% |
False |
False |
32,960 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0078 |
0.6% |
87% |
False |
False |
26,434 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0071 |
0.6% |
87% |
False |
False |
22,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3157 |
|
2.618 |
1.3012 |
|
1.618 |
1.2923 |
|
1.000 |
1.2868 |
|
0.618 |
1.2834 |
|
HIGH |
1.2779 |
|
0.618 |
1.2745 |
|
0.500 |
1.2735 |
|
0.382 |
1.2724 |
|
LOW |
1.2690 |
|
0.618 |
1.2635 |
|
1.000 |
1.2601 |
|
1.618 |
1.2546 |
|
2.618 |
1.2457 |
|
4.250 |
1.2312 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2735 |
1.2725 |
| PP |
1.2733 |
1.2720 |
| S1 |
1.2731 |
1.2716 |
|