CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2713 |
1.2704 |
-0.0009 |
-0.1% |
1.2706 |
| High |
1.2763 |
1.2723 |
-0.0040 |
-0.3% |
1.2779 |
| Low |
1.2679 |
1.2666 |
-0.0013 |
-0.1% |
1.2653 |
| Close |
1.2708 |
1.2696 |
-0.0012 |
-0.1% |
1.2708 |
| Range |
0.0084 |
0.0057 |
-0.0027 |
-32.1% |
0.0126 |
| ATR |
0.0087 |
0.0084 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
81,022 |
71,950 |
-9,072 |
-11.2% |
444,218 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2866 |
1.2838 |
1.2727 |
|
| R3 |
1.2809 |
1.2781 |
1.2712 |
|
| R2 |
1.2752 |
1.2752 |
1.2706 |
|
| R1 |
1.2724 |
1.2724 |
1.2701 |
1.2710 |
| PP |
1.2695 |
1.2695 |
1.2695 |
1.2688 |
| S1 |
1.2667 |
1.2667 |
1.2691 |
1.2653 |
| S2 |
1.2638 |
1.2638 |
1.2686 |
|
| S3 |
1.2581 |
1.2610 |
1.2680 |
|
| S4 |
1.2524 |
1.2553 |
1.2665 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3091 |
1.3026 |
1.2777 |
|
| R3 |
1.2965 |
1.2900 |
1.2743 |
|
| R2 |
1.2839 |
1.2839 |
1.2731 |
|
| R1 |
1.2774 |
1.2774 |
1.2720 |
1.2807 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2730 |
| S1 |
1.2648 |
1.2648 |
1.2696 |
1.2681 |
| S2 |
1.2587 |
1.2587 |
1.2685 |
|
| S3 |
1.2461 |
1.2522 |
1.2673 |
|
| S4 |
1.2335 |
1.2396 |
1.2639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2779 |
1.2653 |
0.0126 |
1.0% |
0.0078 |
0.6% |
34% |
False |
False |
89,767 |
| 10 |
1.2779 |
1.2601 |
0.0178 |
1.4% |
0.0080 |
0.6% |
53% |
False |
False |
96,703 |
| 20 |
1.2800 |
1.2601 |
0.0199 |
1.6% |
0.0086 |
0.7% |
48% |
False |
False |
91,126 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0091 |
0.7% |
58% |
False |
False |
71,802 |
| 60 |
1.2833 |
1.2111 |
0.0722 |
5.7% |
0.0089 |
0.7% |
81% |
False |
False |
47,976 |
| 80 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0087 |
0.7% |
82% |
False |
False |
35,998 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0077 |
0.6% |
82% |
False |
False |
28,868 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0072 |
0.6% |
82% |
False |
False |
24,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2965 |
|
2.618 |
1.2872 |
|
1.618 |
1.2815 |
|
1.000 |
1.2780 |
|
0.618 |
1.2758 |
|
HIGH |
1.2723 |
|
0.618 |
1.2701 |
|
0.500 |
1.2695 |
|
0.382 |
1.2688 |
|
LOW |
1.2666 |
|
0.618 |
1.2631 |
|
1.000 |
1.2609 |
|
1.618 |
1.2574 |
|
2.618 |
1.2517 |
|
4.250 |
1.2424 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2696 |
1.2715 |
| PP |
1.2695 |
1.2708 |
| S1 |
1.2695 |
1.2702 |
|