CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2538 |
1.2599 |
0.0061 |
0.5% |
1.2704 |
| High |
1.2607 |
1.2645 |
0.0038 |
0.3% |
1.2776 |
| Low |
1.2535 |
1.2599 |
0.0064 |
0.5% |
1.2617 |
| Close |
1.2597 |
1.2632 |
0.0035 |
0.3% |
1.2642 |
| Range |
0.0072 |
0.0046 |
-0.0026 |
-36.1% |
0.0159 |
| ATR |
0.0094 |
0.0090 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
102,750 |
81,382 |
-21,368 |
-20.8% |
636,276 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2744 |
1.2657 |
|
| R3 |
1.2717 |
1.2698 |
1.2645 |
|
| R2 |
1.2671 |
1.2671 |
1.2640 |
|
| R1 |
1.2652 |
1.2652 |
1.2636 |
1.2662 |
| PP |
1.2625 |
1.2625 |
1.2625 |
1.2630 |
| S1 |
1.2606 |
1.2606 |
1.2628 |
1.2616 |
| S2 |
1.2579 |
1.2579 |
1.2624 |
|
| S3 |
1.2533 |
1.2560 |
1.2619 |
|
| S4 |
1.2487 |
1.2514 |
1.2607 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3155 |
1.3058 |
1.2729 |
|
| R3 |
1.2996 |
1.2899 |
1.2686 |
|
| R2 |
1.2837 |
1.2837 |
1.2671 |
|
| R1 |
1.2740 |
1.2740 |
1.2657 |
1.2709 |
| PP |
1.2678 |
1.2678 |
1.2678 |
1.2663 |
| S1 |
1.2581 |
1.2581 |
1.2627 |
1.2550 |
| S2 |
1.2519 |
1.2519 |
1.2613 |
|
| S3 |
1.2360 |
1.2422 |
1.2598 |
|
| S4 |
1.2201 |
1.2263 |
1.2555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0105 |
0.8% |
44% |
False |
False |
123,658 |
| 10 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0091 |
0.7% |
44% |
False |
False |
111,728 |
| 20 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0087 |
0.7% |
40% |
False |
False |
105,817 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0093 |
0.7% |
38% |
False |
False |
92,898 |
| 60 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0091 |
0.7% |
68% |
False |
False |
62,516 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
73% |
False |
False |
46,917 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0083 |
0.7% |
74% |
False |
False |
37,581 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0075 |
0.6% |
74% |
False |
False |
31,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2841 |
|
2.618 |
1.2765 |
|
1.618 |
1.2719 |
|
1.000 |
1.2691 |
|
0.618 |
1.2673 |
|
HIGH |
1.2645 |
|
0.618 |
1.2627 |
|
0.500 |
1.2622 |
|
0.382 |
1.2617 |
|
LOW |
1.2599 |
|
0.618 |
1.2571 |
|
1.000 |
1.2553 |
|
1.618 |
1.2525 |
|
2.618 |
1.2479 |
|
4.250 |
1.2404 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2629 |
1.2616 |
| PP |
1.2625 |
1.2599 |
| S1 |
1.2622 |
1.2583 |
|