CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2630 |
1.2620 |
-0.0010 |
-0.1% |
1.2636 |
| High |
1.2642 |
1.2647 |
0.0005 |
0.0% |
1.2647 |
| Low |
1.2575 |
1.2601 |
0.0026 |
0.2% |
1.2521 |
| Close |
1.2619 |
1.2631 |
0.0012 |
0.1% |
1.2631 |
| Range |
0.0067 |
0.0046 |
-0.0021 |
-31.3% |
0.0126 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
67,808 |
70,172 |
2,364 |
3.5% |
447,544 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2764 |
1.2744 |
1.2656 |
|
| R3 |
1.2718 |
1.2698 |
1.2644 |
|
| R2 |
1.2672 |
1.2672 |
1.2639 |
|
| R1 |
1.2652 |
1.2652 |
1.2635 |
1.2662 |
| PP |
1.2626 |
1.2626 |
1.2626 |
1.2632 |
| S1 |
1.2606 |
1.2606 |
1.2627 |
1.2616 |
| S2 |
1.2580 |
1.2580 |
1.2623 |
|
| S3 |
1.2534 |
1.2560 |
1.2618 |
|
| S4 |
1.2488 |
1.2514 |
1.2606 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2978 |
1.2930 |
1.2700 |
|
| R3 |
1.2852 |
1.2804 |
1.2666 |
|
| R2 |
1.2726 |
1.2726 |
1.2654 |
|
| R1 |
1.2678 |
1.2678 |
1.2643 |
1.2639 |
| PP |
1.2600 |
1.2600 |
1.2600 |
1.2580 |
| S1 |
1.2552 |
1.2552 |
1.2619 |
1.2513 |
| S2 |
1.2474 |
1.2474 |
1.2608 |
|
| S3 |
1.2348 |
1.2426 |
1.2596 |
|
| S4 |
1.2222 |
1.2300 |
1.2562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2647 |
1.2521 |
0.0126 |
1.0% |
0.0070 |
0.6% |
87% |
True |
False |
89,508 |
| 10 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0087 |
0.7% |
43% |
False |
False |
108,382 |
| 20 |
1.2791 |
1.2521 |
0.0270 |
2.1% |
0.0084 |
0.7% |
41% |
False |
False |
103,576 |
| 40 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0092 |
0.7% |
38% |
False |
False |
93,205 |
| 60 |
1.2833 |
1.2278 |
0.0555 |
4.4% |
0.0092 |
0.7% |
64% |
False |
False |
64,813 |
| 80 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0087 |
0.7% |
73% |
False |
False |
48,641 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0083 |
0.7% |
74% |
False |
False |
38,955 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0076 |
0.6% |
74% |
False |
False |
32,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2843 |
|
2.618 |
1.2767 |
|
1.618 |
1.2721 |
|
1.000 |
1.2693 |
|
0.618 |
1.2675 |
|
HIGH |
1.2647 |
|
0.618 |
1.2629 |
|
0.500 |
1.2624 |
|
0.382 |
1.2619 |
|
LOW |
1.2601 |
|
0.618 |
1.2573 |
|
1.000 |
1.2555 |
|
1.618 |
1.2527 |
|
2.618 |
1.2481 |
|
4.250 |
1.2406 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2629 |
1.2624 |
| PP |
1.2626 |
1.2618 |
| S1 |
1.2624 |
1.2611 |
|