CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 12-Feb-2024

Day Change Summary
	Previous	Current
	09-Feb-2024	12-Feb-2024	Change	Change %	Previous Week
Open	1.2620	1.2626	0.0006	0.0%	1.2636
High	1.2647	1.2657	0.0010	0.1%	1.2647
Low	1.2601	1.2609	0.0008	0.1%	1.2521
Close	1.2631	1.2627	-0.0004	0.0%	1.2631
Range	0.0046	0.0048	0.0002	4.3%	0.0126
ATR	0.0086	0.0083	-0.0003	-3.1%	0.0000
Volume	70,172	51,190	-18,982	-27.1%	447,544

Daily Pivots for day following 12-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2775	1.2749	1.2653
R3	1.2727	1.2701	1.2640
R2	1.2679	1.2679	1.2636
R1	1.2653	1.2653	1.2631	1.2666
PP	1.2631	1.2631	1.2631	1.2638
S1	1.2605	1.2605	1.2623	1.2618
S2	1.2583	1.2583	1.2618
S3	1.2535	1.2557	1.2614
S4	1.2487	1.2509	1.2601

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	1.2657	1.2535	0.0122	1.0%	0.0056	0.4%	75%	True	False	74,660
10	1.2776	1.2521	0.0255	2.0%	0.0086	0.7%	42%	False	False	106,306
20	1.2779	1.2521	0.0258	2.0%	0.0083	0.7%	41%	False	False	101,504
40	1.2833	1.2521	0.0312	2.5%	0.0090	0.7%	34%	False	False	91,333
60	1.2833	1.2386	0.0447	3.5%	0.0088	0.7%	54%	False	False	65,658
80	1.2833	1.2085	0.0748	5.9%	0.0087	0.7%	72%	False	False	49,281
100	1.2833	1.2061	0.0772	6.1%	0.0084	0.7%	73%	False	False	39,463
120	1.2833	1.2061	0.0772	6.1%	0.0076	0.6%	73%	False	False	32,916

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2861
2.618	1.2783
1.618	1.2735
1.000	1.2705
0.618	1.2687
HIGH	1.2657
0.618	1.2639
0.500	1.2633
0.382	1.2627
LOW	1.2609
0.618	1.2579
1.000	1.2561
1.618	1.2531
2.618	1.2483
4.250	1.2405

Fisher Pivots for day following 12-Feb-2024
Pivot	1 day	3 day
R1	1.2633	1.2623
PP	1.2631	1.2620
S1	1.2629	1.2616

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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