CME British Pound Future March 2024

Trading Metrics calculated at close of trading on 14-Feb-2024

Day Change Summary
	Previous	Current
	13-Feb-2024	14-Feb-2024	Change	Change %	Previous Week
Open	1.2632	1.2593	-0.0039	-0.3%	1.2636
High	1.2700	1.2613	-0.0087	-0.7%	1.2647
Low	1.2575	1.2537	-0.0038	-0.3%	1.2521
Close	1.2576	1.2563	-0.0013	-0.1%	1.2631
Range	0.0125	0.0076	-0.0049	-39.2%	0.0126
ATR	0.0086	0.0085	-0.0001	-0.8%	0.0000
Volume	131,970	95,597	-36,373	-27.6%	447,544

Daily Pivots for day following 14-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	1.2799	1.2757	1.2605
R3	1.2723	1.2681	1.2584
R2	1.2647	1.2647	1.2577
R1	1.2605	1.2605	1.2570	1.2588
PP	1.2571	1.2571	1.2571	1.2563
S1	1.2529	1.2529	1.2556	1.2512
S2	1.2495	1.2495	1.2549
S3	1.2419	1.2453	1.2542
S4	1.2343	1.2377	1.2521

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	1.2700	1.2537	0.0163	1.3%	0.0072	0.6%	16%	False	True	83,347
10	1.2776	1.2521	0.0255	2.0%	0.0089	0.7%	16%	False	False	103,502
20	1.2779	1.2521	0.0258	2.1%	0.0081	0.6%	16%	False	False	98,688
40	1.2833	1.2521	0.0312	2.5%	0.0087	0.7%	13%	False	False	91,208
60	1.2833	1.2386	0.0447	3.6%	0.0089	0.7%	40%	False	False	69,443
80	1.2833	1.2085	0.0748	6.0%	0.0087	0.7%	64%	False	False	52,124
100	1.2833	1.2061	0.0772	6.1%	0.0084	0.7%	65%	False	False	41,734
120	1.2833	1.2061	0.0772	6.1%	0.0077	0.6%	65%	False	False	34,812

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2936
2.618	1.2812
1.618	1.2736
1.000	1.2689
0.618	1.2660
HIGH	1.2613
0.618	1.2584
0.500	1.2575
0.382	1.2566
LOW	1.2537
0.618	1.2490
1.000	1.2461
1.618	1.2414
2.618	1.2338
4.250	1.2214

Fisher Pivots for day following 14-Feb-2024
Pivot	1 day	3 day
R1	1.2575	1.2619
PP	1.2571	1.2600
S1	1.2567	1.2582

Download as Excel Spreadsheet

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

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