CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 26-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2663 |
1.2674 |
0.0011 |
0.1% |
1.2606 |
| High |
1.2704 |
1.2702 |
-0.0002 |
0.0% |
1.2714 |
| Low |
1.2651 |
1.2658 |
0.0007 |
0.1% |
1.2581 |
| Close |
1.2677 |
1.2680 |
0.0003 |
0.0% |
1.2677 |
| Range |
0.0053 |
0.0044 |
-0.0009 |
-17.0% |
0.0133 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
73,251 |
53,899 |
-19,352 |
-26.4% |
425,143 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2812 |
1.2790 |
1.2704 |
|
| R3 |
1.2768 |
1.2746 |
1.2692 |
|
| R2 |
1.2724 |
1.2724 |
1.2688 |
|
| R1 |
1.2702 |
1.2702 |
1.2684 |
1.2713 |
| PP |
1.2680 |
1.2680 |
1.2680 |
1.2686 |
| S1 |
1.2658 |
1.2658 |
1.2676 |
1.2669 |
| S2 |
1.2636 |
1.2636 |
1.2672 |
|
| S3 |
1.2592 |
1.2614 |
1.2668 |
|
| S4 |
1.2548 |
1.2570 |
1.2656 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3056 |
1.3000 |
1.2750 |
|
| R3 |
1.2923 |
1.2867 |
1.2714 |
|
| R2 |
1.2790 |
1.2790 |
1.2701 |
|
| R1 |
1.2734 |
1.2734 |
1.2689 |
1.2762 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2672 |
| S1 |
1.2601 |
1.2601 |
1.2665 |
1.2629 |
| S2 |
1.2524 |
1.2524 |
1.2653 |
|
| S3 |
1.2391 |
1.2468 |
1.2640 |
|
| S4 |
1.2258 |
1.2335 |
1.2604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2714 |
1.2581 |
0.0133 |
1.0% |
0.0065 |
0.5% |
74% |
False |
False |
95,808 |
| 10 |
1.2714 |
1.2537 |
0.0177 |
1.4% |
0.0071 |
0.6% |
81% |
False |
False |
91,802 |
| 20 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0079 |
0.6% |
62% |
False |
False |
100,092 |
| 40 |
1.2833 |
1.2521 |
0.0312 |
2.5% |
0.0084 |
0.7% |
51% |
False |
False |
95,778 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0087 |
0.7% |
53% |
False |
False |
80,043 |
| 80 |
1.2833 |
1.2111 |
0.0722 |
5.7% |
0.0087 |
0.7% |
79% |
False |
False |
60,107 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
80% |
False |
False |
48,098 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0078 |
0.6% |
80% |
False |
False |
40,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2889 |
|
2.618 |
1.2817 |
|
1.618 |
1.2773 |
|
1.000 |
1.2746 |
|
0.618 |
1.2729 |
|
HIGH |
1.2702 |
|
0.618 |
1.2685 |
|
0.500 |
1.2680 |
|
0.382 |
1.2675 |
|
LOW |
1.2658 |
|
0.618 |
1.2631 |
|
1.000 |
1.2614 |
|
1.618 |
1.2587 |
|
2.618 |
1.2543 |
|
4.250 |
1.2471 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2680 |
1.2675 |
| PP |
1.2680 |
1.2669 |
| S1 |
1.2680 |
1.2664 |
|