CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2674 |
1.2686 |
0.0012 |
0.1% |
1.2606 |
| High |
1.2702 |
1.2699 |
-0.0003 |
0.0% |
1.2714 |
| Low |
1.2658 |
1.2662 |
0.0004 |
0.0% |
1.2581 |
| Close |
1.2680 |
1.2682 |
0.0002 |
0.0% |
1.2677 |
| Range |
0.0044 |
0.0037 |
-0.0007 |
-15.9% |
0.0133 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
53,899 |
63,424 |
9,525 |
17.7% |
425,143 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2792 |
1.2774 |
1.2702 |
|
| R3 |
1.2755 |
1.2737 |
1.2692 |
|
| R2 |
1.2718 |
1.2718 |
1.2689 |
|
| R1 |
1.2700 |
1.2700 |
1.2685 |
1.2691 |
| PP |
1.2681 |
1.2681 |
1.2681 |
1.2676 |
| S1 |
1.2663 |
1.2663 |
1.2679 |
1.2654 |
| S2 |
1.2644 |
1.2644 |
1.2675 |
|
| S3 |
1.2607 |
1.2626 |
1.2672 |
|
| S4 |
1.2570 |
1.2589 |
1.2662 |
|
|
| 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 |
1.2604 |
0.0110 |
0.9% |
0.0055 |
0.4% |
71% |
False |
False |
80,349 |
| 10 |
1.2714 |
1.2537 |
0.0177 |
1.4% |
0.0070 |
0.6% |
82% |
False |
False |
93,026 |
| 20 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0078 |
0.6% |
63% |
False |
False |
99,666 |
| 40 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0082 |
0.6% |
58% |
False |
False |
95,396 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0087 |
0.7% |
53% |
False |
False |
81,090 |
| 80 |
1.2833 |
1.2111 |
0.0722 |
5.7% |
0.0086 |
0.7% |
79% |
False |
False |
60,898 |
| 100 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0085 |
0.7% |
80% |
False |
False |
48,731 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0078 |
0.6% |
80% |
False |
False |
40,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2856 |
|
2.618 |
1.2796 |
|
1.618 |
1.2759 |
|
1.000 |
1.2736 |
|
0.618 |
1.2722 |
|
HIGH |
1.2699 |
|
0.618 |
1.2685 |
|
0.500 |
1.2681 |
|
0.382 |
1.2676 |
|
LOW |
1.2662 |
|
0.618 |
1.2639 |
|
1.000 |
1.2625 |
|
1.618 |
1.2602 |
|
2.618 |
1.2565 |
|
4.250 |
1.2505 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2682 |
1.2681 |
| PP |
1.2681 |
1.2679 |
| S1 |
1.2681 |
1.2678 |
|