CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2687 |
1.2660 |
-0.0027 |
-0.2% |
1.2606 |
| High |
1.2687 |
1.2683 |
-0.0004 |
0.0% |
1.2714 |
| Low |
1.2623 |
1.2613 |
-0.0010 |
-0.1% |
1.2581 |
| Close |
1.2655 |
1.2614 |
-0.0041 |
-0.3% |
1.2677 |
| Range |
0.0064 |
0.0070 |
0.0006 |
9.4% |
0.0133 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
84,867 |
116,033 |
31,166 |
36.7% |
425,143 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2847 |
1.2800 |
1.2653 |
|
| R3 |
1.2777 |
1.2730 |
1.2633 |
|
| R2 |
1.2707 |
1.2707 |
1.2627 |
|
| R1 |
1.2660 |
1.2660 |
1.2620 |
1.2649 |
| PP |
1.2637 |
1.2637 |
1.2637 |
1.2631 |
| S1 |
1.2590 |
1.2590 |
1.2608 |
1.2579 |
| S2 |
1.2567 |
1.2567 |
1.2601 |
|
| S3 |
1.2497 |
1.2520 |
1.2595 |
|
| S4 |
1.2427 |
1.2450 |
1.2576 |
|
|
| 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 |
1.2704 |
1.2613 |
0.0091 |
0.7% |
0.0054 |
0.4% |
1% |
False |
True |
78,294 |
| 10 |
1.2714 |
1.2542 |
0.0172 |
1.4% |
0.0064 |
0.5% |
42% |
False |
False |
90,359 |
| 20 |
1.2776 |
1.2521 |
0.0255 |
2.0% |
0.0076 |
0.6% |
36% |
False |
False |
96,931 |
| 40 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0080 |
0.6% |
33% |
False |
False |
96,344 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0085 |
0.7% |
32% |
False |
False |
84,391 |
| 80 |
1.2833 |
1.2198 |
0.0635 |
5.0% |
0.0087 |
0.7% |
66% |
False |
False |
63,401 |
| 100 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0084 |
0.7% |
71% |
False |
False |
50,739 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0079 |
0.6% |
72% |
False |
False |
42,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2981 |
|
2.618 |
1.2866 |
|
1.618 |
1.2796 |
|
1.000 |
1.2753 |
|
0.618 |
1.2726 |
|
HIGH |
1.2683 |
|
0.618 |
1.2656 |
|
0.500 |
1.2648 |
|
0.382 |
1.2640 |
|
LOW |
1.2613 |
|
0.618 |
1.2570 |
|
1.000 |
1.2543 |
|
1.618 |
1.2500 |
|
2.618 |
1.2430 |
|
4.250 |
1.2316 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2648 |
1.2656 |
| PP |
1.2637 |
1.2642 |
| S1 |
1.2625 |
1.2628 |
|