CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2655 |
1.2692 |
0.0037 |
0.3% |
1.2674 |
| High |
1.2709 |
1.2737 |
0.0028 |
0.2% |
1.2702 |
| Low |
1.2655 |
1.2672 |
0.0017 |
0.1% |
1.2600 |
| Close |
1.2692 |
1.2703 |
0.0011 |
0.1% |
1.2664 |
| Range |
0.0054 |
0.0065 |
0.0011 |
20.4% |
0.0102 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
73,799 |
80,340 |
6,541 |
8.9% |
413,694 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2899 |
1.2866 |
1.2739 |
|
| R3 |
1.2834 |
1.2801 |
1.2721 |
|
| R2 |
1.2769 |
1.2769 |
1.2715 |
|
| R1 |
1.2736 |
1.2736 |
1.2709 |
1.2753 |
| PP |
1.2704 |
1.2704 |
1.2704 |
1.2712 |
| S1 |
1.2671 |
1.2671 |
1.2697 |
1.2688 |
| S2 |
1.2639 |
1.2639 |
1.2691 |
|
| S3 |
1.2574 |
1.2606 |
1.2685 |
|
| S4 |
1.2509 |
1.2541 |
1.2667 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2961 |
1.2915 |
1.2720 |
|
| R3 |
1.2859 |
1.2813 |
1.2692 |
|
| R2 |
1.2757 |
1.2757 |
1.2683 |
|
| R1 |
1.2711 |
1.2711 |
1.2673 |
1.2683 |
| PP |
1.2655 |
1.2655 |
1.2655 |
1.2642 |
| S1 |
1.2609 |
1.2609 |
1.2655 |
1.2581 |
| S2 |
1.2553 |
1.2553 |
1.2645 |
|
| S3 |
1.2451 |
1.2507 |
1.2636 |
|
| S4 |
1.2349 |
1.2405 |
1.2608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2737 |
1.2600 |
0.0137 |
1.1% |
0.0064 |
0.5% |
75% |
True |
False |
90,102 |
| 10 |
1.2737 |
1.2600 |
0.0137 |
1.1% |
0.0059 |
0.5% |
75% |
True |
False |
85,225 |
| 20 |
1.2737 |
1.2535 |
0.0202 |
1.6% |
0.0065 |
0.5% |
83% |
True |
False |
87,703 |
| 40 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0077 |
0.6% |
65% |
False |
False |
95,619 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.6% |
0.0085 |
0.7% |
60% |
False |
False |
88,312 |
| 80 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0085 |
0.7% |
79% |
False |
False |
66,516 |
| 100 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0084 |
0.7% |
83% |
False |
False |
53,233 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0080 |
0.6% |
83% |
False |
False |
44,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3013 |
|
2.618 |
1.2907 |
|
1.618 |
1.2842 |
|
1.000 |
1.2802 |
|
0.618 |
1.2777 |
|
HIGH |
1.2737 |
|
0.618 |
1.2712 |
|
0.500 |
1.2705 |
|
0.382 |
1.2697 |
|
LOW |
1.2672 |
|
0.618 |
1.2632 |
|
1.000 |
1.2607 |
|
1.618 |
1.2567 |
|
2.618 |
1.2502 |
|
4.250 |
1.2396 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2705 |
1.2692 |
| PP |
1.2704 |
1.2680 |
| S1 |
1.2704 |
1.2669 |
|