CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2812 |
1.2789 |
-0.0023 |
-0.2% |
1.2655 |
| High |
1.2824 |
1.2812 |
-0.0012 |
-0.1% |
1.2894 |
| Low |
1.2743 |
1.2775 |
0.0032 |
0.3% |
1.2655 |
| Close |
1.2792 |
1.2795 |
0.0003 |
0.0% |
1.2858 |
| Range |
0.0081 |
0.0037 |
-0.0044 |
-54.3% |
0.0239 |
| ATR |
0.0074 |
0.0071 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
190,611 |
184,211 |
-6,400 |
-3.4% |
480,788 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2905 |
1.2887 |
1.2815 |
|
| R3 |
1.2868 |
1.2850 |
1.2805 |
|
| R2 |
1.2831 |
1.2831 |
1.2802 |
|
| R1 |
1.2813 |
1.2813 |
1.2798 |
1.2822 |
| PP |
1.2794 |
1.2794 |
1.2794 |
1.2799 |
| S1 |
1.2776 |
1.2776 |
1.2792 |
1.2785 |
| S2 |
1.2757 |
1.2757 |
1.2788 |
|
| S3 |
1.2720 |
1.2739 |
1.2785 |
|
| S4 |
1.2683 |
1.2702 |
1.2775 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3519 |
1.3428 |
1.2989 |
|
| R3 |
1.3280 |
1.3189 |
1.2924 |
|
| R2 |
1.3041 |
1.3041 |
1.2902 |
|
| R1 |
1.2950 |
1.2950 |
1.2880 |
1.2996 |
| PP |
1.2802 |
1.2802 |
1.2802 |
1.2825 |
| S1 |
1.2711 |
1.2711 |
1.2836 |
1.2757 |
| S2 |
1.2563 |
1.2563 |
1.2814 |
|
| S3 |
1.2324 |
1.2472 |
1.2792 |
|
| S4 |
1.2085 |
1.2233 |
1.2727 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2894 |
1.2724 |
0.0170 |
1.3% |
0.0073 |
0.6% |
42% |
False |
False |
149,789 |
| 10 |
1.2894 |
1.2600 |
0.0294 |
2.3% |
0.0069 |
0.5% |
66% |
False |
False |
120,300 |
| 20 |
1.2894 |
1.2537 |
0.0357 |
2.8% |
0.0067 |
0.5% |
72% |
False |
False |
104,308 |
| 40 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0074 |
0.6% |
73% |
False |
False |
101,871 |
| 60 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0081 |
0.6% |
73% |
False |
False |
96,073 |
| 80 |
1.2894 |
1.2386 |
0.0508 |
4.0% |
0.0083 |
0.7% |
81% |
False |
False |
76,967 |
| 100 |
1.2894 |
1.2085 |
0.0809 |
6.3% |
0.0084 |
0.7% |
88% |
False |
False |
61,606 |
| 120 |
1.2894 |
1.2061 |
0.0833 |
6.5% |
0.0081 |
0.6% |
88% |
False |
False |
51,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2969 |
|
2.618 |
1.2909 |
|
1.618 |
1.2872 |
|
1.000 |
1.2849 |
|
0.618 |
1.2835 |
|
HIGH |
1.2812 |
|
0.618 |
1.2798 |
|
0.500 |
1.2794 |
|
0.382 |
1.2789 |
|
LOW |
1.2775 |
|
0.618 |
1.2752 |
|
1.000 |
1.2738 |
|
1.618 |
1.2715 |
|
2.618 |
1.2678 |
|
4.250 |
1.2618 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2795 |
1.2803 |
| PP |
1.2794 |
1.2800 |
| S1 |
1.2794 |
1.2798 |
|