CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2700 |
1.2720 |
0.0020 |
0.2% |
1.2680 |
| High |
1.2744 |
1.2768 |
0.0024 |
0.2% |
1.2707 |
| Low |
1.2679 |
1.2698 |
0.0019 |
0.1% |
1.2608 |
| Close |
1.2709 |
1.2748 |
0.0039 |
0.3% |
1.2670 |
| Range |
0.0065 |
0.0070 |
0.0005 |
7.7% |
0.0099 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
0.9% |
0.0000 |
| Volume |
4,377 |
1,272 |
-3,105 |
-70.9% |
5,701 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2948 |
1.2918 |
1.2787 |
|
| R3 |
1.2878 |
1.2848 |
1.2767 |
|
| R2 |
1.2808 |
1.2808 |
1.2761 |
|
| R1 |
1.2778 |
1.2778 |
1.2754 |
1.2793 |
| PP |
1.2738 |
1.2738 |
1.2738 |
1.2746 |
| S1 |
1.2708 |
1.2708 |
1.2742 |
1.2723 |
| S2 |
1.2668 |
1.2668 |
1.2735 |
|
| S3 |
1.2598 |
1.2638 |
1.2729 |
|
| S4 |
1.2528 |
1.2568 |
1.2710 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2959 |
1.2913 |
1.2724 |
|
| R3 |
1.2860 |
1.2814 |
1.2697 |
|
| R2 |
1.2761 |
1.2761 |
1.2688 |
|
| R1 |
1.2715 |
1.2715 |
1.2679 |
1.2689 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2648 |
| S1 |
1.2616 |
1.2616 |
1.2661 |
1.2590 |
| S2 |
1.2563 |
1.2563 |
1.2652 |
|
| S3 |
1.2464 |
1.2517 |
1.2643 |
|
| S4 |
1.2365 |
1.2418 |
1.2616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2768 |
1.2608 |
0.0160 |
1.3% |
0.0062 |
0.5% |
88% |
True |
False |
3,345 |
| 10 |
1.2768 |
1.2608 |
0.0160 |
1.3% |
0.0058 |
0.5% |
88% |
True |
False |
2,356 |
| 20 |
1.2768 |
1.2544 |
0.0224 |
1.8% |
0.0058 |
0.5% |
91% |
True |
False |
1,268 |
| 40 |
1.2798 |
1.2537 |
0.0261 |
2.0% |
0.0060 |
0.5% |
81% |
False |
False |
776 |
| 60 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0064 |
0.5% |
73% |
False |
False |
638 |
| 80 |
1.2830 |
1.2221 |
0.0609 |
4.8% |
0.0060 |
0.5% |
87% |
False |
False |
551 |
| 100 |
1.2830 |
1.2112 |
0.0718 |
5.6% |
0.0052 |
0.4% |
89% |
False |
False |
441 |
| 120 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0045 |
0.4% |
89% |
False |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3066 |
|
2.618 |
1.2951 |
|
1.618 |
1.2881 |
|
1.000 |
1.2838 |
|
0.618 |
1.2811 |
|
HIGH |
1.2768 |
|
0.618 |
1.2741 |
|
0.500 |
1.2733 |
|
0.382 |
1.2725 |
|
LOW |
1.2698 |
|
0.618 |
1.2655 |
|
1.000 |
1.2628 |
|
1.618 |
1.2585 |
|
2.618 |
1.2515 |
|
4.250 |
1.2401 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2743 |
1.2738 |
| PP |
1.2738 |
1.2727 |
| S1 |
1.2733 |
1.2717 |
|