CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2806 |
1.2760 |
-0.0046 |
-0.4% |
1.2863 |
| High |
1.2830 |
1.2766 |
-0.0064 |
-0.5% |
1.2868 |
| Low |
1.2737 |
1.2731 |
-0.0006 |
0.0% |
1.2731 |
| Close |
1.2757 |
1.2745 |
-0.0012 |
-0.1% |
1.2745 |
| Range |
0.0093 |
0.0035 |
-0.0058 |
-62.4% |
0.0137 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
109,449 |
90,313 |
-19,136 |
-17.5% |
481,940 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2834 |
1.2764 |
|
| R3 |
1.2817 |
1.2799 |
1.2755 |
|
| R2 |
1.2782 |
1.2782 |
1.2751 |
|
| R1 |
1.2764 |
1.2764 |
1.2748 |
1.2756 |
| PP |
1.2747 |
1.2747 |
1.2747 |
1.2743 |
| S1 |
1.2729 |
1.2729 |
1.2742 |
1.2721 |
| S2 |
1.2712 |
1.2712 |
1.2739 |
|
| S3 |
1.2677 |
1.2694 |
1.2735 |
|
| S4 |
1.2642 |
1.2659 |
1.2726 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3192 |
1.3106 |
1.2820 |
|
| R3 |
1.3055 |
1.2969 |
1.2783 |
|
| R2 |
1.2918 |
1.2918 |
1.2770 |
|
| R1 |
1.2832 |
1.2832 |
1.2758 |
1.2807 |
| PP |
1.2781 |
1.2781 |
1.2781 |
1.2769 |
| S1 |
1.2695 |
1.2695 |
1.2732 |
1.2670 |
| S2 |
1.2644 |
1.2644 |
1.2720 |
|
| S3 |
1.2507 |
1.2558 |
1.2707 |
|
| S4 |
1.2370 |
1.2421 |
1.2670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2868 |
1.2731 |
0.0137 |
1.1% |
0.0062 |
0.5% |
10% |
False |
True |
96,388 |
| 10 |
1.2900 |
1.2665 |
0.0235 |
1.8% |
0.0067 |
0.5% |
34% |
False |
False |
52,012 |
| 20 |
1.2900 |
1.2560 |
0.0340 |
2.7% |
0.0062 |
0.5% |
54% |
False |
False |
26,528 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0062 |
0.5% |
57% |
False |
False |
13,357 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.8% |
0.0062 |
0.5% |
57% |
False |
False |
8,991 |
| 80 |
1.2900 |
1.2486 |
0.0414 |
3.2% |
0.0063 |
0.5% |
63% |
False |
False |
6,876 |
| 100 |
1.2900 |
1.2127 |
0.0773 |
6.1% |
0.0056 |
0.4% |
80% |
False |
False |
5,502 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.3% |
0.0048 |
0.4% |
81% |
False |
False |
4,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2915 |
|
2.618 |
1.2858 |
|
1.618 |
1.2823 |
|
1.000 |
1.2801 |
|
0.618 |
1.2788 |
|
HIGH |
1.2766 |
|
0.618 |
1.2753 |
|
0.500 |
1.2749 |
|
0.382 |
1.2744 |
|
LOW |
1.2731 |
|
0.618 |
1.2709 |
|
1.000 |
1.2696 |
|
1.618 |
1.2674 |
|
2.618 |
1.2639 |
|
4.250 |
1.2582 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2749 |
1.2781 |
| PP |
1.2747 |
1.2769 |
| S1 |
1.2746 |
1.2757 |
|