CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 22-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2024 |
22-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2795 |
1.2662 |
-0.0133 |
-1.0% |
1.2742 |
| High |
1.2810 |
1.2681 |
-0.0129 |
-1.0% |
1.2810 |
| Low |
1.2656 |
1.2581 |
-0.0075 |
-0.6% |
1.2581 |
| Close |
1.2663 |
1.2596 |
-0.0067 |
-0.5% |
1.2596 |
| Range |
0.0154 |
0.0100 |
-0.0054 |
-35.1% |
0.0229 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.8% |
0.0000 |
| Volume |
153,611 |
149,498 |
-4,113 |
-2.7% |
547,747 |
|
| Daily Pivots for day following 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2919 |
1.2858 |
1.2651 |
|
| R3 |
1.2819 |
1.2758 |
1.2624 |
|
| R2 |
1.2719 |
1.2719 |
1.2614 |
|
| R1 |
1.2658 |
1.2658 |
1.2605 |
1.2639 |
| PP |
1.2619 |
1.2619 |
1.2619 |
1.2610 |
| S1 |
1.2558 |
1.2558 |
1.2587 |
1.2539 |
| S2 |
1.2519 |
1.2519 |
1.2578 |
|
| S3 |
1.2419 |
1.2458 |
1.2569 |
|
| S4 |
1.2319 |
1.2358 |
1.2541 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3349 |
1.3202 |
1.2722 |
|
| R3 |
1.3120 |
1.2973 |
1.2659 |
|
| R2 |
1.2891 |
1.2891 |
1.2638 |
|
| R1 |
1.2744 |
1.2744 |
1.2617 |
1.2703 |
| PP |
1.2662 |
1.2662 |
1.2662 |
1.2642 |
| S1 |
1.2515 |
1.2515 |
1.2575 |
1.2474 |
| S2 |
1.2433 |
1.2433 |
1.2554 |
|
| S3 |
1.2204 |
1.2286 |
1.2533 |
|
| S4 |
1.1975 |
1.2057 |
1.2470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2810 |
1.2581 |
0.0229 |
1.8% |
0.0091 |
0.7% |
7% |
False |
True |
109,549 |
| 10 |
1.2868 |
1.2581 |
0.0287 |
2.3% |
0.0076 |
0.6% |
5% |
False |
True |
102,968 |
| 20 |
1.2900 |
1.2581 |
0.0319 |
2.5% |
0.0069 |
0.5% |
5% |
False |
True |
53,678 |
| 40 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0069 |
0.5% |
16% |
False |
False |
27,033 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0066 |
0.5% |
16% |
False |
False |
18,116 |
| 80 |
1.2900 |
1.2527 |
0.0373 |
3.0% |
0.0066 |
0.5% |
18% |
False |
False |
13,720 |
| 100 |
1.2900 |
1.2148 |
0.0752 |
6.0% |
0.0060 |
0.5% |
60% |
False |
False |
10,979 |
| 120 |
1.2900 |
1.2099 |
0.0801 |
6.4% |
0.0052 |
0.4% |
62% |
False |
False |
9,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3106 |
|
2.618 |
1.2943 |
|
1.618 |
1.2843 |
|
1.000 |
1.2781 |
|
0.618 |
1.2743 |
|
HIGH |
1.2681 |
|
0.618 |
1.2643 |
|
0.500 |
1.2631 |
|
0.382 |
1.2619 |
|
LOW |
1.2581 |
|
0.618 |
1.2519 |
|
1.000 |
1.2481 |
|
1.618 |
1.2419 |
|
2.618 |
1.2319 |
|
4.250 |
1.2156 |
|
|
| Fisher Pivots for day following 22-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2631 |
1.2696 |
| PP |
1.2619 |
1.2662 |
| S1 |
1.2608 |
1.2629 |
|