CME British Pound Future March 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 |
1.2692 |
1.2710 |
0.0018 |
0.1% |
1.2674 |
| High |
1.2737 |
1.2763 |
0.0026 |
0.2% |
1.2702 |
| Low |
1.2672 |
1.2691 |
0.0019 |
0.1% |
1.2600 |
| Close |
1.2703 |
1.2742 |
0.0039 |
0.3% |
1.2664 |
| Range |
0.0065 |
0.0072 |
0.0007 |
10.8% |
0.0102 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.1% |
0.0000 |
| Volume |
80,340 |
88,417 |
8,077 |
10.1% |
413,694 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2948 |
1.2917 |
1.2782 |
|
| R3 |
1.2876 |
1.2845 |
1.2762 |
|
| R2 |
1.2804 |
1.2804 |
1.2755 |
|
| R1 |
1.2773 |
1.2773 |
1.2749 |
1.2789 |
| PP |
1.2732 |
1.2732 |
1.2732 |
1.2740 |
| S1 |
1.2701 |
1.2701 |
1.2735 |
1.2717 |
| S2 |
1.2660 |
1.2660 |
1.2729 |
|
| S3 |
1.2588 |
1.2629 |
1.2722 |
|
| S4 |
1.2516 |
1.2557 |
1.2702 |
|
|
| 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 |
1.2763 |
1.2600 |
0.0163 |
1.3% |
0.0065 |
0.5% |
87% |
True |
False |
90,812 |
| 10 |
1.2763 |
1.2600 |
0.0163 |
1.3% |
0.0063 |
0.5% |
87% |
True |
False |
87,689 |
| 20 |
1.2763 |
1.2537 |
0.0226 |
1.8% |
0.0065 |
0.5% |
91% |
True |
False |
86,986 |
| 40 |
1.2800 |
1.2521 |
0.0279 |
2.2% |
0.0077 |
0.6% |
79% |
False |
False |
95,970 |
| 60 |
1.2833 |
1.2509 |
0.0324 |
2.5% |
0.0085 |
0.7% |
72% |
False |
False |
89,717 |
| 80 |
1.2833 |
1.2199 |
0.0634 |
5.0% |
0.0085 |
0.7% |
86% |
False |
False |
67,619 |
| 100 |
1.2833 |
1.2085 |
0.0748 |
5.9% |
0.0084 |
0.7% |
88% |
False |
False |
54,117 |
| 120 |
1.2833 |
1.2061 |
0.0772 |
6.1% |
0.0080 |
0.6% |
88% |
False |
False |
45,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3069 |
|
2.618 |
1.2951 |
|
1.618 |
1.2879 |
|
1.000 |
1.2835 |
|
0.618 |
1.2807 |
|
HIGH |
1.2763 |
|
0.618 |
1.2735 |
|
0.500 |
1.2727 |
|
0.382 |
1.2719 |
|
LOW |
1.2691 |
|
0.618 |
1.2647 |
|
1.000 |
1.2619 |
|
1.618 |
1.2575 |
|
2.618 |
1.2503 |
|
4.250 |
1.2385 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2737 |
1.2731 |
| PP |
1.2732 |
1.2720 |
| S1 |
1.2727 |
1.2709 |
|