CME British Pound Future March 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2789 |
1.2800 |
0.0011 |
0.1% |
1.2655 |
| High |
1.2812 |
1.2823 |
0.0011 |
0.1% |
1.2894 |
| Low |
1.2775 |
1.2730 |
-0.0045 |
-0.4% |
1.2655 |
| Close |
1.2795 |
1.2750 |
-0.0045 |
-0.4% |
1.2858 |
| Range |
0.0037 |
0.0093 |
0.0056 |
151.4% |
0.0239 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.2% |
0.0000 |
| Volume |
184,211 |
139,388 |
-44,823 |
-24.3% |
480,788 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3047 |
1.2991 |
1.2801 |
|
| R3 |
1.2954 |
1.2898 |
1.2776 |
|
| R2 |
1.2861 |
1.2861 |
1.2767 |
|
| R1 |
1.2805 |
1.2805 |
1.2759 |
1.2787 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2758 |
| S1 |
1.2712 |
1.2712 |
1.2741 |
1.2694 |
| S2 |
1.2675 |
1.2675 |
1.2733 |
|
| S3 |
1.2582 |
1.2619 |
1.2724 |
|
| S4 |
1.2489 |
1.2526 |
1.2699 |
|
|
| 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 |
1.2730 |
0.0164 |
1.3% |
0.0074 |
0.6% |
12% |
False |
True |
158,126 |
| 10 |
1.2894 |
1.2600 |
0.0294 |
2.3% |
0.0071 |
0.6% |
51% |
False |
False |
122,636 |
| 20 |
1.2894 |
1.2542 |
0.0352 |
2.8% |
0.0068 |
0.5% |
59% |
False |
False |
106,497 |
| 40 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0074 |
0.6% |
61% |
False |
False |
102,593 |
| 60 |
1.2894 |
1.2521 |
0.0373 |
2.9% |
0.0081 |
0.6% |
61% |
False |
False |
96,304 |
| 80 |
1.2894 |
1.2386 |
0.0508 |
4.0% |
0.0083 |
0.7% |
72% |
False |
False |
78,707 |
| 100 |
1.2894 |
1.2085 |
0.0809 |
6.3% |
0.0083 |
0.7% |
82% |
False |
False |
62,999 |
| 120 |
1.2894 |
1.2061 |
0.0833 |
6.5% |
0.0081 |
0.6% |
83% |
False |
False |
52,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3218 |
|
2.618 |
1.3066 |
|
1.618 |
1.2973 |
|
1.000 |
1.2916 |
|
0.618 |
1.2880 |
|
HIGH |
1.2823 |
|
0.618 |
1.2787 |
|
0.500 |
1.2777 |
|
0.382 |
1.2766 |
|
LOW |
1.2730 |
|
0.618 |
1.2673 |
|
1.000 |
1.2637 |
|
1.618 |
1.2580 |
|
2.618 |
1.2487 |
|
4.250 |
1.2335 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2777 |
1.2777 |
| PP |
1.2768 |
1.2768 |
| S1 |
1.2759 |
1.2759 |
|