CME British Pound Future June 2024


Trading Metrics calculated at close of trading on 16-Oct-2023
Day Change Summary
Previous Current
13-Oct-2023 16-Oct-2023 Change Change % Previous Week
Open 1.2152 1.2229 0.0077 0.6% 1.2249
High 1.2242 1.2229 -0.0013 -0.1% 1.2321
Low 1.2180 1.2229 0.0049 0.4% 1.2180
Close 1.2152 1.2229 0.0077 0.6% 1.2152
Range 0.0062 0.0000 -0.0062 -100.0% 0.0141
ATR 0.0052 0.0054 0.0002 3.5% 0.0000
Volume
Daily Pivots for day following 16-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.2229 1.2229 1.2229
R3 1.2229 1.2229 1.2229
R2 1.2229 1.2229 1.2229
R1 1.2229 1.2229 1.2229 1.2229
PP 1.2229 1.2229 1.2229 1.2229
S1 1.2229 1.2229 1.2229 1.2229
S2 1.2229 1.2229 1.2229
S3 1.2229 1.2229 1.2229
S4 1.2229 1.2229 1.2229
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 1.2641 1.2537 1.2230
R3 1.2500 1.2396 1.2191
R2 1.2359 1.2359 1.2178
R1 1.2255 1.2255 1.2165 1.2237
PP 1.2218 1.2218 1.2218 1.2208
S1 1.2114 1.2114 1.2139 1.2096
S2 1.2077 1.2077 1.2126
S3 1.1936 1.1973 1.2113
S4 1.1795 1.1832 1.2074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2321 1.2180 0.0141 1.2% 0.0012 0.1% 35% False False
10 1.2321 1.2099 0.0222 1.8% 0.0012 0.1% 59% False False
20 1.2392 1.2099 0.0293 2.4% 0.0009 0.1% 44% False False 3
40 1.2734 1.2099 0.0635 5.2% 0.0018 0.1% 20% False False 2
60 1.2930 1.2099 0.0831 6.8% 0.0021 0.2% 16% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch -0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2229
2.618 1.2229
1.618 1.2229
1.000 1.2229
0.618 1.2229
HIGH 1.2229
0.618 1.2229
0.500 1.2229
0.382 1.2229
LOW 1.2229
0.618 1.2229
1.000 1.2229
1.618 1.2229
2.618 1.2229
4.250 1.2229
Fisher Pivots for day following 16-Oct-2023
Pivot 1 day 3 day
R1 1.2229 1.2223
PP 1.2229 1.2217
S1 1.2229 1.2211

These figures are updated between 7pm and 10pm EST after a trading day.

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