CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2667 |
1.2655 |
-0.0012 |
-0.1% |
1.2615 |
| High |
1.2667 |
1.2715 |
0.0048 |
0.4% |
1.2734 |
| Low |
1.2630 |
1.2636 |
0.0006 |
0.0% |
1.2615 |
| Close |
1.2636 |
1.2710 |
0.0074 |
0.6% |
1.2710 |
| Range |
0.0037 |
0.0079 |
0.0042 |
113.5% |
0.0119 |
| ATR |
0.0064 |
0.0066 |
0.0001 |
1.6% |
0.0000 |
| Volume |
889 |
39 |
-850 |
-95.6% |
2,420 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2924 |
1.2896 |
1.2753 |
|
| R3 |
1.2845 |
1.2817 |
1.2732 |
|
| R2 |
1.2766 |
1.2766 |
1.2724 |
|
| R1 |
1.2738 |
1.2738 |
1.2717 |
1.2752 |
| PP |
1.2687 |
1.2687 |
1.2687 |
1.2694 |
| S1 |
1.2659 |
1.2659 |
1.2703 |
1.2673 |
| S2 |
1.2608 |
1.2608 |
1.2696 |
|
| S3 |
1.2529 |
1.2580 |
1.2688 |
|
| S4 |
1.2450 |
1.2501 |
1.2667 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3043 |
1.2996 |
1.2775 |
|
| R3 |
1.2924 |
1.2877 |
1.2743 |
|
| R2 |
1.2805 |
1.2805 |
1.2732 |
|
| R1 |
1.2758 |
1.2758 |
1.2721 |
1.2782 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2698 |
| S1 |
1.2639 |
1.2639 |
1.2699 |
1.2663 |
| S2 |
1.2567 |
1.2567 |
1.2688 |
|
| S3 |
1.2448 |
1.2520 |
1.2677 |
|
| S4 |
1.2329 |
1.2401 |
1.2645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2734 |
1.2615 |
0.0119 |
0.9% |
0.0059 |
0.5% |
80% |
False |
False |
484 |
| 10 |
1.2734 |
1.2393 |
0.0341 |
2.7% |
0.0052 |
0.4% |
93% |
False |
False |
247 |
| 20 |
1.2734 |
1.2205 |
0.0529 |
4.2% |
0.0046 |
0.4% |
95% |
False |
False |
125 |
| 40 |
1.2734 |
1.2112 |
0.0622 |
4.9% |
0.0030 |
0.2% |
96% |
False |
False |
63 |
| 60 |
1.2734 |
1.2099 |
0.0635 |
5.0% |
0.0023 |
0.2% |
96% |
False |
False |
43 |
| 80 |
1.2734 |
1.2099 |
0.0635 |
5.0% |
0.0024 |
0.2% |
96% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3051 |
|
2.618 |
1.2922 |
|
1.618 |
1.2843 |
|
1.000 |
1.2794 |
|
0.618 |
1.2764 |
|
HIGH |
1.2715 |
|
0.618 |
1.2685 |
|
0.500 |
1.2676 |
|
0.382 |
1.2666 |
|
LOW |
1.2636 |
|
0.618 |
1.2587 |
|
1.000 |
1.2557 |
|
1.618 |
1.2508 |
|
2.618 |
1.2429 |
|
4.250 |
1.2300 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2699 |
1.2701 |
| PP |
1.2687 |
1.2691 |
| S1 |
1.2676 |
1.2682 |
|