CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2685 |
1.2652 |
-0.0033 |
-0.3% |
1.2615 |
| High |
1.2685 |
1.2654 |
-0.0031 |
-0.2% |
1.2734 |
| Low |
1.2618 |
1.2594 |
-0.0024 |
-0.2% |
1.2615 |
| Close |
1.2634 |
1.2594 |
-0.0040 |
-0.3% |
1.2710 |
| Range |
0.0067 |
0.0060 |
-0.0007 |
-10.4% |
0.0119 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
1,743 |
953 |
-790 |
-45.3% |
2,420 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2754 |
1.2627 |
|
| R3 |
1.2734 |
1.2694 |
1.2611 |
|
| R2 |
1.2674 |
1.2674 |
1.2605 |
|
| R1 |
1.2634 |
1.2634 |
1.2600 |
1.2624 |
| PP |
1.2614 |
1.2614 |
1.2614 |
1.2609 |
| S1 |
1.2574 |
1.2574 |
1.2589 |
1.2564 |
| S2 |
1.2554 |
1.2554 |
1.2583 |
|
| S3 |
1.2494 |
1.2514 |
1.2578 |
|
| S4 |
1.2434 |
1.2454 |
1.2561 |
|
|
| 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 |
1.2594 |
0.0140 |
1.1% |
0.0058 |
0.5% |
0% |
False |
True |
777 |
| 10 |
1.2734 |
1.2508 |
0.0226 |
1.8% |
0.0054 |
0.4% |
38% |
False |
False |
515 |
| 20 |
1.2734 |
1.2221 |
0.0513 |
4.1% |
0.0042 |
0.3% |
73% |
False |
False |
260 |
| 40 |
1.2734 |
1.2112 |
0.0622 |
4.9% |
0.0032 |
0.3% |
77% |
False |
False |
130 |
| 60 |
1.2734 |
1.2099 |
0.0635 |
5.0% |
0.0025 |
0.2% |
78% |
False |
False |
88 |
| 80 |
1.2734 |
1.2099 |
0.0635 |
5.0% |
0.0025 |
0.2% |
78% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2909 |
|
2.618 |
1.2811 |
|
1.618 |
1.2751 |
|
1.000 |
1.2714 |
|
0.618 |
1.2691 |
|
HIGH |
1.2654 |
|
0.618 |
1.2631 |
|
0.500 |
1.2624 |
|
0.382 |
1.2617 |
|
LOW |
1.2594 |
|
0.618 |
1.2557 |
|
1.000 |
1.2534 |
|
1.618 |
1.2497 |
|
2.618 |
1.2437 |
|
4.250 |
1.2339 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2624 |
1.2655 |
| PP |
1.2614 |
1.2634 |
| S1 |
1.2604 |
1.2614 |
|