CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2652 |
1.2622 |
-0.0030 |
-0.2% |
1.2615 |
| High |
1.2654 |
1.2624 |
-0.0030 |
-0.2% |
1.2734 |
| Low |
1.2594 |
1.2571 |
-0.0023 |
-0.2% |
1.2615 |
| Close |
1.2594 |
1.2573 |
-0.0021 |
-0.2% |
1.2710 |
| Range |
0.0060 |
0.0053 |
-0.0007 |
-11.7% |
0.0119 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
953 |
240 |
-713 |
-74.8% |
2,420 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2748 |
1.2714 |
1.2602 |
|
| R3 |
1.2695 |
1.2661 |
1.2588 |
|
| R2 |
1.2642 |
1.2642 |
1.2583 |
|
| R1 |
1.2608 |
1.2608 |
1.2578 |
1.2599 |
| PP |
1.2589 |
1.2589 |
1.2589 |
1.2585 |
| S1 |
1.2555 |
1.2555 |
1.2568 |
1.2546 |
| S2 |
1.2536 |
1.2536 |
1.2563 |
|
| S3 |
1.2483 |
1.2502 |
1.2558 |
|
| S4 |
1.2430 |
1.2449 |
1.2544 |
|
|
| 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 |
1.2715 |
1.2571 |
0.0144 |
1.1% |
0.0059 |
0.5% |
1% |
False |
True |
772 |
| 10 |
1.2734 |
1.2508 |
0.0226 |
1.8% |
0.0058 |
0.5% |
29% |
False |
False |
539 |
| 20 |
1.2734 |
1.2221 |
0.0513 |
4.1% |
0.0045 |
0.4% |
69% |
False |
False |
272 |
| 40 |
1.2734 |
1.2112 |
0.0622 |
4.9% |
0.0034 |
0.3% |
74% |
False |
False |
136 |
| 60 |
1.2734 |
1.2099 |
0.0635 |
5.1% |
0.0025 |
0.2% |
75% |
False |
False |
92 |
| 80 |
1.2734 |
1.2099 |
0.0635 |
5.1% |
0.0026 |
0.2% |
75% |
False |
False |
69 |
| 100 |
1.2996 |
1.2099 |
0.0897 |
7.1% |
0.0027 |
0.2% |
53% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2849 |
|
2.618 |
1.2763 |
|
1.618 |
1.2710 |
|
1.000 |
1.2677 |
|
0.618 |
1.2657 |
|
HIGH |
1.2624 |
|
0.618 |
1.2604 |
|
0.500 |
1.2598 |
|
0.382 |
1.2591 |
|
LOW |
1.2571 |
|
0.618 |
1.2538 |
|
1.000 |
1.2518 |
|
1.618 |
1.2485 |
|
2.618 |
1.2432 |
|
4.250 |
1.2346 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2598 |
1.2628 |
| PP |
1.2589 |
1.2610 |
| S1 |
1.2581 |
1.2591 |
|