CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2601 |
1.2567 |
-0.0034 |
-0.3% |
1.2685 |
| High |
1.2609 |
1.2605 |
-0.0004 |
0.0% |
1.2685 |
| Low |
1.2527 |
1.2550 |
0.0023 |
0.2% |
1.2527 |
| Close |
1.2564 |
1.2569 |
0.0005 |
0.0% |
1.2564 |
| Range |
0.0082 |
0.0055 |
-0.0027 |
-32.9% |
0.0158 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,448 |
53 |
-2,395 |
-97.8% |
5,740 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2740 |
1.2709 |
1.2599 |
|
| R3 |
1.2685 |
1.2654 |
1.2584 |
|
| R2 |
1.2630 |
1.2630 |
1.2579 |
|
| R1 |
1.2599 |
1.2599 |
1.2574 |
1.2615 |
| PP |
1.2575 |
1.2575 |
1.2575 |
1.2582 |
| S1 |
1.2544 |
1.2544 |
1.2564 |
1.2560 |
| S2 |
1.2520 |
1.2520 |
1.2559 |
|
| S3 |
1.2465 |
1.2489 |
1.2554 |
|
| S4 |
1.2410 |
1.2434 |
1.2539 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3066 |
1.2973 |
1.2651 |
|
| R3 |
1.2908 |
1.2815 |
1.2607 |
|
| R2 |
1.2750 |
1.2750 |
1.2593 |
|
| R1 |
1.2657 |
1.2657 |
1.2578 |
1.2625 |
| PP |
1.2592 |
1.2592 |
1.2592 |
1.2576 |
| S1 |
1.2499 |
1.2499 |
1.2550 |
1.2467 |
| S2 |
1.2434 |
1.2434 |
1.2535 |
|
| S3 |
1.2276 |
1.2341 |
1.2521 |
|
| S4 |
1.2118 |
1.2183 |
1.2477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2654 |
1.2527 |
0.0127 |
1.0% |
0.0061 |
0.5% |
33% |
False |
False |
810 |
| 10 |
1.2734 |
1.2527 |
0.0207 |
1.6% |
0.0063 |
0.5% |
20% |
False |
False |
804 |
| 20 |
1.2734 |
1.2266 |
0.0468 |
3.7% |
0.0052 |
0.4% |
65% |
False |
False |
415 |
| 40 |
1.2734 |
1.2112 |
0.0622 |
4.9% |
0.0037 |
0.3% |
73% |
False |
False |
208 |
| 60 |
1.2734 |
1.2099 |
0.0635 |
5.1% |
0.0028 |
0.2% |
74% |
False |
False |
139 |
| 80 |
1.2734 |
1.2099 |
0.0635 |
5.1% |
0.0028 |
0.2% |
74% |
False |
False |
105 |
| 100 |
1.2930 |
1.2099 |
0.0831 |
6.6% |
0.0028 |
0.2% |
57% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2839 |
|
2.618 |
1.2749 |
|
1.618 |
1.2694 |
|
1.000 |
1.2660 |
|
0.618 |
1.2639 |
|
HIGH |
1.2605 |
|
0.618 |
1.2584 |
|
0.500 |
1.2578 |
|
0.382 |
1.2571 |
|
LOW |
1.2550 |
|
0.618 |
1.2516 |
|
1.000 |
1.2495 |
|
1.618 |
1.2461 |
|
2.618 |
1.2406 |
|
4.250 |
1.2316 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2578 |
1.2571 |
| PP |
1.2575 |
1.2570 |
| S1 |
1.2572 |
1.2570 |
|