CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2577 |
1.2550 |
-0.0027 |
-0.2% |
1.2685 |
| High |
1.2596 |
1.2640 |
0.0044 |
0.3% |
1.2685 |
| Low |
1.2533 |
1.2544 |
0.0011 |
0.1% |
1.2527 |
| Close |
1.2577 |
1.2639 |
0.0062 |
0.5% |
1.2564 |
| Range |
0.0063 |
0.0096 |
0.0033 |
52.4% |
0.0158 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.4% |
0.0000 |
| Volume |
1,873 |
81 |
-1,792 |
-95.7% |
5,740 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2896 |
1.2863 |
1.2692 |
|
| R3 |
1.2800 |
1.2767 |
1.2665 |
|
| R2 |
1.2704 |
1.2704 |
1.2657 |
|
| R1 |
1.2671 |
1.2671 |
1.2648 |
1.2688 |
| PP |
1.2608 |
1.2608 |
1.2608 |
1.2616 |
| S1 |
1.2575 |
1.2575 |
1.2630 |
1.2592 |
| S2 |
1.2512 |
1.2512 |
1.2621 |
|
| S3 |
1.2416 |
1.2479 |
1.2613 |
|
| S4 |
1.2320 |
1.2383 |
1.2586 |
|
|
| 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 |
1.2640 |
1.2527 |
0.0113 |
0.9% |
0.0070 |
0.6% |
99% |
True |
False |
962 |
| 10 |
1.2715 |
1.2527 |
0.0188 |
1.5% |
0.0065 |
0.5% |
60% |
False |
False |
867 |
| 20 |
1.2734 |
1.2393 |
0.0341 |
2.7% |
0.0056 |
0.4% |
72% |
False |
False |
512 |
| 40 |
1.2734 |
1.2112 |
0.0622 |
4.9% |
0.0040 |
0.3% |
85% |
False |
False |
257 |
| 60 |
1.2734 |
1.2099 |
0.0635 |
5.0% |
0.0030 |
0.2% |
85% |
False |
False |
172 |
| 80 |
1.2734 |
1.2099 |
0.0635 |
5.0% |
0.0029 |
0.2% |
85% |
False |
False |
129 |
| 100 |
1.2930 |
1.2099 |
0.0831 |
6.6% |
0.0028 |
0.2% |
65% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3048 |
|
2.618 |
1.2891 |
|
1.618 |
1.2795 |
|
1.000 |
1.2736 |
|
0.618 |
1.2699 |
|
HIGH |
1.2640 |
|
0.618 |
1.2603 |
|
0.500 |
1.2592 |
|
0.382 |
1.2581 |
|
LOW |
1.2544 |
|
0.618 |
1.2485 |
|
1.000 |
1.2448 |
|
1.618 |
1.2389 |
|
2.618 |
1.2293 |
|
4.250 |
1.2136 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2623 |
1.2622 |
| PP |
1.2608 |
1.2604 |
| S1 |
1.2592 |
1.2587 |
|