CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2550 |
1.2647 |
0.0097 |
0.8% |
1.2685 |
| High |
1.2640 |
1.2795 |
0.0155 |
1.2% |
1.2685 |
| Low |
1.2544 |
1.2645 |
0.0101 |
0.8% |
1.2527 |
| Close |
1.2639 |
1.2765 |
0.0126 |
1.0% |
1.2564 |
| Range |
0.0096 |
0.0150 |
0.0054 |
56.3% |
0.0158 |
| ATR |
0.0067 |
0.0074 |
0.0006 |
9.4% |
0.0000 |
| Volume |
81 |
80 |
-1 |
-1.2% |
5,740 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3185 |
1.3125 |
1.2848 |
|
| R3 |
1.3035 |
1.2975 |
1.2806 |
|
| R2 |
1.2885 |
1.2885 |
1.2793 |
|
| R1 |
1.2825 |
1.2825 |
1.2779 |
1.2855 |
| PP |
1.2735 |
1.2735 |
1.2735 |
1.2750 |
| S1 |
1.2675 |
1.2675 |
1.2751 |
1.2705 |
| S2 |
1.2585 |
1.2585 |
1.2738 |
|
| S3 |
1.2435 |
1.2525 |
1.2724 |
|
| S4 |
1.2285 |
1.2375 |
1.2683 |
|
|
| 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 |
1.2795 |
1.2527 |
0.0268 |
2.1% |
0.0089 |
0.7% |
89% |
True |
False |
907 |
| 10 |
1.2795 |
1.2527 |
0.0268 |
2.1% |
0.0076 |
0.6% |
89% |
True |
False |
786 |
| 20 |
1.2795 |
1.2393 |
0.0402 |
3.1% |
0.0060 |
0.5% |
93% |
True |
False |
515 |
| 40 |
1.2795 |
1.2112 |
0.0683 |
5.4% |
0.0044 |
0.3% |
96% |
True |
False |
259 |
| 60 |
1.2795 |
1.2099 |
0.0696 |
5.5% |
0.0033 |
0.3% |
96% |
True |
False |
173 |
| 80 |
1.2795 |
1.2099 |
0.0696 |
5.5% |
0.0031 |
0.2% |
96% |
True |
False |
130 |
| 100 |
1.2930 |
1.2099 |
0.0831 |
6.5% |
0.0029 |
0.2% |
80% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3433 |
|
2.618 |
1.3188 |
|
1.618 |
1.3038 |
|
1.000 |
1.2945 |
|
0.618 |
1.2888 |
|
HIGH |
1.2795 |
|
0.618 |
1.2738 |
|
0.500 |
1.2720 |
|
0.382 |
1.2702 |
|
LOW |
1.2645 |
|
0.618 |
1.2552 |
|
1.000 |
1.2495 |
|
1.618 |
1.2402 |
|
2.618 |
1.2252 |
|
4.250 |
1.2008 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2750 |
1.2731 |
| PP |
1.2735 |
1.2698 |
| S1 |
1.2720 |
1.2664 |
|