CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2647 |
1.2772 |
0.0125 |
1.0% |
1.2567 |
| High |
1.2795 |
1.2799 |
0.0004 |
0.0% |
1.2799 |
| Low |
1.2645 |
1.2682 |
0.0037 |
0.3% |
1.2533 |
| Close |
1.2765 |
1.2699 |
-0.0066 |
-0.5% |
1.2699 |
| Range |
0.0150 |
0.0117 |
-0.0033 |
-22.0% |
0.0266 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
4.2% |
0.0000 |
| Volume |
80 |
370 |
290 |
362.5% |
2,457 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3078 |
1.3005 |
1.2763 |
|
| R3 |
1.2961 |
1.2888 |
1.2731 |
|
| R2 |
1.2844 |
1.2844 |
1.2720 |
|
| R1 |
1.2771 |
1.2771 |
1.2710 |
1.2749 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2716 |
| S1 |
1.2654 |
1.2654 |
1.2688 |
1.2632 |
| S2 |
1.2610 |
1.2610 |
1.2678 |
|
| S3 |
1.2493 |
1.2537 |
1.2667 |
|
| S4 |
1.2376 |
1.2420 |
1.2635 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3475 |
1.3353 |
1.2845 |
|
| R3 |
1.3209 |
1.3087 |
1.2772 |
|
| R2 |
1.2943 |
1.2943 |
1.2748 |
|
| R1 |
1.2821 |
1.2821 |
1.2723 |
1.2882 |
| PP |
1.2677 |
1.2677 |
1.2677 |
1.2708 |
| S1 |
1.2555 |
1.2555 |
1.2675 |
1.2616 |
| S2 |
1.2411 |
1.2411 |
1.2650 |
|
| S3 |
1.2145 |
1.2289 |
1.2626 |
|
| S4 |
1.1879 |
1.2023 |
1.2553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2799 |
1.2533 |
0.0266 |
2.1% |
0.0096 |
0.8% |
62% |
True |
False |
491 |
| 10 |
1.2799 |
1.2527 |
0.0272 |
2.1% |
0.0080 |
0.6% |
63% |
True |
False |
819 |
| 20 |
1.2799 |
1.2393 |
0.0406 |
3.2% |
0.0066 |
0.5% |
75% |
True |
False |
533 |
| 40 |
1.2799 |
1.2112 |
0.0687 |
5.4% |
0.0047 |
0.4% |
85% |
True |
False |
268 |
| 60 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0035 |
0.3% |
86% |
True |
False |
179 |
| 80 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0033 |
0.3% |
86% |
True |
False |
135 |
| 100 |
1.2860 |
1.2099 |
0.0761 |
6.0% |
0.0030 |
0.2% |
79% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3296 |
|
2.618 |
1.3105 |
|
1.618 |
1.2988 |
|
1.000 |
1.2916 |
|
0.618 |
1.2871 |
|
HIGH |
1.2799 |
|
0.618 |
1.2754 |
|
0.500 |
1.2741 |
|
0.382 |
1.2727 |
|
LOW |
1.2682 |
|
0.618 |
1.2610 |
|
1.000 |
1.2565 |
|
1.618 |
1.2493 |
|
2.618 |
1.2376 |
|
4.250 |
1.2185 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2741 |
1.2690 |
| PP |
1.2727 |
1.2681 |
| S1 |
1.2713 |
1.2672 |
|