CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2685 |
1.2739 |
0.0054 |
0.4% |
1.2567 |
| High |
1.2704 |
1.2755 |
0.0051 |
0.4% |
1.2799 |
| Low |
1.2649 |
1.2730 |
0.0081 |
0.6% |
1.2533 |
| Close |
1.2649 |
1.2730 |
0.0081 |
0.6% |
1.2699 |
| Range |
0.0055 |
0.0025 |
-0.0030 |
-54.5% |
0.0266 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.9% |
0.0000 |
| Volume |
14 |
7 |
-7 |
-50.0% |
2,457 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2813 |
1.2797 |
1.2744 |
|
| R3 |
1.2788 |
1.2772 |
1.2737 |
|
| R2 |
1.2763 |
1.2763 |
1.2735 |
|
| R1 |
1.2747 |
1.2747 |
1.2732 |
1.2743 |
| PP |
1.2738 |
1.2738 |
1.2738 |
1.2736 |
| S1 |
1.2722 |
1.2722 |
1.2728 |
1.2718 |
| S2 |
1.2713 |
1.2713 |
1.2725 |
|
| S3 |
1.2688 |
1.2697 |
1.2723 |
|
| S4 |
1.2663 |
1.2672 |
1.2716 |
|
|
| 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 |
1.2544 |
0.0255 |
2.0% |
0.0089 |
0.7% |
73% |
False |
False |
110 |
| 10 |
1.2799 |
1.2527 |
0.0272 |
2.1% |
0.0075 |
0.6% |
75% |
False |
False |
552 |
| 20 |
1.2799 |
1.2508 |
0.0291 |
2.3% |
0.0064 |
0.5% |
76% |
False |
False |
533 |
| 40 |
1.2799 |
1.2127 |
0.0672 |
5.3% |
0.0048 |
0.4% |
90% |
False |
False |
268 |
| 60 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0035 |
0.3% |
90% |
False |
False |
180 |
| 80 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0032 |
0.2% |
90% |
False |
False |
135 |
| 100 |
1.2817 |
1.2099 |
0.0718 |
5.6% |
0.0030 |
0.2% |
88% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2861 |
|
2.618 |
1.2820 |
|
1.618 |
1.2795 |
|
1.000 |
1.2780 |
|
0.618 |
1.2770 |
|
HIGH |
1.2755 |
|
0.618 |
1.2745 |
|
0.500 |
1.2743 |
|
0.382 |
1.2740 |
|
LOW |
1.2730 |
|
0.618 |
1.2715 |
|
1.000 |
1.2705 |
|
1.618 |
1.2690 |
|
2.618 |
1.2665 |
|
4.250 |
1.2624 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2743 |
1.2728 |
| PP |
1.2738 |
1.2726 |
| S1 |
1.2734 |
1.2724 |
|