CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2739 |
1.2700 |
-0.0039 |
-0.3% |
1.2567 |
| High |
1.2755 |
1.2700 |
-0.0055 |
-0.4% |
1.2799 |
| Low |
1.2730 |
1.2650 |
-0.0080 |
-0.6% |
1.2533 |
| Close |
1.2730 |
1.2650 |
-0.0080 |
-0.6% |
1.2699 |
| Range |
0.0025 |
0.0050 |
0.0025 |
100.0% |
0.0266 |
| ATR |
0.0077 |
0.0078 |
0.0000 |
0.2% |
0.0000 |
| Volume |
7 |
70 |
63 |
900.0% |
2,457 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2817 |
1.2783 |
1.2678 |
|
| R3 |
1.2767 |
1.2733 |
1.2664 |
|
| R2 |
1.2717 |
1.2717 |
1.2659 |
|
| R1 |
1.2683 |
1.2683 |
1.2655 |
1.2675 |
| PP |
1.2667 |
1.2667 |
1.2667 |
1.2663 |
| S1 |
1.2633 |
1.2633 |
1.2645 |
1.2625 |
| S2 |
1.2617 |
1.2617 |
1.2641 |
|
| S3 |
1.2567 |
1.2583 |
1.2636 |
|
| S4 |
1.2517 |
1.2533 |
1.2623 |
|
|
| 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 |
1.2645 |
0.0154 |
1.2% |
0.0079 |
0.6% |
3% |
False |
False |
108 |
| 10 |
1.2799 |
1.2527 |
0.0272 |
2.2% |
0.0075 |
0.6% |
45% |
False |
False |
535 |
| 20 |
1.2799 |
1.2508 |
0.0291 |
2.3% |
0.0066 |
0.5% |
49% |
False |
False |
537 |
| 40 |
1.2799 |
1.2127 |
0.0672 |
5.3% |
0.0049 |
0.4% |
78% |
False |
False |
270 |
| 60 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0036 |
0.3% |
79% |
False |
False |
181 |
| 80 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0032 |
0.3% |
79% |
False |
False |
136 |
| 100 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0030 |
0.2% |
79% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2913 |
|
2.618 |
1.2831 |
|
1.618 |
1.2781 |
|
1.000 |
1.2750 |
|
0.618 |
1.2731 |
|
HIGH |
1.2700 |
|
0.618 |
1.2681 |
|
0.500 |
1.2675 |
|
0.382 |
1.2669 |
|
LOW |
1.2650 |
|
0.618 |
1.2619 |
|
1.000 |
1.2600 |
|
1.618 |
1.2569 |
|
2.618 |
1.2519 |
|
4.250 |
1.2438 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2675 |
1.2702 |
| PP |
1.2667 |
1.2685 |
| S1 |
1.2658 |
1.2667 |
|