CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2637 |
1.2692 |
0.0055 |
0.4% |
1.2685 |
| High |
1.2692 |
1.2749 |
0.0057 |
0.4% |
1.2755 |
| Low |
1.2637 |
1.2688 |
0.0051 |
0.4% |
1.2637 |
| Close |
1.2692 |
1.2709 |
0.0017 |
0.1% |
1.2709 |
| Range |
0.0055 |
0.0061 |
0.0006 |
10.9% |
0.0118 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
27 |
71 |
44 |
163.0% |
189 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2898 |
1.2865 |
1.2743 |
|
| R3 |
1.2837 |
1.2804 |
1.2726 |
|
| R2 |
1.2776 |
1.2776 |
1.2720 |
|
| R1 |
1.2743 |
1.2743 |
1.2715 |
1.2760 |
| PP |
1.2715 |
1.2715 |
1.2715 |
1.2724 |
| S1 |
1.2682 |
1.2682 |
1.2703 |
1.2699 |
| S2 |
1.2654 |
1.2654 |
1.2698 |
|
| S3 |
1.2593 |
1.2621 |
1.2692 |
|
| S4 |
1.2532 |
1.2560 |
1.2675 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.3000 |
1.2774 |
|
| R3 |
1.2936 |
1.2882 |
1.2741 |
|
| R2 |
1.2818 |
1.2818 |
1.2731 |
|
| R1 |
1.2764 |
1.2764 |
1.2720 |
1.2791 |
| PP |
1.2700 |
1.2700 |
1.2700 |
1.2714 |
| S1 |
1.2646 |
1.2646 |
1.2698 |
1.2673 |
| S2 |
1.2582 |
1.2582 |
1.2687 |
|
| S3 |
1.2464 |
1.2528 |
1.2677 |
|
| S4 |
1.2346 |
1.2410 |
1.2644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2755 |
1.2637 |
0.0118 |
0.9% |
0.0049 |
0.4% |
61% |
False |
False |
37 |
| 10 |
1.2799 |
1.2533 |
0.0266 |
2.1% |
0.0073 |
0.6% |
66% |
False |
False |
264 |
| 20 |
1.2799 |
1.2527 |
0.0272 |
2.1% |
0.0067 |
0.5% |
67% |
False |
False |
540 |
| 40 |
1.2799 |
1.2127 |
0.0672 |
5.3% |
0.0051 |
0.4% |
87% |
False |
False |
272 |
| 60 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0038 |
0.3% |
87% |
False |
False |
183 |
| 80 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0034 |
0.3% |
87% |
False |
False |
137 |
| 100 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0031 |
0.2% |
87% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3008 |
|
2.618 |
1.2909 |
|
1.618 |
1.2848 |
|
1.000 |
1.2810 |
|
0.618 |
1.2787 |
|
HIGH |
1.2749 |
|
0.618 |
1.2726 |
|
0.500 |
1.2719 |
|
0.382 |
1.2711 |
|
LOW |
1.2688 |
|
0.618 |
1.2650 |
|
1.000 |
1.2627 |
|
1.618 |
1.2589 |
|
2.618 |
1.2528 |
|
4.250 |
1.2429 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2719 |
1.2704 |
| PP |
1.2715 |
1.2698 |
| S1 |
1.2712 |
1.2693 |
|