CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2692 |
1.2701 |
0.0009 |
0.1% |
1.2685 |
| High |
1.2749 |
1.2731 |
-0.0018 |
-0.1% |
1.2755 |
| Low |
1.2688 |
1.2701 |
0.0013 |
0.1% |
1.2637 |
| Close |
1.2709 |
1.2731 |
0.0022 |
0.2% |
1.2709 |
| Range |
0.0061 |
0.0030 |
-0.0031 |
-50.8% |
0.0118 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-4.3% |
0.0000 |
| Volume |
71 |
32 |
-39 |
-54.9% |
189 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2811 |
1.2801 |
1.2748 |
|
| R3 |
1.2781 |
1.2771 |
1.2739 |
|
| R2 |
1.2751 |
1.2751 |
1.2737 |
|
| R1 |
1.2741 |
1.2741 |
1.2734 |
1.2746 |
| PP |
1.2721 |
1.2721 |
1.2721 |
1.2724 |
| S1 |
1.2711 |
1.2711 |
1.2728 |
1.2716 |
| S2 |
1.2691 |
1.2691 |
1.2726 |
|
| S3 |
1.2661 |
1.2681 |
1.2723 |
|
| S4 |
1.2631 |
1.2651 |
1.2715 |
|
|
| 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% |
0.0044 |
0.3% |
80% |
False |
False |
41 |
| 10 |
1.2799 |
1.2533 |
0.0266 |
2.1% |
0.0070 |
0.6% |
74% |
False |
False |
262 |
| 20 |
1.2799 |
1.2527 |
0.0272 |
2.1% |
0.0066 |
0.5% |
75% |
False |
False |
533 |
| 40 |
1.2799 |
1.2148 |
0.0651 |
5.1% |
0.0051 |
0.4% |
90% |
False |
False |
273 |
| 60 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0038 |
0.3% |
90% |
False |
False |
183 |
| 80 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0034 |
0.3% |
90% |
False |
False |
138 |
| 100 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0031 |
0.2% |
90% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2859 |
|
2.618 |
1.2810 |
|
1.618 |
1.2780 |
|
1.000 |
1.2761 |
|
0.618 |
1.2750 |
|
HIGH |
1.2731 |
|
0.618 |
1.2720 |
|
0.500 |
1.2716 |
|
0.382 |
1.2712 |
|
LOW |
1.2701 |
|
0.618 |
1.2682 |
|
1.000 |
1.2671 |
|
1.618 |
1.2652 |
|
2.618 |
1.2622 |
|
4.250 |
1.2574 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2726 |
1.2718 |
| PP |
1.2721 |
1.2706 |
| S1 |
1.2716 |
1.2693 |
|