CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2701 |
1.2725 |
0.0024 |
0.2% |
1.2685 |
| High |
1.2731 |
1.2803 |
0.0072 |
0.6% |
1.2755 |
| Low |
1.2701 |
1.2725 |
0.0024 |
0.2% |
1.2637 |
| Close |
1.2731 |
1.2800 |
0.0069 |
0.5% |
1.2709 |
| Range |
0.0030 |
0.0078 |
0.0048 |
160.0% |
0.0118 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.6% |
0.0000 |
| Volume |
32 |
14 |
-18 |
-56.3% |
189 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3010 |
1.2983 |
1.2843 |
|
| R3 |
1.2932 |
1.2905 |
1.2821 |
|
| R2 |
1.2854 |
1.2854 |
1.2814 |
|
| R1 |
1.2827 |
1.2827 |
1.2807 |
1.2841 |
| PP |
1.2776 |
1.2776 |
1.2776 |
1.2783 |
| S1 |
1.2749 |
1.2749 |
1.2793 |
1.2763 |
| S2 |
1.2698 |
1.2698 |
1.2786 |
|
| S3 |
1.2620 |
1.2671 |
1.2779 |
|
| S4 |
1.2542 |
1.2593 |
1.2757 |
|
|
| 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 |
1.2803 |
1.2637 |
0.0166 |
1.3% |
0.0055 |
0.4% |
98% |
True |
False |
42 |
| 10 |
1.2803 |
1.2544 |
0.0259 |
2.0% |
0.0072 |
0.6% |
99% |
True |
False |
76 |
| 20 |
1.2803 |
1.2527 |
0.0276 |
2.2% |
0.0066 |
0.5% |
99% |
True |
False |
481 |
| 40 |
1.2803 |
1.2148 |
0.0655 |
5.1% |
0.0053 |
0.4% |
100% |
True |
False |
274 |
| 60 |
1.2803 |
1.2099 |
0.0704 |
5.5% |
0.0039 |
0.3% |
100% |
True |
False |
182 |
| 80 |
1.2803 |
1.2099 |
0.0704 |
5.5% |
0.0034 |
0.3% |
100% |
True |
False |
138 |
| 100 |
1.2803 |
1.2099 |
0.0704 |
5.5% |
0.0031 |
0.2% |
100% |
True |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3135 |
|
2.618 |
1.3007 |
|
1.618 |
1.2929 |
|
1.000 |
1.2881 |
|
0.618 |
1.2851 |
|
HIGH |
1.2803 |
|
0.618 |
1.2773 |
|
0.500 |
1.2764 |
|
0.382 |
1.2755 |
|
LOW |
1.2725 |
|
0.618 |
1.2677 |
|
1.000 |
1.2647 |
|
1.618 |
1.2599 |
|
2.618 |
1.2521 |
|
4.250 |
1.2394 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2788 |
1.2782 |
| PP |
1.2776 |
1.2764 |
| S1 |
1.2764 |
1.2746 |
|