CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2655 |
1.2636 |
-0.0019 |
-0.2% |
1.2701 |
| High |
1.2655 |
1.2672 |
0.0017 |
0.1% |
1.2830 |
| Low |
1.2625 |
1.2628 |
0.0003 |
0.0% |
1.2701 |
| Close |
1.2626 |
1.2672 |
0.0046 |
0.4% |
1.2752 |
| Range |
0.0030 |
0.0044 |
0.0014 |
46.7% |
0.0129 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
827 |
70 |
-757 |
-91.5% |
333 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2789 |
1.2775 |
1.2696 |
|
| R3 |
1.2745 |
1.2731 |
1.2684 |
|
| R2 |
1.2701 |
1.2701 |
1.2680 |
|
| R1 |
1.2687 |
1.2687 |
1.2676 |
1.2694 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2661 |
| S1 |
1.2643 |
1.2643 |
1.2668 |
1.2650 |
| S2 |
1.2613 |
1.2613 |
1.2664 |
|
| S3 |
1.2569 |
1.2599 |
1.2660 |
|
| S4 |
1.2525 |
1.2555 |
1.2648 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3148 |
1.3079 |
1.2823 |
|
| R3 |
1.3019 |
1.2950 |
1.2787 |
|
| R2 |
1.2890 |
1.2890 |
1.2776 |
|
| R1 |
1.2821 |
1.2821 |
1.2764 |
1.2856 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2778 |
| S1 |
1.2692 |
1.2692 |
1.2740 |
1.2727 |
| S2 |
1.2632 |
1.2632 |
1.2728 |
|
| S3 |
1.2503 |
1.2563 |
1.2717 |
|
| S4 |
1.2374 |
1.2434 |
1.2681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2830 |
1.2625 |
0.0205 |
1.6% |
0.0063 |
0.5% |
23% |
False |
False |
239 |
| 10 |
1.2830 |
1.2625 |
0.0205 |
1.6% |
0.0054 |
0.4% |
23% |
False |
False |
140 |
| 20 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0066 |
0.5% |
48% |
False |
False |
393 |
| 40 |
1.2830 |
1.2221 |
0.0609 |
4.8% |
0.0053 |
0.4% |
74% |
False |
False |
303 |
| 60 |
1.2830 |
1.2112 |
0.0718 |
5.7% |
0.0043 |
0.3% |
78% |
False |
False |
202 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0034 |
0.3% |
78% |
False |
False |
152 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0033 |
0.3% |
78% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2859 |
|
2.618 |
1.2787 |
|
1.618 |
1.2743 |
|
1.000 |
1.2716 |
|
0.618 |
1.2699 |
|
HIGH |
1.2672 |
|
0.618 |
1.2655 |
|
0.500 |
1.2650 |
|
0.382 |
1.2645 |
|
LOW |
1.2628 |
|
0.618 |
1.2601 |
|
1.000 |
1.2584 |
|
1.618 |
1.2557 |
|
2.618 |
1.2513 |
|
4.250 |
1.2441 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2665 |
1.2701 |
| PP |
1.2657 |
1.2691 |
| S1 |
1.2650 |
1.2682 |
|