CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2707 |
1.2673 |
-0.0034 |
-0.3% |
1.2655 |
| High |
1.2731 |
1.2773 |
0.0042 |
0.3% |
1.2773 |
| Low |
1.2691 |
1.2628 |
-0.0063 |
-0.5% |
1.2625 |
| Close |
1.2691 |
1.2730 |
0.0039 |
0.3% |
1.2730 |
| Range |
0.0040 |
0.0145 |
0.0105 |
262.5% |
0.0148 |
| ATR |
0.0074 |
0.0079 |
0.0005 |
6.9% |
0.0000 |
| Volume |
33 |
583 |
550 |
1,666.7% |
1,513 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3145 |
1.3083 |
1.2810 |
|
| R3 |
1.3000 |
1.2938 |
1.2770 |
|
| R2 |
1.2855 |
1.2855 |
1.2757 |
|
| R1 |
1.2793 |
1.2793 |
1.2743 |
1.2824 |
| PP |
1.2710 |
1.2710 |
1.2710 |
1.2726 |
| S1 |
1.2648 |
1.2648 |
1.2717 |
1.2679 |
| S2 |
1.2565 |
1.2565 |
1.2703 |
|
| S3 |
1.2420 |
1.2503 |
1.2690 |
|
| S4 |
1.2275 |
1.2358 |
1.2650 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3153 |
1.3090 |
1.2811 |
|
| R3 |
1.3005 |
1.2942 |
1.2771 |
|
| R2 |
1.2857 |
1.2857 |
1.2757 |
|
| R1 |
1.2794 |
1.2794 |
1.2744 |
1.2826 |
| PP |
1.2709 |
1.2709 |
1.2709 |
1.2725 |
| S1 |
1.2646 |
1.2646 |
1.2716 |
1.2678 |
| S2 |
1.2561 |
1.2561 |
1.2703 |
|
| S3 |
1.2413 |
1.2498 |
1.2689 |
|
| S4 |
1.2265 |
1.2350 |
1.2649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2776 |
1.2625 |
0.0151 |
1.2% |
0.0065 |
0.5% |
70% |
False |
False |
354 |
| 10 |
1.2830 |
1.2625 |
0.0205 |
1.6% |
0.0065 |
0.5% |
51% |
False |
False |
194 |
| 20 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0070 |
0.5% |
67% |
False |
False |
364 |
| 40 |
1.2830 |
1.2221 |
0.0609 |
4.8% |
0.0057 |
0.4% |
84% |
False |
False |
318 |
| 60 |
1.2830 |
1.2112 |
0.0718 |
5.6% |
0.0046 |
0.4% |
86% |
False |
False |
212 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0036 |
0.3% |
86% |
False |
False |
160 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0035 |
0.3% |
86% |
False |
False |
128 |
| 120 |
1.2996 |
1.2099 |
0.0897 |
7.0% |
0.0034 |
0.3% |
70% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3389 |
|
2.618 |
1.3153 |
|
1.618 |
1.3008 |
|
1.000 |
1.2918 |
|
0.618 |
1.2863 |
|
HIGH |
1.2773 |
|
0.618 |
1.2718 |
|
0.500 |
1.2701 |
|
0.382 |
1.2683 |
|
LOW |
1.2628 |
|
0.618 |
1.2538 |
|
1.000 |
1.2483 |
|
1.618 |
1.2393 |
|
2.618 |
1.2248 |
|
4.250 |
1.2012 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2720 |
1.2720 |
| PP |
1.2710 |
1.2710 |
| S1 |
1.2701 |
1.2701 |
|