CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2707 |
1.2755 |
0.0048 |
0.4% |
1.2655 |
| High |
1.2749 |
1.2798 |
0.0049 |
0.4% |
1.2773 |
| Low |
1.2707 |
1.2702 |
-0.0005 |
0.0% |
1.2625 |
| Close |
1.2749 |
1.2769 |
0.0020 |
0.2% |
1.2730 |
| Range |
0.0042 |
0.0096 |
0.0054 |
128.6% |
0.0148 |
| ATR |
0.0076 |
0.0078 |
0.0001 |
1.9% |
0.0000 |
| Volume |
310 |
643 |
333 |
107.4% |
1,513 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3044 |
1.3003 |
1.2822 |
|
| R3 |
1.2948 |
1.2907 |
1.2795 |
|
| R2 |
1.2852 |
1.2852 |
1.2787 |
|
| R1 |
1.2811 |
1.2811 |
1.2778 |
1.2832 |
| PP |
1.2756 |
1.2756 |
1.2756 |
1.2767 |
| S1 |
1.2715 |
1.2715 |
1.2760 |
1.2736 |
| S2 |
1.2660 |
1.2660 |
1.2751 |
|
| S3 |
1.2564 |
1.2619 |
1.2743 |
|
| S4 |
1.2468 |
1.2523 |
1.2716 |
|
|
| 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 |
1.2798 |
1.2628 |
0.0170 |
1.3% |
0.0086 |
0.7% |
83% |
True |
False |
369 |
| 10 |
1.2830 |
1.2625 |
0.0205 |
1.6% |
0.0071 |
0.6% |
70% |
False |
False |
306 |
| 20 |
1.2830 |
1.2544 |
0.0286 |
2.2% |
0.0071 |
0.6% |
79% |
False |
False |
191 |
| 40 |
1.2830 |
1.2393 |
0.0437 |
3.4% |
0.0062 |
0.5% |
86% |
False |
False |
350 |
| 60 |
1.2830 |
1.2112 |
0.0718 |
5.6% |
0.0049 |
0.4% |
92% |
False |
False |
233 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0039 |
0.3% |
92% |
False |
False |
176 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0037 |
0.3% |
92% |
False |
False |
141 |
| 120 |
1.2930 |
1.2099 |
0.0831 |
6.5% |
0.0035 |
0.3% |
81% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3206 |
|
2.618 |
1.3049 |
|
1.618 |
1.2953 |
|
1.000 |
1.2894 |
|
0.618 |
1.2857 |
|
HIGH |
1.2798 |
|
0.618 |
1.2761 |
|
0.500 |
1.2750 |
|
0.382 |
1.2739 |
|
LOW |
1.2702 |
|
0.618 |
1.2643 |
|
1.000 |
1.2606 |
|
1.618 |
1.2547 |
|
2.618 |
1.2451 |
|
4.250 |
1.2294 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2763 |
1.2762 |
| PP |
1.2756 |
1.2755 |
| S1 |
1.2750 |
1.2749 |
|