CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2755 |
1.2764 |
0.0009 |
0.1% |
1.2717 |
| High |
1.2798 |
1.2789 |
-0.0009 |
-0.1% |
1.2798 |
| Low |
1.2702 |
1.2728 |
0.0026 |
0.2% |
1.2685 |
| Close |
1.2769 |
1.2754 |
-0.0015 |
-0.1% |
1.2754 |
| Range |
0.0096 |
0.0061 |
-0.0035 |
-36.5% |
0.0113 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
643 |
1,107 |
464 |
72.2% |
2,373 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2940 |
1.2908 |
1.2788 |
|
| R3 |
1.2879 |
1.2847 |
1.2771 |
|
| R2 |
1.2818 |
1.2818 |
1.2765 |
|
| R1 |
1.2786 |
1.2786 |
1.2760 |
1.2772 |
| PP |
1.2757 |
1.2757 |
1.2757 |
1.2750 |
| S1 |
1.2725 |
1.2725 |
1.2748 |
1.2711 |
| S2 |
1.2696 |
1.2696 |
1.2743 |
|
| S3 |
1.2635 |
1.2664 |
1.2737 |
|
| S4 |
1.2574 |
1.2603 |
1.2720 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3032 |
1.2816 |
|
| R3 |
1.2972 |
1.2919 |
1.2785 |
|
| R2 |
1.2859 |
1.2859 |
1.2775 |
|
| R1 |
1.2806 |
1.2806 |
1.2764 |
1.2833 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2759 |
| S1 |
1.2693 |
1.2693 |
1.2744 |
1.2720 |
| S2 |
1.2633 |
1.2633 |
1.2733 |
|
| S3 |
1.2520 |
1.2580 |
1.2723 |
|
| S4 |
1.2407 |
1.2467 |
1.2692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2798 |
1.2685 |
0.0113 |
0.9% |
0.0070 |
0.5% |
61% |
False |
False |
474 |
| 10 |
1.2798 |
1.2625 |
0.0173 |
1.4% |
0.0068 |
0.5% |
75% |
False |
False |
414 |
| 20 |
1.2830 |
1.2625 |
0.0205 |
1.6% |
0.0070 |
0.5% |
63% |
False |
False |
242 |
| 40 |
1.2830 |
1.2393 |
0.0437 |
3.4% |
0.0063 |
0.5% |
83% |
False |
False |
377 |
| 60 |
1.2830 |
1.2112 |
0.0718 |
5.6% |
0.0050 |
0.4% |
89% |
False |
False |
252 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0040 |
0.3% |
90% |
False |
False |
190 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0037 |
0.3% |
90% |
False |
False |
152 |
| 120 |
1.2930 |
1.2099 |
0.0831 |
6.5% |
0.0035 |
0.3% |
79% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3048 |
|
2.618 |
1.2949 |
|
1.618 |
1.2888 |
|
1.000 |
1.2850 |
|
0.618 |
1.2827 |
|
HIGH |
1.2789 |
|
0.618 |
1.2766 |
|
0.500 |
1.2759 |
|
0.382 |
1.2751 |
|
LOW |
1.2728 |
|
0.618 |
1.2690 |
|
1.000 |
1.2667 |
|
1.618 |
1.2629 |
|
2.618 |
1.2568 |
|
4.250 |
1.2469 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2759 |
1.2753 |
| PP |
1.2757 |
1.2751 |
| S1 |
1.2756 |
1.2750 |
|