CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2715 |
1.2683 |
-0.0032 |
-0.3% |
1.2712 |
| High |
1.2715 |
1.2750 |
0.0035 |
0.3% |
1.2767 |
| Low |
1.2650 |
1.2670 |
0.0020 |
0.2% |
1.2661 |
| Close |
1.2703 |
1.2718 |
0.0015 |
0.1% |
1.2710 |
| Range |
0.0065 |
0.0080 |
0.0015 |
23.1% |
0.0106 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.7% |
0.0000 |
| Volume |
16 |
851 |
835 |
5,218.8% |
700 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2953 |
1.2915 |
1.2762 |
|
| R3 |
1.2873 |
1.2835 |
1.2740 |
|
| R2 |
1.2793 |
1.2793 |
1.2733 |
|
| R1 |
1.2755 |
1.2755 |
1.2725 |
1.2774 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2722 |
| S1 |
1.2675 |
1.2675 |
1.2711 |
1.2694 |
| S2 |
1.2633 |
1.2633 |
1.2703 |
|
| S3 |
1.2553 |
1.2595 |
1.2696 |
|
| S4 |
1.2473 |
1.2515 |
1.2674 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3031 |
1.2976 |
1.2768 |
|
| R3 |
1.2925 |
1.2870 |
1.2739 |
|
| R2 |
1.2819 |
1.2819 |
1.2729 |
|
| R1 |
1.2764 |
1.2764 |
1.2720 |
1.2739 |
| PP |
1.2713 |
1.2713 |
1.2713 |
1.2700 |
| S1 |
1.2658 |
1.2658 |
1.2700 |
1.2633 |
| S2 |
1.2607 |
1.2607 |
1.2691 |
|
| S3 |
1.2501 |
1.2552 |
1.2681 |
|
| S4 |
1.2395 |
1.2446 |
1.2652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2760 |
1.2650 |
0.0110 |
0.9% |
0.0055 |
0.4% |
62% |
False |
False |
183 |
| 10 |
1.2767 |
1.2650 |
0.0117 |
0.9% |
0.0044 |
0.3% |
58% |
False |
False |
185 |
| 20 |
1.2798 |
1.2608 |
0.0190 |
1.5% |
0.0058 |
0.5% |
58% |
False |
False |
272 |
| 40 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0063 |
0.5% |
63% |
False |
False |
374 |
| 60 |
1.2830 |
1.2205 |
0.0625 |
4.9% |
0.0057 |
0.5% |
82% |
False |
False |
291 |
| 80 |
1.2830 |
1.2112 |
0.0718 |
5.6% |
0.0047 |
0.4% |
84% |
False |
False |
219 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0039 |
0.3% |
85% |
False |
False |
176 |
| 120 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0037 |
0.3% |
85% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3090 |
|
2.618 |
1.2959 |
|
1.618 |
1.2879 |
|
1.000 |
1.2830 |
|
0.618 |
1.2799 |
|
HIGH |
1.2750 |
|
0.618 |
1.2719 |
|
0.500 |
1.2710 |
|
0.382 |
1.2701 |
|
LOW |
1.2670 |
|
0.618 |
1.2621 |
|
1.000 |
1.2590 |
|
1.618 |
1.2541 |
|
2.618 |
1.2461 |
|
4.250 |
1.2330 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2712 |
| PP |
1.2713 |
1.2706 |
| S1 |
1.2710 |
1.2700 |
|