CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2683 |
1.2701 |
0.0018 |
0.1% |
1.2712 |
| High |
1.2750 |
1.2753 |
0.0003 |
0.0% |
1.2767 |
| Low |
1.2670 |
1.2646 |
-0.0024 |
-0.2% |
1.2661 |
| Close |
1.2718 |
1.2753 |
0.0035 |
0.3% |
1.2710 |
| Range |
0.0080 |
0.0107 |
0.0027 |
33.8% |
0.0106 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.4% |
0.0000 |
| Volume |
851 |
229 |
-622 |
-73.1% |
700 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3038 |
1.3003 |
1.2812 |
|
| R3 |
1.2931 |
1.2896 |
1.2782 |
|
| R2 |
1.2824 |
1.2824 |
1.2773 |
|
| R1 |
1.2789 |
1.2789 |
1.2763 |
1.2807 |
| PP |
1.2717 |
1.2717 |
1.2717 |
1.2726 |
| S1 |
1.2682 |
1.2682 |
1.2743 |
1.2700 |
| S2 |
1.2610 |
1.2610 |
1.2733 |
|
| S3 |
1.2503 |
1.2575 |
1.2724 |
|
| S4 |
1.2396 |
1.2468 |
1.2694 |
|
|
| 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 |
1.2646 |
0.0114 |
0.9% |
0.0071 |
0.6% |
94% |
False |
True |
223 |
| 10 |
1.2767 |
1.2646 |
0.0121 |
0.9% |
0.0053 |
0.4% |
88% |
False |
True |
182 |
| 20 |
1.2798 |
1.2608 |
0.0190 |
1.5% |
0.0061 |
0.5% |
76% |
False |
False |
280 |
| 40 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0064 |
0.5% |
75% |
False |
False |
337 |
| 60 |
1.2830 |
1.2221 |
0.0609 |
4.8% |
0.0056 |
0.4% |
87% |
False |
False |
295 |
| 80 |
1.2830 |
1.2112 |
0.0718 |
5.6% |
0.0047 |
0.4% |
89% |
False |
False |
221 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0040 |
0.3% |
89% |
False |
False |
178 |
| 120 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0038 |
0.3% |
89% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3208 |
|
2.618 |
1.3033 |
|
1.618 |
1.2926 |
|
1.000 |
1.2860 |
|
0.618 |
1.2819 |
|
HIGH |
1.2753 |
|
0.618 |
1.2712 |
|
0.500 |
1.2700 |
|
0.382 |
1.2687 |
|
LOW |
1.2646 |
|
0.618 |
1.2580 |
|
1.000 |
1.2539 |
|
1.618 |
1.2473 |
|
2.618 |
1.2366 |
|
4.250 |
1.2191 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2735 |
1.2735 |
| PP |
1.2717 |
1.2717 |
| S1 |
1.2700 |
1.2700 |
|