CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2594 |
1.2627 |
0.0033 |
0.3% |
1.2645 |
| High |
1.2631 |
1.2669 |
0.0038 |
0.3% |
1.2696 |
| Low |
1.2560 |
1.2593 |
0.0033 |
0.3% |
1.2544 |
| Close |
1.2615 |
1.2627 |
0.0012 |
0.1% |
1.2615 |
| Range |
0.0071 |
0.0076 |
0.0005 |
7.0% |
0.0152 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.6% |
0.0000 |
| Volume |
95 |
675 |
580 |
610.5% |
717 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2858 |
1.2818 |
1.2669 |
|
| R3 |
1.2782 |
1.2742 |
1.2648 |
|
| R2 |
1.2706 |
1.2706 |
1.2641 |
|
| R1 |
1.2666 |
1.2666 |
1.2634 |
1.2665 |
| PP |
1.2630 |
1.2630 |
1.2630 |
1.2629 |
| S1 |
1.2590 |
1.2590 |
1.2620 |
1.2589 |
| S2 |
1.2554 |
1.2554 |
1.2613 |
|
| S3 |
1.2478 |
1.2514 |
1.2606 |
|
| S4 |
1.2402 |
1.2438 |
1.2585 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3074 |
1.2997 |
1.2699 |
|
| R3 |
1.2922 |
1.2845 |
1.2657 |
|
| R2 |
1.2770 |
1.2770 |
1.2643 |
|
| R1 |
1.2693 |
1.2693 |
1.2629 |
1.2656 |
| PP |
1.2618 |
1.2618 |
1.2618 |
1.2600 |
| S1 |
1.2541 |
1.2541 |
1.2601 |
1.2504 |
| S2 |
1.2466 |
1.2466 |
1.2587 |
|
| S3 |
1.2314 |
1.2389 |
1.2573 |
|
| S4 |
1.2162 |
1.2237 |
1.2531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2696 |
1.2544 |
0.0152 |
1.2% |
0.0077 |
0.6% |
55% |
False |
False |
271 |
| 10 |
1.2696 |
1.2542 |
0.0154 |
1.2% |
0.0061 |
0.5% |
55% |
False |
False |
181 |
| 20 |
1.2778 |
1.2537 |
0.0241 |
1.9% |
0.0066 |
0.5% |
37% |
False |
False |
212 |
| 40 |
1.2830 |
1.2537 |
0.0293 |
2.3% |
0.0063 |
0.5% |
31% |
False |
False |
239 |
| 60 |
1.2830 |
1.2508 |
0.0322 |
2.6% |
0.0064 |
0.5% |
37% |
False |
False |
338 |
| 80 |
1.2830 |
1.2127 |
0.0703 |
5.6% |
0.0056 |
0.4% |
71% |
False |
False |
255 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0047 |
0.4% |
72% |
False |
False |
204 |
| 120 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0043 |
0.3% |
72% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2992 |
|
2.618 |
1.2868 |
|
1.618 |
1.2792 |
|
1.000 |
1.2745 |
|
0.618 |
1.2716 |
|
HIGH |
1.2669 |
|
0.618 |
1.2640 |
|
0.500 |
1.2631 |
|
0.382 |
1.2622 |
|
LOW |
1.2593 |
|
0.618 |
1.2546 |
|
1.000 |
1.2517 |
|
1.618 |
1.2470 |
|
2.618 |
1.2394 |
|
4.250 |
1.2270 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2631 |
1.2621 |
| PP |
1.2630 |
1.2616 |
| S1 |
1.2628 |
1.2610 |
|