CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2583 |
1.2658 |
0.0075 |
0.6% |
1.2601 |
| High |
1.2662 |
1.2688 |
0.0026 |
0.2% |
1.2673 |
| Low |
1.2568 |
1.2640 |
0.0072 |
0.6% |
1.2590 |
| Close |
1.2659 |
1.2655 |
-0.0004 |
0.0% |
1.2627 |
| Range |
0.0094 |
0.0048 |
-0.0046 |
-48.9% |
0.0083 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
89,198 |
84,507 |
-4,691 |
-5.3% |
361,201 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2805 |
1.2778 |
1.2681 |
|
| R3 |
1.2757 |
1.2730 |
1.2668 |
|
| R2 |
1.2709 |
1.2709 |
1.2664 |
|
| R1 |
1.2682 |
1.2682 |
1.2659 |
1.2672 |
| PP |
1.2661 |
1.2661 |
1.2661 |
1.2656 |
| S1 |
1.2634 |
1.2634 |
1.2651 |
1.2624 |
| S2 |
1.2613 |
1.2613 |
1.2646 |
|
| S3 |
1.2565 |
1.2586 |
1.2642 |
|
| S4 |
1.2517 |
1.2538 |
1.2629 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2879 |
1.2836 |
1.2673 |
|
| R3 |
1.2796 |
1.2753 |
1.2650 |
|
| R2 |
1.2713 |
1.2713 |
1.2642 |
|
| R1 |
1.2670 |
1.2670 |
1.2635 |
1.2692 |
| PP |
1.2630 |
1.2630 |
1.2630 |
1.2641 |
| S1 |
1.2587 |
1.2587 |
1.2619 |
1.2609 |
| S2 |
1.2547 |
1.2547 |
1.2612 |
|
| S3 |
1.2464 |
1.2504 |
1.2604 |
|
| S4 |
1.2381 |
1.2421 |
1.2581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2688 |
1.2543 |
0.0145 |
1.1% |
0.0072 |
0.6% |
77% |
True |
False |
91,871 |
| 10 |
1.2810 |
1.2543 |
0.0267 |
2.1% |
0.0075 |
0.6% |
42% |
False |
False |
102,102 |
| 20 |
1.2900 |
1.2543 |
0.0357 |
2.8% |
0.0072 |
0.6% |
31% |
False |
False |
88,586 |
| 40 |
1.2900 |
1.2543 |
0.0357 |
2.8% |
0.0065 |
0.5% |
31% |
False |
False |
44,927 |
| 60 |
1.2900 |
1.2537 |
0.0363 |
2.9% |
0.0064 |
0.5% |
33% |
False |
False |
30,046 |
| 80 |
1.2900 |
1.2527 |
0.0373 |
2.9% |
0.0066 |
0.5% |
34% |
False |
False |
22,625 |
| 100 |
1.2900 |
1.2221 |
0.0679 |
5.4% |
0.0062 |
0.5% |
64% |
False |
False |
18,158 |
| 120 |
1.2900 |
1.2112 |
0.0788 |
6.2% |
0.0056 |
0.4% |
69% |
False |
False |
15,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2892 |
|
2.618 |
1.2814 |
|
1.618 |
1.2766 |
|
1.000 |
1.2736 |
|
0.618 |
1.2718 |
|
HIGH |
1.2688 |
|
0.618 |
1.2670 |
|
0.500 |
1.2664 |
|
0.382 |
1.2658 |
|
LOW |
1.2640 |
|
0.618 |
1.2610 |
|
1.000 |
1.2592 |
|
1.618 |
1.2562 |
|
2.618 |
1.2514 |
|
4.250 |
1.2436 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2664 |
1.2642 |
| PP |
1.2661 |
1.2629 |
| S1 |
1.2658 |
1.2616 |
|