CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2567 |
1.2496 |
-0.0071 |
-0.6% |
1.2375 |
| High |
1.2568 |
1.2554 |
-0.0014 |
-0.1% |
1.2545 |
| Low |
1.2494 |
1.2469 |
-0.0025 |
-0.2% |
1.2303 |
| Close |
1.2507 |
1.2549 |
0.0042 |
0.3% |
1.2505 |
| Range |
0.0074 |
0.0085 |
0.0011 |
14.9% |
0.0242 |
| ATR |
0.0079 |
0.0080 |
0.0000 |
0.5% |
0.0000 |
| Volume |
125,734 |
116,852 |
-8,882 |
-7.1% |
635,007 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2779 |
1.2749 |
1.2596 |
|
| R3 |
1.2694 |
1.2664 |
1.2572 |
|
| R2 |
1.2609 |
1.2609 |
1.2565 |
|
| R1 |
1.2579 |
1.2579 |
1.2557 |
1.2594 |
| PP |
1.2524 |
1.2524 |
1.2524 |
1.2532 |
| S1 |
1.2494 |
1.2494 |
1.2541 |
1.2509 |
| S2 |
1.2439 |
1.2439 |
1.2533 |
|
| S3 |
1.2354 |
1.2409 |
1.2526 |
|
| S4 |
1.2269 |
1.2324 |
1.2502 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3177 |
1.3083 |
1.2638 |
|
| R3 |
1.2935 |
1.2841 |
1.2572 |
|
| R2 |
1.2693 |
1.2693 |
1.2549 |
|
| R1 |
1.2599 |
1.2599 |
1.2527 |
1.2646 |
| PP |
1.2451 |
1.2451 |
1.2451 |
1.2475 |
| S1 |
1.2357 |
1.2357 |
1.2483 |
1.2404 |
| S2 |
1.2209 |
1.2209 |
1.2461 |
|
| S3 |
1.1967 |
1.2115 |
1.2438 |
|
| S4 |
1.1725 |
1.1873 |
1.2372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2572 |
1.2452 |
0.0120 |
1.0% |
0.0081 |
0.6% |
81% |
False |
False |
118,243 |
| 10 |
1.2572 |
1.2303 |
0.0269 |
2.1% |
0.0083 |
0.7% |
91% |
False |
False |
119,030 |
| 20 |
1.2715 |
1.2303 |
0.0412 |
3.3% |
0.0082 |
0.7% |
60% |
False |
False |
116,172 |
| 40 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0078 |
0.6% |
41% |
False |
False |
100,298 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0071 |
0.6% |
41% |
False |
False |
67,270 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0069 |
0.6% |
41% |
False |
False |
50,525 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0069 |
0.6% |
41% |
False |
False |
40,493 |
| 120 |
1.2900 |
1.2221 |
0.0679 |
5.4% |
0.0065 |
0.5% |
48% |
False |
False |
33,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2915 |
|
2.618 |
1.2777 |
|
1.618 |
1.2692 |
|
1.000 |
1.2639 |
|
0.618 |
1.2607 |
|
HIGH |
1.2554 |
|
0.618 |
1.2522 |
|
0.500 |
1.2512 |
|
0.382 |
1.2501 |
|
LOW |
1.2469 |
|
0.618 |
1.2416 |
|
1.000 |
1.2384 |
|
1.618 |
1.2331 |
|
2.618 |
1.2246 |
|
4.250 |
1.2108 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2537 |
1.2540 |
| PP |
1.2524 |
1.2530 |
| S1 |
1.2512 |
1.2521 |
|