CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2496 |
1.2528 |
0.0032 |
0.3% |
1.2375 |
| High |
1.2554 |
1.2547 |
-0.0007 |
-0.1% |
1.2545 |
| Low |
1.2469 |
1.2475 |
0.0006 |
0.0% |
1.2303 |
| Close |
1.2549 |
1.2542 |
-0.0007 |
-0.1% |
1.2505 |
| Range |
0.0085 |
0.0072 |
-0.0013 |
-15.3% |
0.0242 |
| ATR |
0.0080 |
0.0079 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
116,852 |
108,464 |
-8,388 |
-7.2% |
635,007 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2737 |
1.2712 |
1.2582 |
|
| R3 |
1.2665 |
1.2640 |
1.2562 |
|
| R2 |
1.2593 |
1.2593 |
1.2555 |
|
| R1 |
1.2568 |
1.2568 |
1.2549 |
1.2581 |
| PP |
1.2521 |
1.2521 |
1.2521 |
1.2528 |
| S1 |
1.2496 |
1.2496 |
1.2535 |
1.2509 |
| S2 |
1.2449 |
1.2449 |
1.2529 |
|
| S3 |
1.2377 |
1.2424 |
1.2522 |
|
| S4 |
1.2305 |
1.2352 |
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% |
0.0080 |
0.6% |
75% |
False |
False |
113,555 |
| 10 |
1.2572 |
1.2303 |
0.0269 |
2.1% |
0.0085 |
0.7% |
89% |
False |
False |
122,062 |
| 20 |
1.2715 |
1.2303 |
0.0412 |
3.3% |
0.0083 |
0.7% |
58% |
False |
False |
117,370 |
| 40 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0078 |
0.6% |
40% |
False |
False |
102,978 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0071 |
0.6% |
40% |
False |
False |
69,075 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0069 |
0.5% |
40% |
False |
False |
51,877 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0069 |
0.6% |
40% |
False |
False |
41,574 |
| 120 |
1.2900 |
1.2221 |
0.0679 |
5.4% |
0.0066 |
0.5% |
47% |
False |
False |
34,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2853 |
|
2.618 |
1.2735 |
|
1.618 |
1.2663 |
|
1.000 |
1.2619 |
|
0.618 |
1.2591 |
|
HIGH |
1.2547 |
|
0.618 |
1.2519 |
|
0.500 |
1.2511 |
|
0.382 |
1.2503 |
|
LOW |
1.2475 |
|
0.618 |
1.2431 |
|
1.000 |
1.2403 |
|
1.618 |
1.2359 |
|
2.618 |
1.2287 |
|
4.250 |
1.2169 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2532 |
1.2534 |
| PP |
1.2521 |
1.2526 |
| S1 |
1.2511 |
1.2519 |
|