CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2528 |
1.2537 |
0.0009 |
0.1% |
1.2500 |
| High |
1.2547 |
1.2638 |
0.0091 |
0.7% |
1.2638 |
| Low |
1.2475 |
1.2532 |
0.0057 |
0.5% |
1.2469 |
| Close |
1.2542 |
1.2554 |
0.0012 |
0.1% |
1.2554 |
| Range |
0.0072 |
0.0106 |
0.0034 |
47.2% |
0.0169 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.4% |
0.0000 |
| Volume |
108,464 |
160,450 |
51,986 |
47.9% |
620,012 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2893 |
1.2829 |
1.2612 |
|
| R3 |
1.2787 |
1.2723 |
1.2583 |
|
| R2 |
1.2681 |
1.2681 |
1.2573 |
|
| R1 |
1.2617 |
1.2617 |
1.2564 |
1.2649 |
| PP |
1.2575 |
1.2575 |
1.2575 |
1.2591 |
| S1 |
1.2511 |
1.2511 |
1.2544 |
1.2543 |
| S2 |
1.2469 |
1.2469 |
1.2535 |
|
| S3 |
1.2363 |
1.2405 |
1.2525 |
|
| S4 |
1.2257 |
1.2299 |
1.2496 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3061 |
1.2976 |
1.2647 |
|
| R3 |
1.2892 |
1.2807 |
1.2600 |
|
| R2 |
1.2723 |
1.2723 |
1.2585 |
|
| R1 |
1.2638 |
1.2638 |
1.2569 |
1.2681 |
| PP |
1.2554 |
1.2554 |
1.2554 |
1.2575 |
| S1 |
1.2469 |
1.2469 |
1.2539 |
1.2512 |
| S2 |
1.2385 |
1.2385 |
1.2523 |
|
| S3 |
1.2216 |
1.2300 |
1.2508 |
|
| S4 |
1.2047 |
1.2131 |
1.2461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2638 |
1.2469 |
0.0169 |
1.3% |
0.0083 |
0.7% |
50% |
True |
False |
124,002 |
| 10 |
1.2638 |
1.2303 |
0.0335 |
2.7% |
0.0085 |
0.7% |
75% |
True |
False |
125,501 |
| 20 |
1.2715 |
1.2303 |
0.0412 |
3.3% |
0.0085 |
0.7% |
61% |
False |
False |
120,118 |
| 40 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0078 |
0.6% |
42% |
False |
False |
106,731 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0072 |
0.6% |
42% |
False |
False |
71,747 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0070 |
0.6% |
42% |
False |
False |
53,883 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0070 |
0.6% |
42% |
False |
False |
43,154 |
| 120 |
1.2900 |
1.2221 |
0.0679 |
5.4% |
0.0067 |
0.5% |
49% |
False |
False |
36,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3089 |
|
2.618 |
1.2916 |
|
1.618 |
1.2810 |
|
1.000 |
1.2744 |
|
0.618 |
1.2704 |
|
HIGH |
1.2638 |
|
0.618 |
1.2598 |
|
0.500 |
1.2585 |
|
0.382 |
1.2572 |
|
LOW |
1.2532 |
|
0.618 |
1.2466 |
|
1.000 |
1.2426 |
|
1.618 |
1.2360 |
|
2.618 |
1.2254 |
|
4.250 |
1.2082 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2585 |
1.2554 |
| PP |
1.2575 |
1.2554 |
| S1 |
1.2564 |
1.2554 |
|