CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2554 |
1.2569 |
0.0015 |
0.1% |
1.2500 |
| High |
1.2598 |
1.2573 |
-0.0025 |
-0.2% |
1.2638 |
| Low |
1.2541 |
1.2504 |
-0.0037 |
-0.3% |
1.2469 |
| Close |
1.2572 |
1.2510 |
-0.0062 |
-0.5% |
1.2554 |
| Range |
0.0057 |
0.0069 |
0.0012 |
21.1% |
0.0169 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
55,780 |
84,414 |
28,634 |
51.3% |
620,012 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2736 |
1.2692 |
1.2548 |
|
| R3 |
1.2667 |
1.2623 |
1.2529 |
|
| R2 |
1.2598 |
1.2598 |
1.2523 |
|
| R1 |
1.2554 |
1.2554 |
1.2516 |
1.2542 |
| PP |
1.2529 |
1.2529 |
1.2529 |
1.2523 |
| S1 |
1.2485 |
1.2485 |
1.2504 |
1.2473 |
| S2 |
1.2460 |
1.2460 |
1.2497 |
|
| S3 |
1.2391 |
1.2416 |
1.2491 |
|
| S4 |
1.2322 |
1.2347 |
1.2472 |
|
|
| 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 |
1.4% |
0.0078 |
0.6% |
24% |
False |
False |
105,192 |
| 10 |
1.2638 |
1.2426 |
0.0212 |
1.7% |
0.0076 |
0.6% |
40% |
False |
False |
108,631 |
| 20 |
1.2714 |
1.2303 |
0.0411 |
3.3% |
0.0086 |
0.7% |
50% |
False |
False |
119,189 |
| 40 |
1.2830 |
1.2303 |
0.0527 |
4.2% |
0.0077 |
0.6% |
39% |
False |
False |
108,520 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0073 |
0.6% |
35% |
False |
False |
74,081 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0069 |
0.6% |
35% |
False |
False |
55,623 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0070 |
0.6% |
35% |
False |
False |
44,537 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0067 |
0.5% |
35% |
False |
False |
37,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2866 |
|
2.618 |
1.2754 |
|
1.618 |
1.2685 |
|
1.000 |
1.2642 |
|
0.618 |
1.2616 |
|
HIGH |
1.2573 |
|
0.618 |
1.2547 |
|
0.500 |
1.2539 |
|
0.382 |
1.2530 |
|
LOW |
1.2504 |
|
0.618 |
1.2461 |
|
1.000 |
1.2435 |
|
1.618 |
1.2392 |
|
2.618 |
1.2323 |
|
4.250 |
1.2211 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2539 |
1.2571 |
| PP |
1.2529 |
1.2551 |
| S1 |
1.2520 |
1.2530 |
|