CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2521 |
1.2561 |
0.0040 |
0.3% |
1.2554 |
| High |
1.2571 |
1.2595 |
0.0024 |
0.2% |
1.2598 |
| Low |
1.2519 |
1.2511 |
-0.0008 |
-0.1% |
1.2449 |
| Close |
1.2559 |
1.2592 |
0.0033 |
0.3% |
1.2529 |
| Range |
0.0052 |
0.0084 |
0.0032 |
61.5% |
0.0149 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.1% |
0.0000 |
| Volume |
65,025 |
108,612 |
43,587 |
67.0% |
442,834 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2818 |
1.2789 |
1.2638 |
|
| R3 |
1.2734 |
1.2705 |
1.2615 |
|
| R2 |
1.2650 |
1.2650 |
1.2607 |
|
| R1 |
1.2621 |
1.2621 |
1.2600 |
1.2636 |
| PP |
1.2566 |
1.2566 |
1.2566 |
1.2573 |
| S1 |
1.2537 |
1.2537 |
1.2584 |
1.2552 |
| S2 |
1.2482 |
1.2482 |
1.2577 |
|
| S3 |
1.2398 |
1.2453 |
1.2569 |
|
| S4 |
1.2314 |
1.2369 |
1.2546 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2900 |
1.2611 |
|
| R3 |
1.2823 |
1.2751 |
1.2570 |
|
| R2 |
1.2674 |
1.2674 |
1.2556 |
|
| R1 |
1.2602 |
1.2602 |
1.2543 |
1.2564 |
| PP |
1.2525 |
1.2525 |
1.2525 |
1.2506 |
| S1 |
1.2453 |
1.2453 |
1.2515 |
1.2415 |
| S2 |
1.2376 |
1.2376 |
1.2502 |
|
| S3 |
1.2227 |
1.2304 |
1.2488 |
|
| S4 |
1.2078 |
1.2155 |
1.2447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2595 |
1.2449 |
0.0146 |
1.2% |
0.0060 |
0.5% |
98% |
True |
False |
95,255 |
| 10 |
1.2638 |
1.2449 |
0.0189 |
1.5% |
0.0069 |
0.5% |
76% |
False |
False |
100,223 |
| 20 |
1.2638 |
1.2303 |
0.0335 |
2.7% |
0.0075 |
0.6% |
86% |
False |
False |
109,326 |
| 40 |
1.2810 |
1.2303 |
0.0507 |
4.0% |
0.0078 |
0.6% |
57% |
False |
False |
108,314 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0072 |
0.6% |
48% |
False |
False |
82,007 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0070 |
0.6% |
48% |
False |
False |
61,553 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
48% |
False |
False |
49,294 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
48% |
False |
False |
41,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2952 |
|
2.618 |
1.2815 |
|
1.618 |
1.2731 |
|
1.000 |
1.2679 |
|
0.618 |
1.2647 |
|
HIGH |
1.2595 |
|
0.618 |
1.2563 |
|
0.500 |
1.2553 |
|
0.382 |
1.2543 |
|
LOW |
1.2511 |
|
0.618 |
1.2459 |
|
1.000 |
1.2427 |
|
1.618 |
1.2375 |
|
2.618 |
1.2291 |
|
4.250 |
1.2154 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2579 |
1.2578 |
| PP |
1.2566 |
1.2564 |
| S1 |
1.2553 |
1.2550 |
|