CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2561 |
1.2594 |
0.0033 |
0.3% |
1.2554 |
| High |
1.2595 |
1.2689 |
0.0094 |
0.7% |
1.2598 |
| Low |
1.2511 |
1.2586 |
0.0075 |
0.6% |
1.2449 |
| Close |
1.2592 |
1.2683 |
0.0091 |
0.7% |
1.2529 |
| Range |
0.0084 |
0.0103 |
0.0019 |
22.6% |
0.0149 |
| ATR |
0.0073 |
0.0075 |
0.0002 |
2.9% |
0.0000 |
| Volume |
108,612 |
130,510 |
21,898 |
20.2% |
442,834 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2925 |
1.2740 |
|
| R3 |
1.2859 |
1.2822 |
1.2711 |
|
| R2 |
1.2756 |
1.2756 |
1.2702 |
|
| R1 |
1.2719 |
1.2719 |
1.2692 |
1.2738 |
| PP |
1.2653 |
1.2653 |
1.2653 |
1.2662 |
| S1 |
1.2616 |
1.2616 |
1.2674 |
1.2635 |
| S2 |
1.2550 |
1.2550 |
1.2664 |
|
| S3 |
1.2447 |
1.2513 |
1.2655 |
|
| S4 |
1.2344 |
1.2410 |
1.2626 |
|
|
| 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 |
1.2689 |
1.2449 |
0.0240 |
1.9% |
0.0072 |
0.6% |
98% |
True |
False |
102,992 |
| 10 |
1.2689 |
1.2449 |
0.0240 |
1.9% |
0.0071 |
0.6% |
98% |
True |
False |
101,589 |
| 20 |
1.2689 |
1.2303 |
0.0386 |
3.0% |
0.0077 |
0.6% |
98% |
True |
False |
110,310 |
| 40 |
1.2810 |
1.2303 |
0.0507 |
4.0% |
0.0079 |
0.6% |
75% |
False |
False |
109,268 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0073 |
0.6% |
64% |
False |
False |
84,171 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
64% |
False |
False |
63,182 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
64% |
False |
False |
50,598 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
64% |
False |
False |
42,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3127 |
|
2.618 |
1.2959 |
|
1.618 |
1.2856 |
|
1.000 |
1.2792 |
|
0.618 |
1.2753 |
|
HIGH |
1.2689 |
|
0.618 |
1.2650 |
|
0.500 |
1.2638 |
|
0.382 |
1.2625 |
|
LOW |
1.2586 |
|
0.618 |
1.2522 |
|
1.000 |
1.2483 |
|
1.618 |
1.2419 |
|
2.618 |
1.2316 |
|
4.250 |
1.2148 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2668 |
1.2655 |
| PP |
1.2653 |
1.2628 |
| S1 |
1.2638 |
1.2600 |
|