CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2594 |
1.2687 |
0.0093 |
0.7% |
1.2554 |
| High |
1.2689 |
1.2703 |
0.0014 |
0.1% |
1.2598 |
| Low |
1.2586 |
1.2646 |
0.0060 |
0.5% |
1.2449 |
| Close |
1.2683 |
1.2678 |
-0.0005 |
0.0% |
1.2529 |
| Range |
0.0103 |
0.0057 |
-0.0046 |
-44.7% |
0.0149 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
130,510 |
110,733 |
-19,777 |
-15.2% |
442,834 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2847 |
1.2819 |
1.2709 |
|
| R3 |
1.2790 |
1.2762 |
1.2694 |
|
| R2 |
1.2733 |
1.2733 |
1.2688 |
|
| R1 |
1.2705 |
1.2705 |
1.2683 |
1.2691 |
| PP |
1.2676 |
1.2676 |
1.2676 |
1.2668 |
| S1 |
1.2648 |
1.2648 |
1.2673 |
1.2634 |
| S2 |
1.2619 |
1.2619 |
1.2668 |
|
| S3 |
1.2562 |
1.2591 |
1.2662 |
|
| S4 |
1.2505 |
1.2534 |
1.2647 |
|
|
| 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 |
1.2703 |
1.2504 |
0.0199 |
1.6% |
0.0067 |
0.5% |
87% |
True |
False |
97,493 |
| 10 |
1.2703 |
1.2449 |
0.0254 |
2.0% |
0.0069 |
0.5% |
90% |
True |
False |
101,816 |
| 20 |
1.2703 |
1.2303 |
0.0400 |
3.2% |
0.0077 |
0.6% |
94% |
True |
False |
111,939 |
| 40 |
1.2810 |
1.2303 |
0.0507 |
4.0% |
0.0078 |
0.6% |
74% |
False |
False |
109,664 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0073 |
0.6% |
63% |
False |
False |
86,014 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
63% |
False |
False |
64,562 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
63% |
False |
False |
51,706 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
63% |
False |
False |
43,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2945 |
|
2.618 |
1.2852 |
|
1.618 |
1.2795 |
|
1.000 |
1.2760 |
|
0.618 |
1.2738 |
|
HIGH |
1.2703 |
|
0.618 |
1.2681 |
|
0.500 |
1.2675 |
|
0.382 |
1.2668 |
|
LOW |
1.2646 |
|
0.618 |
1.2611 |
|
1.000 |
1.2589 |
|
1.618 |
1.2554 |
|
2.618 |
1.2497 |
|
4.250 |
1.2404 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2677 |
1.2654 |
| PP |
1.2676 |
1.2631 |
| S1 |
1.2675 |
1.2607 |
|