CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2687 |
1.2671 |
-0.0016 |
-0.1% |
1.2521 |
| High |
1.2703 |
1.2713 |
0.0010 |
0.1% |
1.2713 |
| Low |
1.2646 |
1.2647 |
0.0001 |
0.0% |
1.2511 |
| Close |
1.2678 |
1.2711 |
0.0033 |
0.3% |
1.2711 |
| Range |
0.0057 |
0.0066 |
0.0009 |
15.8% |
0.0202 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
110,733 |
81,422 |
-29,311 |
-26.5% |
496,302 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2888 |
1.2866 |
1.2747 |
|
| R3 |
1.2822 |
1.2800 |
1.2729 |
|
| R2 |
1.2756 |
1.2756 |
1.2723 |
|
| R1 |
1.2734 |
1.2734 |
1.2717 |
1.2745 |
| PP |
1.2690 |
1.2690 |
1.2690 |
1.2696 |
| S1 |
1.2668 |
1.2668 |
1.2705 |
1.2679 |
| S2 |
1.2624 |
1.2624 |
1.2699 |
|
| S3 |
1.2558 |
1.2602 |
1.2693 |
|
| S4 |
1.2492 |
1.2536 |
1.2675 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3251 |
1.3183 |
1.2822 |
|
| R3 |
1.3049 |
1.2981 |
1.2767 |
|
| R2 |
1.2847 |
1.2847 |
1.2748 |
|
| R1 |
1.2779 |
1.2779 |
1.2730 |
1.2813 |
| PP |
1.2645 |
1.2645 |
1.2645 |
1.2662 |
| S1 |
1.2577 |
1.2577 |
1.2692 |
1.2611 |
| S2 |
1.2443 |
1.2443 |
1.2674 |
|
| S3 |
1.2241 |
1.2375 |
1.2655 |
|
| S4 |
1.2039 |
1.2173 |
1.2600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2713 |
1.2511 |
0.0202 |
1.6% |
0.0072 |
0.6% |
99% |
True |
False |
99,260 |
| 10 |
1.2713 |
1.2449 |
0.0264 |
2.1% |
0.0065 |
0.5% |
99% |
True |
False |
93,913 |
| 20 |
1.2713 |
1.2303 |
0.0410 |
3.2% |
0.0075 |
0.6% |
100% |
True |
False |
109,707 |
| 40 |
1.2715 |
1.2303 |
0.0412 |
3.2% |
0.0076 |
0.6% |
99% |
False |
False |
107,860 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0073 |
0.6% |
68% |
False |
False |
87,342 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
68% |
False |
False |
65,578 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
68% |
False |
False |
52,519 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
68% |
False |
False |
43,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2994 |
|
2.618 |
1.2886 |
|
1.618 |
1.2820 |
|
1.000 |
1.2779 |
|
0.618 |
1.2754 |
|
HIGH |
1.2713 |
|
0.618 |
1.2688 |
|
0.500 |
1.2680 |
|
0.382 |
1.2672 |
|
LOW |
1.2647 |
|
0.618 |
1.2606 |
|
1.000 |
1.2581 |
|
1.618 |
1.2540 |
|
2.618 |
1.2474 |
|
4.250 |
1.2367 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2701 |
1.2691 |
| PP |
1.2690 |
1.2670 |
| S1 |
1.2680 |
1.2650 |
|