CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2671 |
1.2705 |
0.0034 |
0.3% |
1.2521 |
| High |
1.2713 |
1.2728 |
0.0015 |
0.1% |
1.2713 |
| Low |
1.2647 |
1.2691 |
0.0044 |
0.3% |
1.2511 |
| Close |
1.2711 |
1.2714 |
0.0003 |
0.0% |
1.2711 |
| Range |
0.0066 |
0.0037 |
-0.0029 |
-43.9% |
0.0202 |
| ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
81,422 |
92,535 |
11,113 |
13.6% |
496,302 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2822 |
1.2805 |
1.2734 |
|
| R3 |
1.2785 |
1.2768 |
1.2724 |
|
| R2 |
1.2748 |
1.2748 |
1.2721 |
|
| R1 |
1.2731 |
1.2731 |
1.2717 |
1.2740 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2715 |
| S1 |
1.2694 |
1.2694 |
1.2711 |
1.2703 |
| S2 |
1.2674 |
1.2674 |
1.2707 |
|
| S3 |
1.2637 |
1.2657 |
1.2704 |
|
| S4 |
1.2600 |
1.2620 |
1.2694 |
|
|
| 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 |
1.2728 |
1.2511 |
0.0217 |
1.7% |
0.0069 |
0.5% |
94% |
True |
False |
104,762 |
| 10 |
1.2728 |
1.2449 |
0.0279 |
2.2% |
0.0063 |
0.5% |
95% |
True |
False |
97,589 |
| 20 |
1.2728 |
1.2335 |
0.0393 |
3.1% |
0.0072 |
0.6% |
96% |
True |
False |
107,941 |
| 40 |
1.2728 |
1.2303 |
0.0425 |
3.3% |
0.0074 |
0.6% |
97% |
True |
False |
106,436 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0072 |
0.6% |
69% |
False |
False |
88,850 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
69% |
False |
False |
66,734 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
69% |
False |
False |
53,444 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
69% |
False |
False |
44,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2885 |
|
2.618 |
1.2825 |
|
1.618 |
1.2788 |
|
1.000 |
1.2765 |
|
0.618 |
1.2751 |
|
HIGH |
1.2728 |
|
0.618 |
1.2714 |
|
0.500 |
1.2710 |
|
0.382 |
1.2705 |
|
LOW |
1.2691 |
|
0.618 |
1.2668 |
|
1.000 |
1.2654 |
|
1.618 |
1.2631 |
|
2.618 |
1.2594 |
|
4.250 |
1.2534 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2713 |
1.2705 |
| PP |
1.2711 |
1.2696 |
| S1 |
1.2710 |
1.2687 |
|