CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2705 |
1.2709 |
0.0004 |
0.0% |
1.2521 |
| High |
1.2728 |
1.2729 |
0.0001 |
0.0% |
1.2713 |
| Low |
1.2691 |
1.2689 |
-0.0002 |
0.0% |
1.2511 |
| Close |
1.2714 |
1.2714 |
0.0000 |
0.0% |
1.2711 |
| Range |
0.0037 |
0.0040 |
0.0003 |
8.1% |
0.0202 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
92,535 |
92,967 |
432 |
0.5% |
496,302 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2831 |
1.2812 |
1.2736 |
|
| R3 |
1.2791 |
1.2772 |
1.2725 |
|
| R2 |
1.2751 |
1.2751 |
1.2721 |
|
| R1 |
1.2732 |
1.2732 |
1.2718 |
1.2742 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2715 |
| S1 |
1.2692 |
1.2692 |
1.2710 |
1.2702 |
| S2 |
1.2671 |
1.2671 |
1.2707 |
|
| S3 |
1.2631 |
1.2652 |
1.2703 |
|
| S4 |
1.2591 |
1.2612 |
1.2692 |
|
|
| 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 |
1.2729 |
1.2586 |
0.0143 |
1.1% |
0.0061 |
0.5% |
90% |
True |
False |
101,633 |
| 10 |
1.2729 |
1.2449 |
0.0280 |
2.2% |
0.0060 |
0.5% |
95% |
True |
False |
98,444 |
| 20 |
1.2729 |
1.2426 |
0.0303 |
2.4% |
0.0068 |
0.5% |
95% |
True |
False |
103,538 |
| 40 |
1.2729 |
1.2303 |
0.0426 |
3.4% |
0.0074 |
0.6% |
96% |
True |
False |
106,126 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0072 |
0.6% |
69% |
False |
False |
90,365 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
69% |
False |
False |
67,896 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
69% |
False |
False |
54,374 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
69% |
False |
False |
45,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2899 |
|
2.618 |
1.2834 |
|
1.618 |
1.2794 |
|
1.000 |
1.2769 |
|
0.618 |
1.2754 |
|
HIGH |
1.2729 |
|
0.618 |
1.2714 |
|
0.500 |
1.2709 |
|
0.382 |
1.2704 |
|
LOW |
1.2689 |
|
0.618 |
1.2664 |
|
1.000 |
1.2649 |
|
1.618 |
1.2624 |
|
2.618 |
1.2584 |
|
4.250 |
1.2519 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2712 |
1.2705 |
| PP |
1.2711 |
1.2697 |
| S1 |
1.2709 |
1.2688 |
|