CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2709 |
1.2712 |
0.0003 |
0.0% |
1.2521 |
| High |
1.2729 |
1.2764 |
0.0035 |
0.3% |
1.2713 |
| Low |
1.2689 |
1.2701 |
0.0012 |
0.1% |
1.2511 |
| Close |
1.2714 |
1.2716 |
0.0002 |
0.0% |
1.2711 |
| Range |
0.0040 |
0.0063 |
0.0023 |
57.5% |
0.0202 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
92,967 |
117,468 |
24,501 |
26.4% |
496,302 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2916 |
1.2879 |
1.2751 |
|
| R3 |
1.2853 |
1.2816 |
1.2733 |
|
| R2 |
1.2790 |
1.2790 |
1.2728 |
|
| R1 |
1.2753 |
1.2753 |
1.2722 |
1.2772 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2736 |
| S1 |
1.2690 |
1.2690 |
1.2710 |
1.2709 |
| S2 |
1.2664 |
1.2664 |
1.2704 |
|
| S3 |
1.2601 |
1.2627 |
1.2699 |
|
| S4 |
1.2538 |
1.2564 |
1.2681 |
|
|
| 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 |
1.2764 |
1.2646 |
0.0118 |
0.9% |
0.0053 |
0.4% |
59% |
True |
False |
99,025 |
| 10 |
1.2764 |
1.2449 |
0.0315 |
2.5% |
0.0062 |
0.5% |
85% |
True |
False |
101,008 |
| 20 |
1.2764 |
1.2449 |
0.0315 |
2.5% |
0.0069 |
0.5% |
85% |
True |
False |
105,111 |
| 40 |
1.2764 |
1.2303 |
0.0461 |
3.6% |
0.0074 |
0.6% |
90% |
True |
False |
107,148 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0073 |
0.6% |
69% |
False |
False |
92,315 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
69% |
False |
False |
69,364 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
69% |
False |
False |
55,548 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
69% |
False |
False |
46,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3032 |
|
2.618 |
1.2929 |
|
1.618 |
1.2866 |
|
1.000 |
1.2827 |
|
0.618 |
1.2803 |
|
HIGH |
1.2764 |
|
0.618 |
1.2740 |
|
0.500 |
1.2733 |
|
0.382 |
1.2725 |
|
LOW |
1.2701 |
|
0.618 |
1.2662 |
|
1.000 |
1.2638 |
|
1.618 |
1.2599 |
|
2.618 |
1.2536 |
|
4.250 |
1.2433 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2733 |
1.2727 |
| PP |
1.2727 |
1.2723 |
| S1 |
1.2722 |
1.2720 |
|