CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2712 |
1.2721 |
0.0009 |
0.1% |
1.2521 |
| High |
1.2764 |
1.2748 |
-0.0016 |
-0.1% |
1.2713 |
| Low |
1.2701 |
1.2686 |
-0.0015 |
-0.1% |
1.2511 |
| Close |
1.2716 |
1.2688 |
-0.0028 |
-0.2% |
1.2711 |
| Range |
0.0063 |
0.0062 |
-0.0001 |
-1.6% |
0.0202 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
117,468 |
125,853 |
8,385 |
7.1% |
496,302 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2893 |
1.2853 |
1.2722 |
|
| R3 |
1.2831 |
1.2791 |
1.2705 |
|
| R2 |
1.2769 |
1.2769 |
1.2699 |
|
| R1 |
1.2729 |
1.2729 |
1.2694 |
1.2718 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2702 |
| S1 |
1.2667 |
1.2667 |
1.2682 |
1.2656 |
| S2 |
1.2645 |
1.2645 |
1.2677 |
|
| S3 |
1.2583 |
1.2605 |
1.2671 |
|
| S4 |
1.2521 |
1.2543 |
1.2654 |
|
|
| 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 |
1.2647 |
0.0117 |
0.9% |
0.0054 |
0.4% |
35% |
False |
False |
102,049 |
| 10 |
1.2764 |
1.2504 |
0.0260 |
2.0% |
0.0060 |
0.5% |
71% |
False |
False |
99,771 |
| 20 |
1.2764 |
1.2449 |
0.0315 |
2.5% |
0.0068 |
0.5% |
76% |
False |
False |
104,809 |
| 40 |
1.2764 |
1.2303 |
0.0461 |
3.6% |
0.0075 |
0.6% |
84% |
False |
False |
108,379 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0073 |
0.6% |
64% |
False |
False |
94,404 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
64% |
False |
False |
70,937 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
64% |
False |
False |
56,804 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
64% |
False |
False |
47,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3012 |
|
2.618 |
1.2910 |
|
1.618 |
1.2848 |
|
1.000 |
1.2810 |
|
0.618 |
1.2786 |
|
HIGH |
1.2748 |
|
0.618 |
1.2724 |
|
0.500 |
1.2717 |
|
0.382 |
1.2710 |
|
LOW |
1.2686 |
|
0.618 |
1.2648 |
|
1.000 |
1.2624 |
|
1.618 |
1.2586 |
|
2.618 |
1.2524 |
|
4.250 |
1.2423 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2717 |
1.2725 |
| PP |
1.2707 |
1.2713 |
| S1 |
1.2698 |
1.2700 |
|