CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2721 |
1.2699 |
-0.0022 |
-0.2% |
1.2705 |
| High |
1.2748 |
1.2753 |
0.0005 |
0.0% |
1.2764 |
| Low |
1.2686 |
1.2677 |
-0.0009 |
-0.1% |
1.2677 |
| Close |
1.2688 |
1.2739 |
0.0051 |
0.4% |
1.2739 |
| Range |
0.0062 |
0.0076 |
0.0014 |
22.6% |
0.0087 |
| ATR |
0.0068 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
125,853 |
82,635 |
-43,218 |
-34.3% |
511,458 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2951 |
1.2921 |
1.2781 |
|
| R3 |
1.2875 |
1.2845 |
1.2760 |
|
| R2 |
1.2799 |
1.2799 |
1.2753 |
|
| R1 |
1.2769 |
1.2769 |
1.2746 |
1.2784 |
| PP |
1.2723 |
1.2723 |
1.2723 |
1.2731 |
| S1 |
1.2693 |
1.2693 |
1.2732 |
1.2708 |
| S2 |
1.2647 |
1.2647 |
1.2725 |
|
| S3 |
1.2571 |
1.2617 |
1.2718 |
|
| S4 |
1.2495 |
1.2541 |
1.2697 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2950 |
1.2787 |
|
| R3 |
1.2901 |
1.2863 |
1.2763 |
|
| R2 |
1.2814 |
1.2814 |
1.2755 |
|
| R1 |
1.2776 |
1.2776 |
1.2747 |
1.2795 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2736 |
| S1 |
1.2689 |
1.2689 |
1.2731 |
1.2708 |
| S2 |
1.2640 |
1.2640 |
1.2723 |
|
| S3 |
1.2553 |
1.2602 |
1.2715 |
|
| S4 |
1.2466 |
1.2515 |
1.2691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2764 |
1.2677 |
0.0087 |
0.7% |
0.0056 |
0.4% |
71% |
False |
True |
102,291 |
| 10 |
1.2764 |
1.2511 |
0.0253 |
2.0% |
0.0064 |
0.5% |
90% |
False |
False |
100,776 |
| 20 |
1.2764 |
1.2449 |
0.0315 |
2.5% |
0.0067 |
0.5% |
92% |
False |
False |
103,530 |
| 40 |
1.2764 |
1.2303 |
0.0461 |
3.6% |
0.0075 |
0.6% |
95% |
False |
False |
107,879 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0073 |
0.6% |
73% |
False |
False |
95,767 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
73% |
False |
False |
71,960 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
73% |
False |
False |
57,622 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
73% |
False |
False |
48,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3076 |
|
2.618 |
1.2952 |
|
1.618 |
1.2876 |
|
1.000 |
1.2829 |
|
0.618 |
1.2800 |
|
HIGH |
1.2753 |
|
0.618 |
1.2724 |
|
0.500 |
1.2715 |
|
0.382 |
1.2706 |
|
LOW |
1.2677 |
|
0.618 |
1.2630 |
|
1.000 |
1.2601 |
|
1.618 |
1.2554 |
|
2.618 |
1.2478 |
|
4.250 |
1.2354 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2731 |
1.2733 |
| PP |
1.2723 |
1.2727 |
| S1 |
1.2715 |
1.2721 |
|