CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2699 |
1.2743 |
0.0044 |
0.3% |
1.2705 |
| High |
1.2753 |
1.2802 |
0.0049 |
0.4% |
1.2764 |
| Low |
1.2677 |
1.2735 |
0.0058 |
0.5% |
1.2677 |
| Close |
1.2739 |
1.2760 |
0.0021 |
0.2% |
1.2739 |
| Range |
0.0076 |
0.0067 |
-0.0009 |
-11.8% |
0.0087 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
82,635 |
158,865 |
76,230 |
92.2% |
511,458 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2967 |
1.2930 |
1.2797 |
|
| R3 |
1.2900 |
1.2863 |
1.2778 |
|
| R2 |
1.2833 |
1.2833 |
1.2772 |
|
| R1 |
1.2796 |
1.2796 |
1.2766 |
1.2815 |
| PP |
1.2766 |
1.2766 |
1.2766 |
1.2775 |
| S1 |
1.2729 |
1.2729 |
1.2754 |
1.2748 |
| S2 |
1.2699 |
1.2699 |
1.2748 |
|
| S3 |
1.2632 |
1.2662 |
1.2742 |
|
| S4 |
1.2565 |
1.2595 |
1.2723 |
|
|
| 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 |
1.2802 |
1.2677 |
0.0125 |
1.0% |
0.0062 |
0.5% |
66% |
True |
False |
115,557 |
| 10 |
1.2802 |
1.2511 |
0.0291 |
2.3% |
0.0066 |
0.5% |
86% |
True |
False |
110,160 |
| 20 |
1.2802 |
1.2449 |
0.0353 |
2.8% |
0.0067 |
0.5% |
88% |
True |
False |
106,047 |
| 40 |
1.2802 |
1.2303 |
0.0499 |
3.9% |
0.0074 |
0.6% |
92% |
True |
False |
109,748 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0073 |
0.6% |
77% |
False |
False |
98,385 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
77% |
False |
False |
73,942 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
77% |
False |
False |
59,210 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
77% |
False |
False |
49,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3087 |
|
2.618 |
1.2977 |
|
1.618 |
1.2910 |
|
1.000 |
1.2869 |
|
0.618 |
1.2843 |
|
HIGH |
1.2802 |
|
0.618 |
1.2776 |
|
0.500 |
1.2769 |
|
0.382 |
1.2761 |
|
LOW |
1.2735 |
|
0.618 |
1.2694 |
|
1.000 |
1.2668 |
|
1.618 |
1.2627 |
|
2.618 |
1.2560 |
|
4.250 |
1.2450 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2769 |
1.2753 |
| PP |
1.2766 |
1.2746 |
| S1 |
1.2763 |
1.2740 |
|