CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2743 |
1.2765 |
0.0022 |
0.2% |
1.2705 |
| High |
1.2802 |
1.2774 |
-0.0028 |
-0.2% |
1.2764 |
| Low |
1.2735 |
1.2700 |
-0.0035 |
-0.3% |
1.2677 |
| Close |
1.2760 |
1.2705 |
-0.0055 |
-0.4% |
1.2739 |
| Range |
0.0067 |
0.0074 |
0.0007 |
10.4% |
0.0087 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.6% |
0.0000 |
| Volume |
158,865 |
128,797 |
-30,068 |
-18.9% |
511,458 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2948 |
1.2901 |
1.2746 |
|
| R3 |
1.2874 |
1.2827 |
1.2725 |
|
| R2 |
1.2800 |
1.2800 |
1.2719 |
|
| R1 |
1.2753 |
1.2753 |
1.2712 |
1.2740 |
| PP |
1.2726 |
1.2726 |
1.2726 |
1.2720 |
| S1 |
1.2679 |
1.2679 |
1.2698 |
1.2666 |
| S2 |
1.2652 |
1.2652 |
1.2691 |
|
| S3 |
1.2578 |
1.2605 |
1.2685 |
|
| S4 |
1.2504 |
1.2531 |
1.2664 |
|
|
| 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% |
0.0068 |
0.5% |
22% |
False |
False |
122,723 |
| 10 |
1.2802 |
1.2586 |
0.0216 |
1.7% |
0.0065 |
0.5% |
55% |
False |
False |
112,178 |
| 20 |
1.2802 |
1.2449 |
0.0353 |
2.8% |
0.0067 |
0.5% |
73% |
False |
False |
106,201 |
| 40 |
1.2802 |
1.2303 |
0.0499 |
3.9% |
0.0075 |
0.6% |
81% |
False |
False |
110,495 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0074 |
0.6% |
67% |
False |
False |
100,391 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0070 |
0.5% |
67% |
False |
False |
75,546 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
67% |
False |
False |
60,498 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
67% |
False |
False |
50,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3089 |
|
2.618 |
1.2968 |
|
1.618 |
1.2894 |
|
1.000 |
1.2848 |
|
0.618 |
1.2820 |
|
HIGH |
1.2774 |
|
0.618 |
1.2746 |
|
0.500 |
1.2737 |
|
0.382 |
1.2728 |
|
LOW |
1.2700 |
|
0.618 |
1.2654 |
|
1.000 |
1.2626 |
|
1.618 |
1.2580 |
|
2.618 |
1.2506 |
|
4.250 |
1.2386 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2737 |
1.2740 |
| PP |
1.2726 |
1.2728 |
| S1 |
1.2716 |
1.2717 |
|