CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2765 |
1.2704 |
-0.0061 |
-0.5% |
1.2705 |
| High |
1.2774 |
1.2749 |
-0.0025 |
-0.2% |
1.2764 |
| Low |
1.2700 |
1.2682 |
-0.0018 |
-0.1% |
1.2677 |
| Close |
1.2705 |
1.2739 |
0.0034 |
0.3% |
1.2739 |
| Range |
0.0074 |
0.0067 |
-0.0007 |
-9.5% |
0.0087 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
128,797 |
99,087 |
-29,710 |
-23.1% |
511,458 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2924 |
1.2899 |
1.2776 |
|
| R3 |
1.2857 |
1.2832 |
1.2757 |
|
| R2 |
1.2790 |
1.2790 |
1.2751 |
|
| R1 |
1.2765 |
1.2765 |
1.2745 |
1.2778 |
| PP |
1.2723 |
1.2723 |
1.2723 |
1.2730 |
| S1 |
1.2698 |
1.2698 |
1.2733 |
1.2711 |
| S2 |
1.2656 |
1.2656 |
1.2727 |
|
| S3 |
1.2589 |
1.2631 |
1.2721 |
|
| S4 |
1.2522 |
1.2564 |
1.2702 |
|
|
| 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% |
0.0069 |
0.5% |
50% |
False |
False |
119,047 |
| 10 |
1.2802 |
1.2646 |
0.0156 |
1.2% |
0.0061 |
0.5% |
60% |
False |
False |
109,036 |
| 20 |
1.2802 |
1.2449 |
0.0353 |
2.8% |
0.0066 |
0.5% |
82% |
False |
False |
105,312 |
| 40 |
1.2802 |
1.2303 |
0.0499 |
3.9% |
0.0074 |
0.6% |
87% |
False |
False |
110,742 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0074 |
0.6% |
73% |
False |
False |
101,970 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0070 |
0.5% |
73% |
False |
False |
76,781 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
73% |
False |
False |
61,483 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
73% |
False |
False |
51,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3034 |
|
2.618 |
1.2924 |
|
1.618 |
1.2857 |
|
1.000 |
1.2816 |
|
0.618 |
1.2790 |
|
HIGH |
1.2749 |
|
0.618 |
1.2723 |
|
0.500 |
1.2716 |
|
0.382 |
1.2708 |
|
LOW |
1.2682 |
|
0.618 |
1.2641 |
|
1.000 |
1.2615 |
|
1.618 |
1.2574 |
|
2.618 |
1.2507 |
|
4.250 |
1.2397 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2731 |
1.2742 |
| PP |
1.2723 |
1.2741 |
| S1 |
1.2716 |
1.2740 |
|