CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2704 |
1.2735 |
0.0031 |
0.2% |
1.2743 |
| High |
1.2749 |
1.2768 |
0.0019 |
0.1% |
1.2802 |
| Low |
1.2682 |
1.2701 |
0.0019 |
0.1% |
1.2682 |
| Close |
1.2739 |
1.2732 |
-0.0007 |
-0.1% |
1.2732 |
| Range |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0120 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
99,087 |
126,538 |
27,451 |
27.7% |
513,287 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2935 |
1.2900 |
1.2769 |
|
| R3 |
1.2868 |
1.2833 |
1.2750 |
|
| R2 |
1.2801 |
1.2801 |
1.2744 |
|
| R1 |
1.2766 |
1.2766 |
1.2738 |
1.2750 |
| PP |
1.2734 |
1.2734 |
1.2734 |
1.2726 |
| S1 |
1.2699 |
1.2699 |
1.2726 |
1.2683 |
| S2 |
1.2667 |
1.2667 |
1.2720 |
|
| S3 |
1.2600 |
1.2632 |
1.2714 |
|
| S4 |
1.2533 |
1.2565 |
1.2695 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3099 |
1.3035 |
1.2798 |
|
| R3 |
1.2979 |
1.2915 |
1.2765 |
|
| R2 |
1.2859 |
1.2859 |
1.2754 |
|
| R1 |
1.2795 |
1.2795 |
1.2743 |
1.2767 |
| PP |
1.2739 |
1.2739 |
1.2739 |
1.2725 |
| S1 |
1.2675 |
1.2675 |
1.2721 |
1.2647 |
| S2 |
1.2619 |
1.2619 |
1.2710 |
|
| S3 |
1.2499 |
1.2555 |
1.2699 |
|
| S4 |
1.2379 |
1.2435 |
1.2666 |
|
|
| 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% |
0.0070 |
0.6% |
44% |
False |
False |
119,184 |
| 10 |
1.2802 |
1.2647 |
0.0155 |
1.2% |
0.0062 |
0.5% |
55% |
False |
False |
110,616 |
| 20 |
1.2802 |
1.2449 |
0.0353 |
2.8% |
0.0066 |
0.5% |
80% |
False |
False |
106,216 |
| 40 |
1.2802 |
1.2303 |
0.0499 |
3.9% |
0.0074 |
0.6% |
86% |
False |
False |
111,793 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0074 |
0.6% |
72% |
False |
False |
104,057 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0070 |
0.5% |
72% |
False |
False |
78,360 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
72% |
False |
False |
62,745 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
72% |
False |
False |
52,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3053 |
|
2.618 |
1.2943 |
|
1.618 |
1.2876 |
|
1.000 |
1.2835 |
|
0.618 |
1.2809 |
|
HIGH |
1.2768 |
|
0.618 |
1.2742 |
|
0.500 |
1.2735 |
|
0.382 |
1.2727 |
|
LOW |
1.2701 |
|
0.618 |
1.2660 |
|
1.000 |
1.2634 |
|
1.618 |
1.2593 |
|
2.618 |
1.2526 |
|
4.250 |
1.2416 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2735 |
1.2731 |
| PP |
1.2734 |
1.2729 |
| S1 |
1.2733 |
1.2728 |
|