CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2735 |
1.2742 |
0.0007 |
0.1% |
1.2743 |
| High |
1.2768 |
1.2811 |
0.0043 |
0.3% |
1.2802 |
| Low |
1.2701 |
1.2694 |
-0.0007 |
-0.1% |
1.2682 |
| Close |
1.2732 |
1.2798 |
0.0066 |
0.5% |
1.2732 |
| Range |
0.0067 |
0.0117 |
0.0050 |
74.6% |
0.0120 |
| ATR |
0.0068 |
0.0072 |
0.0003 |
5.1% |
0.0000 |
| Volume |
126,538 |
142,731 |
16,193 |
12.8% |
513,287 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3119 |
1.3075 |
1.2862 |
|
| R3 |
1.3002 |
1.2958 |
1.2830 |
|
| R2 |
1.2885 |
1.2885 |
1.2819 |
|
| R1 |
1.2841 |
1.2841 |
1.2809 |
1.2863 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2779 |
| S1 |
1.2724 |
1.2724 |
1.2787 |
1.2746 |
| S2 |
1.2651 |
1.2651 |
1.2777 |
|
| S3 |
1.2534 |
1.2607 |
1.2766 |
|
| S4 |
1.2417 |
1.2490 |
1.2734 |
|
|
| 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 |
1.2811 |
1.2682 |
0.0129 |
1.0% |
0.0078 |
0.6% |
90% |
True |
False |
131,203 |
| 10 |
1.2811 |
1.2677 |
0.0134 |
1.0% |
0.0067 |
0.5% |
90% |
True |
False |
116,747 |
| 20 |
1.2811 |
1.2449 |
0.0362 |
2.8% |
0.0066 |
0.5% |
96% |
True |
False |
105,330 |
| 40 |
1.2811 |
1.2303 |
0.0508 |
4.0% |
0.0076 |
0.6% |
97% |
True |
False |
112,724 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0074 |
0.6% |
83% |
False |
False |
106,264 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
83% |
False |
False |
80,143 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
83% |
False |
False |
64,172 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
83% |
False |
False |
53,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3308 |
|
2.618 |
1.3117 |
|
1.618 |
1.3000 |
|
1.000 |
1.2928 |
|
0.618 |
1.2883 |
|
HIGH |
1.2811 |
|
0.618 |
1.2766 |
|
0.500 |
1.2753 |
|
0.382 |
1.2739 |
|
LOW |
1.2694 |
|
0.618 |
1.2622 |
|
1.000 |
1.2577 |
|
1.618 |
1.2505 |
|
2.618 |
1.2388 |
|
4.250 |
1.2197 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2783 |
1.2781 |
| PP |
1.2768 |
1.2764 |
| S1 |
1.2753 |
1.2747 |
|