CME British Pound Future June 2024
Trading Metrics calculated at close of trading on 04-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
1.2742 |
1.2808 |
0.0066 |
0.5% |
1.2743 |
High |
1.2811 |
1.2819 |
0.0008 |
0.1% |
1.2802 |
Low |
1.2694 |
1.2743 |
0.0049 |
0.4% |
1.2682 |
Close |
1.2798 |
1.2783 |
-0.0015 |
-0.1% |
1.2732 |
Range |
0.0117 |
0.0076 |
-0.0041 |
-35.0% |
0.0120 |
ATR |
0.0072 |
0.0072 |
0.0000 |
0.4% |
0.0000 |
Volume |
142,731 |
119,507 |
-23,224 |
-16.3% |
513,287 |
|
Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3010 |
1.2972 |
1.2825 |
|
R3 |
1.2934 |
1.2896 |
1.2804 |
|
R2 |
1.2858 |
1.2858 |
1.2797 |
|
R1 |
1.2820 |
1.2820 |
1.2790 |
1.2801 |
PP |
1.2782 |
1.2782 |
1.2782 |
1.2772 |
S1 |
1.2744 |
1.2744 |
1.2776 |
1.2725 |
S2 |
1.2706 |
1.2706 |
1.2769 |
|
S3 |
1.2630 |
1.2668 |
1.2762 |
|
S4 |
1.2554 |
1.2592 |
1.2741 |
|
|
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 |
1.2819 |
1.2682 |
0.0137 |
1.1% |
0.0080 |
0.6% |
74% |
True |
False |
123,332 |
10 |
1.2819 |
1.2677 |
0.0142 |
1.1% |
0.0071 |
0.6% |
75% |
True |
False |
119,444 |
20 |
1.2819 |
1.2449 |
0.0370 |
2.9% |
0.0067 |
0.5% |
90% |
True |
False |
108,516 |
40 |
1.2819 |
1.2303 |
0.0516 |
4.0% |
0.0076 |
0.6% |
93% |
True |
False |
113,872 |
60 |
1.2868 |
1.2303 |
0.0565 |
4.4% |
0.0074 |
0.6% |
85% |
False |
False |
108,026 |
80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
80% |
False |
False |
81,636 |
100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
80% |
False |
False |
65,364 |
120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
80% |
False |
False |
54,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3142 |
2.618 |
1.3018 |
1.618 |
1.2942 |
1.000 |
1.2895 |
0.618 |
1.2866 |
HIGH |
1.2819 |
0.618 |
1.2790 |
0.500 |
1.2781 |
0.382 |
1.2772 |
LOW |
1.2743 |
0.618 |
1.2696 |
1.000 |
1.2667 |
1.618 |
1.2620 |
2.618 |
1.2544 |
4.250 |
1.2420 |
|
|
Fisher Pivots for day following 04-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
1.2782 |
1.2774 |
PP |
1.2782 |
1.2765 |
S1 |
1.2781 |
1.2757 |
|