CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2808 |
1.2770 |
-0.0038 |
-0.3% |
1.2743 |
| High |
1.2819 |
1.2810 |
-0.0009 |
-0.1% |
1.2802 |
| Low |
1.2743 |
1.2756 |
0.0013 |
0.1% |
1.2682 |
| Close |
1.2783 |
1.2794 |
0.0011 |
0.1% |
1.2732 |
| Range |
0.0076 |
0.0054 |
-0.0022 |
-28.9% |
0.0120 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
119,507 |
86,503 |
-33,004 |
-27.6% |
513,287 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2925 |
1.2824 |
|
| R3 |
1.2895 |
1.2871 |
1.2809 |
|
| R2 |
1.2841 |
1.2841 |
1.2804 |
|
| R1 |
1.2817 |
1.2817 |
1.2799 |
1.2829 |
| PP |
1.2787 |
1.2787 |
1.2787 |
1.2793 |
| S1 |
1.2763 |
1.2763 |
1.2789 |
1.2775 |
| S2 |
1.2733 |
1.2733 |
1.2784 |
|
| S3 |
1.2679 |
1.2709 |
1.2779 |
|
| S4 |
1.2625 |
1.2655 |
1.2764 |
|
|
| 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% |
0.0076 |
0.6% |
82% |
False |
False |
114,873 |
| 10 |
1.2819 |
1.2677 |
0.0142 |
1.1% |
0.0072 |
0.6% |
82% |
False |
False |
118,798 |
| 20 |
1.2819 |
1.2449 |
0.0370 |
2.9% |
0.0066 |
0.5% |
93% |
False |
False |
108,621 |
| 40 |
1.2819 |
1.2303 |
0.0516 |
4.0% |
0.0076 |
0.6% |
95% |
False |
False |
113,905 |
| 60 |
1.2830 |
1.2303 |
0.0527 |
4.1% |
0.0074 |
0.6% |
93% |
False |
False |
108,554 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
82% |
False |
False |
82,716 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
82% |
False |
False |
66,223 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
82% |
False |
False |
55,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3040 |
|
2.618 |
1.2951 |
|
1.618 |
1.2897 |
|
1.000 |
1.2864 |
|
0.618 |
1.2843 |
|
HIGH |
1.2810 |
|
0.618 |
1.2789 |
|
0.500 |
1.2783 |
|
0.382 |
1.2777 |
|
LOW |
1.2756 |
|
0.618 |
1.2723 |
|
1.000 |
1.2702 |
|
1.618 |
1.2669 |
|
2.618 |
1.2615 |
|
4.250 |
1.2527 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2790 |
1.2782 |
| PP |
1.2787 |
1.2769 |
| S1 |
1.2783 |
1.2757 |
|