CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2770 |
1.2789 |
0.0019 |
0.1% |
1.2743 |
| High |
1.2810 |
1.2810 |
0.0000 |
0.0% |
1.2802 |
| Low |
1.2756 |
1.2764 |
0.0008 |
0.1% |
1.2682 |
| Close |
1.2794 |
1.2796 |
0.0002 |
0.0% |
1.2732 |
| Range |
0.0054 |
0.0046 |
-0.0008 |
-14.8% |
0.0120 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
86,503 |
97,985 |
11,482 |
13.3% |
513,287 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2928 |
1.2908 |
1.2821 |
|
| R3 |
1.2882 |
1.2862 |
1.2809 |
|
| R2 |
1.2836 |
1.2836 |
1.2804 |
|
| R1 |
1.2816 |
1.2816 |
1.2800 |
1.2826 |
| PP |
1.2790 |
1.2790 |
1.2790 |
1.2795 |
| S1 |
1.2770 |
1.2770 |
1.2792 |
1.2780 |
| S2 |
1.2744 |
1.2744 |
1.2788 |
|
| S3 |
1.2698 |
1.2724 |
1.2783 |
|
| S4 |
1.2652 |
1.2678 |
1.2771 |
|
|
| 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 |
1.2694 |
0.0125 |
1.0% |
0.0072 |
0.6% |
82% |
False |
False |
114,652 |
| 10 |
1.2819 |
1.2677 |
0.0142 |
1.1% |
0.0071 |
0.6% |
84% |
False |
False |
116,850 |
| 20 |
1.2819 |
1.2449 |
0.0370 |
2.9% |
0.0066 |
0.5% |
94% |
False |
False |
108,929 |
| 40 |
1.2819 |
1.2303 |
0.0516 |
4.0% |
0.0072 |
0.6% |
96% |
False |
False |
111,930 |
| 60 |
1.2830 |
1.2303 |
0.0527 |
4.1% |
0.0073 |
0.6% |
94% |
False |
False |
108,739 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
83% |
False |
False |
83,941 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
83% |
False |
False |
67,192 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
83% |
False |
False |
56,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3006 |
|
2.618 |
1.2930 |
|
1.618 |
1.2884 |
|
1.000 |
1.2856 |
|
0.618 |
1.2838 |
|
HIGH |
1.2810 |
|
0.618 |
1.2792 |
|
0.500 |
1.2787 |
|
0.382 |
1.2782 |
|
LOW |
1.2764 |
|
0.618 |
1.2736 |
|
1.000 |
1.2718 |
|
1.618 |
1.2690 |
|
2.618 |
1.2644 |
|
4.250 |
1.2569 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2793 |
1.2791 |
| PP |
1.2790 |
1.2786 |
| S1 |
1.2787 |
1.2781 |
|