CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2789 |
1.2792 |
0.0003 |
0.0% |
1.2742 |
| High |
1.2810 |
1.2843 |
0.0033 |
0.3% |
1.2843 |
| Low |
1.2764 |
1.2717 |
-0.0047 |
-0.4% |
1.2694 |
| Close |
1.2796 |
1.2725 |
-0.0071 |
-0.6% |
1.2725 |
| Range |
0.0046 |
0.0126 |
0.0080 |
173.9% |
0.0149 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
5.9% |
0.0000 |
| Volume |
97,985 |
129,326 |
31,341 |
32.0% |
576,052 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3140 |
1.3058 |
1.2794 |
|
| R3 |
1.3014 |
1.2932 |
1.2760 |
|
| R2 |
1.2888 |
1.2888 |
1.2748 |
|
| R1 |
1.2806 |
1.2806 |
1.2737 |
1.2784 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2751 |
| S1 |
1.2680 |
1.2680 |
1.2713 |
1.2658 |
| S2 |
1.2636 |
1.2636 |
1.2702 |
|
| S3 |
1.2510 |
1.2554 |
1.2690 |
|
| S4 |
1.2384 |
1.2428 |
1.2656 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3201 |
1.3112 |
1.2807 |
|
| R3 |
1.3052 |
1.2963 |
1.2766 |
|
| R2 |
1.2903 |
1.2903 |
1.2752 |
|
| R1 |
1.2814 |
1.2814 |
1.2739 |
1.2784 |
| PP |
1.2754 |
1.2754 |
1.2754 |
1.2739 |
| S1 |
1.2665 |
1.2665 |
1.2711 |
1.2635 |
| S2 |
1.2605 |
1.2605 |
1.2698 |
|
| S3 |
1.2456 |
1.2516 |
1.2684 |
|
| S4 |
1.2307 |
1.2367 |
1.2643 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2843 |
1.2694 |
0.0149 |
1.2% |
0.0084 |
0.7% |
21% |
True |
False |
115,210 |
| 10 |
1.2843 |
1.2677 |
0.0166 |
1.3% |
0.0077 |
0.6% |
29% |
True |
False |
117,197 |
| 20 |
1.2843 |
1.2504 |
0.0339 |
2.7% |
0.0069 |
0.5% |
65% |
True |
False |
108,484 |
| 40 |
1.2843 |
1.2303 |
0.0540 |
4.2% |
0.0074 |
0.6% |
78% |
True |
False |
112,043 |
| 60 |
1.2843 |
1.2303 |
0.0540 |
4.2% |
0.0075 |
0.6% |
78% |
True |
False |
108,553 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
71% |
False |
False |
85,552 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
71% |
False |
False |
68,484 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
71% |
False |
False |
57,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3379 |
|
2.618 |
1.3173 |
|
1.618 |
1.3047 |
|
1.000 |
1.2969 |
|
0.618 |
1.2921 |
|
HIGH |
1.2843 |
|
0.618 |
1.2795 |
|
0.500 |
1.2780 |
|
0.382 |
1.2765 |
|
LOW |
1.2717 |
|
0.618 |
1.2639 |
|
1.000 |
1.2591 |
|
1.618 |
1.2513 |
|
2.618 |
1.2387 |
|
4.250 |
1.2182 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2780 |
1.2780 |
| PP |
1.2762 |
1.2762 |
| S1 |
1.2743 |
1.2743 |
|