CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2714 |
1.2728 |
0.0014 |
0.1% |
1.2742 |
| High |
1.2738 |
1.2752 |
0.0014 |
0.1% |
1.2843 |
| Low |
1.2689 |
1.2706 |
0.0017 |
0.1% |
1.2694 |
| Close |
1.2734 |
1.2747 |
0.0013 |
0.1% |
1.2725 |
| Range |
0.0049 |
0.0046 |
-0.0003 |
-6.1% |
0.0149 |
| ATR |
0.0071 |
0.0070 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
108,747 |
151,452 |
42,705 |
39.3% |
576,052 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2873 |
1.2856 |
1.2772 |
|
| R3 |
1.2827 |
1.2810 |
1.2760 |
|
| R2 |
1.2781 |
1.2781 |
1.2755 |
|
| R1 |
1.2764 |
1.2764 |
1.2751 |
1.2773 |
| PP |
1.2735 |
1.2735 |
1.2735 |
1.2739 |
| S1 |
1.2718 |
1.2718 |
1.2743 |
1.2727 |
| S2 |
1.2689 |
1.2689 |
1.2739 |
|
| S3 |
1.2643 |
1.2672 |
1.2734 |
|
| S4 |
1.2597 |
1.2626 |
1.2722 |
|
|
| 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 |
1.2689 |
0.0154 |
1.2% |
0.0064 |
0.5% |
38% |
False |
False |
114,802 |
| 10 |
1.2843 |
1.2682 |
0.0161 |
1.3% |
0.0072 |
0.6% |
40% |
False |
False |
119,067 |
| 20 |
1.2843 |
1.2511 |
0.0332 |
2.6% |
0.0069 |
0.5% |
71% |
False |
False |
114,613 |
| 40 |
1.2843 |
1.2303 |
0.0540 |
4.2% |
0.0071 |
0.6% |
82% |
False |
False |
112,083 |
| 60 |
1.2843 |
1.2303 |
0.0540 |
4.2% |
0.0074 |
0.6% |
82% |
False |
False |
109,560 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0071 |
0.6% |
74% |
False |
False |
88,802 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
74% |
False |
False |
71,079 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0068 |
0.5% |
74% |
False |
False |
59,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2948 |
|
2.618 |
1.2872 |
|
1.618 |
1.2826 |
|
1.000 |
1.2798 |
|
0.618 |
1.2780 |
|
HIGH |
1.2752 |
|
0.618 |
1.2734 |
|
0.500 |
1.2729 |
|
0.382 |
1.2724 |
|
LOW |
1.2706 |
|
0.618 |
1.2678 |
|
1.000 |
1.2660 |
|
1.618 |
1.2632 |
|
2.618 |
1.2586 |
|
4.250 |
1.2511 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2741 |
1.2766 |
| PP |
1.2735 |
1.2760 |
| S1 |
1.2729 |
1.2753 |
|