CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2728 |
1.2744 |
0.0016 |
0.1% |
1.2742 |
| High |
1.2752 |
1.2862 |
0.0110 |
0.9% |
1.2843 |
| Low |
1.2706 |
1.2734 |
0.0028 |
0.2% |
1.2694 |
| Close |
1.2747 |
1.2814 |
0.0067 |
0.5% |
1.2725 |
| Range |
0.0046 |
0.0128 |
0.0082 |
178.3% |
0.0149 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
6.0% |
0.0000 |
| Volume |
151,452 |
262,641 |
111,189 |
73.4% |
576,052 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3187 |
1.3129 |
1.2884 |
|
| R3 |
1.3059 |
1.3001 |
1.2849 |
|
| R2 |
1.2931 |
1.2931 |
1.2837 |
|
| R1 |
1.2873 |
1.2873 |
1.2826 |
1.2902 |
| PP |
1.2803 |
1.2803 |
1.2803 |
1.2818 |
| S1 |
1.2745 |
1.2745 |
1.2802 |
1.2774 |
| S2 |
1.2675 |
1.2675 |
1.2791 |
|
| S3 |
1.2547 |
1.2617 |
1.2779 |
|
| S4 |
1.2419 |
1.2489 |
1.2744 |
|
|
| 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 |
1.2862 |
1.2689 |
0.0173 |
1.4% |
0.0079 |
0.6% |
72% |
True |
False |
150,030 |
| 10 |
1.2862 |
1.2682 |
0.0180 |
1.4% |
0.0078 |
0.6% |
73% |
True |
False |
132,451 |
| 20 |
1.2862 |
1.2586 |
0.0276 |
2.2% |
0.0071 |
0.6% |
83% |
True |
False |
122,315 |
| 40 |
1.2862 |
1.2303 |
0.0559 |
4.4% |
0.0073 |
0.6% |
91% |
True |
False |
115,821 |
| 60 |
1.2862 |
1.2303 |
0.0559 |
4.4% |
0.0076 |
0.6% |
91% |
True |
False |
112,981 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0072 |
0.6% |
86% |
False |
False |
92,084 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0070 |
0.5% |
86% |
False |
False |
73,705 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.7% |
0.0069 |
0.5% |
86% |
False |
False |
61,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3406 |
|
2.618 |
1.3197 |
|
1.618 |
1.3069 |
|
1.000 |
1.2990 |
|
0.618 |
1.2941 |
|
HIGH |
1.2862 |
|
0.618 |
1.2813 |
|
0.500 |
1.2798 |
|
0.382 |
1.2783 |
|
LOW |
1.2734 |
|
0.618 |
1.2655 |
|
1.000 |
1.2606 |
|
1.618 |
1.2527 |
|
2.618 |
1.2399 |
|
4.250 |
1.2190 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2809 |
1.2801 |
| PP |
1.2803 |
1.2788 |
| S1 |
1.2798 |
1.2776 |
|