CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2770 |
1.2709 |
-0.0061 |
-0.5% |
1.2718 |
| High |
1.2774 |
1.2753 |
-0.0021 |
-0.2% |
1.2769 |
| Low |
1.2708 |
1.2693 |
-0.0015 |
-0.1% |
1.2685 |
| Close |
1.2711 |
1.2745 |
0.0034 |
0.3% |
1.2745 |
| Range |
0.0066 |
0.0060 |
-0.0006 |
-9.1% |
0.0084 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2,724 |
2,108 |
-616 |
-22.6% |
9,883 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2910 |
1.2888 |
1.2778 |
|
| R3 |
1.2850 |
1.2828 |
1.2762 |
|
| R2 |
1.2790 |
1.2790 |
1.2756 |
|
| R1 |
1.2768 |
1.2768 |
1.2751 |
1.2779 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2736 |
| S1 |
1.2708 |
1.2708 |
1.2740 |
1.2719 |
| S2 |
1.2670 |
1.2670 |
1.2734 |
|
| S3 |
1.2610 |
1.2648 |
1.2729 |
|
| S4 |
1.2550 |
1.2588 |
1.2712 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2985 |
1.2949 |
1.2791 |
|
| R3 |
1.2901 |
1.2865 |
1.2768 |
|
| R2 |
1.2817 |
1.2817 |
1.2760 |
|
| R1 |
1.2781 |
1.2781 |
1.2753 |
1.2799 |
| PP |
1.2733 |
1.2733 |
1.2733 |
1.2742 |
| S1 |
1.2697 |
1.2697 |
1.2737 |
1.2715 |
| S2 |
1.2649 |
1.2649 |
1.2730 |
|
| S3 |
1.2565 |
1.2613 |
1.2722 |
|
| S4 |
1.2481 |
1.2529 |
1.2699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2806 |
1.2685 |
0.0121 |
0.9% |
0.0064 |
0.5% |
50% |
False |
False |
6,685 |
| 10 |
1.2806 |
1.2658 |
0.0148 |
1.2% |
0.0052 |
0.4% |
59% |
False |
False |
4,025 |
| 20 |
1.2806 |
1.2460 |
0.0346 |
2.7% |
0.0056 |
0.4% |
82% |
False |
False |
2,104 |
| 40 |
1.2806 |
1.2326 |
0.0480 |
3.8% |
0.0062 |
0.5% |
87% |
False |
False |
1,126 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0057 |
0.4% |
74% |
False |
False |
813 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0046 |
0.4% |
74% |
False |
False |
615 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.3% |
74% |
False |
False |
498 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0043 |
0.3% |
74% |
False |
False |
416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3008 |
|
2.618 |
1.2910 |
|
1.618 |
1.2850 |
|
1.000 |
1.2813 |
|
0.618 |
1.2790 |
|
HIGH |
1.2753 |
|
0.618 |
1.2730 |
|
0.500 |
1.2723 |
|
0.382 |
1.2716 |
|
LOW |
1.2693 |
|
0.618 |
1.2656 |
|
1.000 |
1.2633 |
|
1.618 |
1.2596 |
|
2.618 |
1.2536 |
|
4.250 |
1.2438 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2738 |
1.2750 |
| PP |
1.2730 |
1.2748 |
| S1 |
1.2723 |
1.2747 |
|