CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2709 |
1.2739 |
0.0030 |
0.2% |
1.2743 |
| High |
1.2753 |
1.2773 |
0.0020 |
0.2% |
1.2806 |
| Low |
1.2693 |
1.2709 |
0.0016 |
0.1% |
1.2693 |
| Close |
1.2745 |
1.2738 |
-0.0007 |
-0.1% |
1.2738 |
| Range |
0.0060 |
0.0064 |
0.0004 |
6.7% |
0.0113 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.6% |
0.0000 |
| Volume |
2,108 |
3,402 |
1,294 |
61.4% |
33,009 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2932 |
1.2899 |
1.2773 |
|
| R3 |
1.2868 |
1.2835 |
1.2756 |
|
| R2 |
1.2804 |
1.2804 |
1.2750 |
|
| R1 |
1.2771 |
1.2771 |
1.2744 |
1.2756 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2732 |
| S1 |
1.2707 |
1.2707 |
1.2732 |
1.2692 |
| S2 |
1.2676 |
1.2676 |
1.2726 |
|
| S3 |
1.2612 |
1.2643 |
1.2720 |
|
| S4 |
1.2548 |
1.2579 |
1.2703 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3024 |
1.2800 |
|
| R3 |
1.2972 |
1.2911 |
1.2769 |
|
| R2 |
1.2859 |
1.2859 |
1.2759 |
|
| R1 |
1.2798 |
1.2798 |
1.2748 |
1.2772 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2733 |
| S1 |
1.2685 |
1.2685 |
1.2728 |
1.2659 |
| S2 |
1.2633 |
1.2633 |
1.2717 |
|
| S3 |
1.2520 |
1.2572 |
1.2707 |
|
| S4 |
1.2407 |
1.2459 |
1.2676 |
|
|
| 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% |
0.0065 |
0.5% |
44% |
False |
False |
7,050 |
| 10 |
1.2806 |
1.2658 |
0.0148 |
1.2% |
0.0054 |
0.4% |
54% |
False |
False |
4,304 |
| 20 |
1.2806 |
1.2460 |
0.0346 |
2.7% |
0.0056 |
0.4% |
80% |
False |
False |
2,273 |
| 40 |
1.2806 |
1.2326 |
0.0480 |
3.8% |
0.0062 |
0.5% |
86% |
False |
False |
1,205 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0058 |
0.5% |
73% |
False |
False |
870 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0047 |
0.4% |
73% |
False |
False |
657 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
73% |
False |
False |
532 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0044 |
0.3% |
73% |
False |
False |
445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3045 |
|
2.618 |
1.2941 |
|
1.618 |
1.2877 |
|
1.000 |
1.2837 |
|
0.618 |
1.2813 |
|
HIGH |
1.2773 |
|
0.618 |
1.2749 |
|
0.500 |
1.2741 |
|
0.382 |
1.2733 |
|
LOW |
1.2709 |
|
0.618 |
1.2669 |
|
1.000 |
1.2645 |
|
1.618 |
1.2605 |
|
2.618 |
1.2541 |
|
4.250 |
1.2437 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2741 |
1.2737 |
| PP |
1.2740 |
1.2735 |
| S1 |
1.2739 |
1.2734 |
|