CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2739 |
1.2750 |
0.0011 |
0.1% |
1.2743 |
| High |
1.2773 |
1.2815 |
0.0042 |
0.3% |
1.2806 |
| Low |
1.2709 |
1.2703 |
-0.0006 |
0.0% |
1.2693 |
| Close |
1.2738 |
1.2804 |
0.0066 |
0.5% |
1.2738 |
| Range |
0.0064 |
0.0112 |
0.0048 |
75.0% |
0.0113 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
6.4% |
0.0000 |
| Volume |
3,402 |
2,645 |
-757 |
-22.3% |
33,009 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.3069 |
1.2866 |
|
| R3 |
1.2998 |
1.2957 |
1.2835 |
|
| R2 |
1.2886 |
1.2886 |
1.2825 |
|
| R1 |
1.2845 |
1.2845 |
1.2814 |
1.2866 |
| PP |
1.2774 |
1.2774 |
1.2774 |
1.2784 |
| S1 |
1.2733 |
1.2733 |
1.2794 |
1.2754 |
| S2 |
1.2662 |
1.2662 |
1.2783 |
|
| S3 |
1.2550 |
1.2621 |
1.2773 |
|
| S4 |
1.2438 |
1.2509 |
1.2742 |
|
|
| 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 |
1.2815 |
1.2693 |
0.0122 |
1.0% |
0.0073 |
0.6% |
91% |
True |
False |
7,130 |
| 10 |
1.2815 |
1.2685 |
0.0130 |
1.0% |
0.0059 |
0.5% |
92% |
True |
False |
4,553 |
| 20 |
1.2815 |
1.2460 |
0.0355 |
2.8% |
0.0057 |
0.4% |
97% |
True |
False |
2,394 |
| 40 |
1.2815 |
1.2326 |
0.0489 |
3.8% |
0.0063 |
0.5% |
98% |
True |
False |
1,266 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0058 |
0.5% |
85% |
False |
False |
885 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0048 |
0.4% |
85% |
False |
False |
690 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0046 |
0.4% |
85% |
False |
False |
559 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0044 |
0.3% |
85% |
False |
False |
467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3291 |
|
2.618 |
1.3108 |
|
1.618 |
1.2996 |
|
1.000 |
1.2927 |
|
0.618 |
1.2884 |
|
HIGH |
1.2815 |
|
0.618 |
1.2772 |
|
0.500 |
1.2759 |
|
0.382 |
1.2746 |
|
LOW |
1.2703 |
|
0.618 |
1.2634 |
|
1.000 |
1.2591 |
|
1.618 |
1.2522 |
|
2.618 |
1.2410 |
|
4.250 |
1.2227 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2789 |
1.2787 |
| PP |
1.2774 |
1.2771 |
| S1 |
1.2759 |
1.2754 |
|