CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2750 |
1.2811 |
0.0061 |
0.5% |
1.2743 |
| High |
1.2815 |
1.2824 |
0.0009 |
0.1% |
1.2806 |
| Low |
1.2703 |
1.2756 |
0.0053 |
0.4% |
1.2693 |
| Close |
1.2804 |
1.2789 |
-0.0015 |
-0.1% |
1.2738 |
| Range |
0.0112 |
0.0068 |
-0.0044 |
-39.3% |
0.0113 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.6% |
0.0000 |
| Volume |
2,645 |
3,658 |
1,013 |
38.3% |
33,009 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2994 |
1.2959 |
1.2826 |
|
| R3 |
1.2926 |
1.2891 |
1.2808 |
|
| R2 |
1.2858 |
1.2858 |
1.2801 |
|
| R1 |
1.2823 |
1.2823 |
1.2795 |
1.2807 |
| PP |
1.2790 |
1.2790 |
1.2790 |
1.2781 |
| S1 |
1.2755 |
1.2755 |
1.2783 |
1.2739 |
| S2 |
1.2722 |
1.2722 |
1.2777 |
|
| S3 |
1.2654 |
1.2687 |
1.2770 |
|
| S4 |
1.2586 |
1.2619 |
1.2752 |
|
|
| 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 |
1.2824 |
1.2693 |
0.0131 |
1.0% |
0.0074 |
0.6% |
73% |
True |
False |
2,907 |
| 10 |
1.2824 |
1.2685 |
0.0139 |
1.1% |
0.0064 |
0.5% |
75% |
True |
False |
4,896 |
| 20 |
1.2824 |
1.2460 |
0.0364 |
2.8% |
0.0058 |
0.5% |
90% |
True |
False |
2,577 |
| 40 |
1.2824 |
1.2326 |
0.0498 |
3.9% |
0.0064 |
0.5% |
93% |
True |
False |
1,355 |
| 60 |
1.2867 |
1.2326 |
0.0541 |
4.2% |
0.0058 |
0.5% |
86% |
False |
False |
944 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0049 |
0.4% |
82% |
False |
False |
735 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0047 |
0.4% |
82% |
False |
False |
595 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0044 |
0.3% |
82% |
False |
False |
497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3113 |
|
2.618 |
1.3002 |
|
1.618 |
1.2934 |
|
1.000 |
1.2892 |
|
0.618 |
1.2866 |
|
HIGH |
1.2824 |
|
0.618 |
1.2798 |
|
0.500 |
1.2790 |
|
0.382 |
1.2782 |
|
LOW |
1.2756 |
|
0.618 |
1.2714 |
|
1.000 |
1.2688 |
|
1.618 |
1.2646 |
|
2.618 |
1.2578 |
|
4.250 |
1.2467 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2790 |
1.2781 |
| PP |
1.2790 |
1.2772 |
| S1 |
1.2789 |
1.2764 |
|