CME British Pound Future September 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 1.2811 1.2777 -0.0034 -0.3% 1.2743
High 1.2824 1.2800 -0.0024 -0.2% 1.2806
Low 1.2756 1.2765 0.0009 0.1% 1.2693
Close 1.2789 1.2800 0.0011 0.1% 1.2738
Range 0.0068 0.0035 -0.0033 -48.5% 0.0113
ATR 0.0063 0.0061 -0.0002 -3.2% 0.0000
Volume 3,658 1,700 -1,958 -53.5% 33,009
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.2893 1.2882 1.2819
R3 1.2858 1.2847 1.2810
R2 1.2823 1.2823 1.2806
R1 1.2812 1.2812 1.2803 1.2818
PP 1.2788 1.2788 1.2788 1.2791
S1 1.2777 1.2777 1.2797 1.2783
S2 1.2753 1.2753 1.2794
S3 1.2718 1.2742 1.2790
S4 1.2683 1.2707 1.2781
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% 0.0068 0.5% 82% False False 2,702
10 1.2824 1.2685 0.0139 1.1% 0.0065 0.5% 83% False False 4,992
20 1.2824 1.2460 0.0364 2.8% 0.0057 0.4% 93% False False 2,654
40 1.2824 1.2326 0.0498 3.9% 0.0064 0.5% 95% False False 1,397
60 1.2824 1.2326 0.0498 3.9% 0.0058 0.5% 95% False False 969
80 1.2889 1.2326 0.0563 4.4% 0.0049 0.4% 84% False False 756
100 1.2889 1.2326 0.0563 4.4% 0.0047 0.4% 84% False False 612
120 1.2889 1.2326 0.0563 4.4% 0.0045 0.3% 84% False False 511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2949
2.618 1.2892
1.618 1.2857
1.000 1.2835
0.618 1.2822
HIGH 1.2800
0.618 1.2787
0.500 1.2783
0.382 1.2778
LOW 1.2765
0.618 1.2743
1.000 1.2730
1.618 1.2708
2.618 1.2673
4.250 1.2616
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 1.2794 1.2788
PP 1.2788 1.2776
S1 1.2783 1.2764

These figures are updated between 7pm and 10pm EST after a trading day.

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