CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2777 |
1.2794 |
0.0017 |
0.1% |
1.2743 |
| High |
1.2800 |
1.2815 |
0.0015 |
0.1% |
1.2806 |
| Low |
1.2765 |
1.2770 |
0.0005 |
0.0% |
1.2693 |
| Close |
1.2800 |
1.2802 |
0.0002 |
0.0% |
1.2738 |
| Range |
0.0035 |
0.0045 |
0.0010 |
28.6% |
0.0113 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
1,700 |
8,908 |
7,208 |
424.0% |
33,009 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2931 |
1.2911 |
1.2827 |
|
| R3 |
1.2886 |
1.2866 |
1.2814 |
|
| R2 |
1.2841 |
1.2841 |
1.2810 |
|
| R1 |
1.2821 |
1.2821 |
1.2806 |
1.2831 |
| PP |
1.2796 |
1.2796 |
1.2796 |
1.2801 |
| S1 |
1.2776 |
1.2776 |
1.2798 |
1.2786 |
| S2 |
1.2751 |
1.2751 |
1.2794 |
|
| S3 |
1.2706 |
1.2731 |
1.2790 |
|
| S4 |
1.2661 |
1.2686 |
1.2777 |
|
|
| 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 |
1.2703 |
0.0121 |
0.9% |
0.0065 |
0.5% |
82% |
False |
False |
4,062 |
| 10 |
1.2824 |
1.2685 |
0.0139 |
1.1% |
0.0065 |
0.5% |
84% |
False |
False |
5,374 |
| 20 |
1.2824 |
1.2460 |
0.0364 |
2.8% |
0.0058 |
0.5% |
94% |
False |
False |
3,096 |
| 40 |
1.2824 |
1.2326 |
0.0498 |
3.9% |
0.0061 |
0.5% |
96% |
False |
False |
1,617 |
| 60 |
1.2824 |
1.2326 |
0.0498 |
3.9% |
0.0059 |
0.5% |
96% |
False |
False |
1,117 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0050 |
0.4% |
85% |
False |
False |
867 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0047 |
0.4% |
85% |
False |
False |
701 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0044 |
0.3% |
85% |
False |
False |
585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3006 |
|
2.618 |
1.2933 |
|
1.618 |
1.2888 |
|
1.000 |
1.2860 |
|
0.618 |
1.2843 |
|
HIGH |
1.2815 |
|
0.618 |
1.2798 |
|
0.500 |
1.2793 |
|
0.382 |
1.2787 |
|
LOW |
1.2770 |
|
0.618 |
1.2742 |
|
1.000 |
1.2725 |
|
1.618 |
1.2697 |
|
2.618 |
1.2652 |
|
4.250 |
1.2579 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2799 |
1.2798 |
| PP |
1.2796 |
1.2794 |
| S1 |
1.2793 |
1.2790 |
|