CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2794 |
1.2800 |
0.0006 |
0.0% |
1.2750 |
| High |
1.2815 |
1.2849 |
0.0034 |
0.3% |
1.2849 |
| Low |
1.2770 |
1.2724 |
-0.0046 |
-0.4% |
1.2703 |
| Close |
1.2802 |
1.2732 |
-0.0070 |
-0.5% |
1.2732 |
| Range |
0.0045 |
0.0125 |
0.0080 |
177.8% |
0.0146 |
| ATR |
0.0060 |
0.0065 |
0.0005 |
7.7% |
0.0000 |
| Volume |
8,908 |
10,936 |
2,028 |
22.8% |
27,847 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3143 |
1.3063 |
1.2801 |
|
| R3 |
1.3018 |
1.2938 |
1.2766 |
|
| R2 |
1.2893 |
1.2893 |
1.2755 |
|
| R1 |
1.2813 |
1.2813 |
1.2743 |
1.2791 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2757 |
| S1 |
1.2688 |
1.2688 |
1.2721 |
1.2666 |
| S2 |
1.2643 |
1.2643 |
1.2709 |
|
| S3 |
1.2518 |
1.2563 |
1.2698 |
|
| S4 |
1.2393 |
1.2438 |
1.2663 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3199 |
1.3112 |
1.2812 |
|
| R3 |
1.3053 |
1.2966 |
1.2772 |
|
| R2 |
1.2907 |
1.2907 |
1.2759 |
|
| R1 |
1.2820 |
1.2820 |
1.2745 |
1.2791 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2747 |
| S1 |
1.2674 |
1.2674 |
1.2719 |
1.2645 |
| S2 |
1.2615 |
1.2615 |
1.2705 |
|
| S3 |
1.2469 |
1.2528 |
1.2692 |
|
| S4 |
1.2323 |
1.2382 |
1.2652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2849 |
1.2703 |
0.0146 |
1.1% |
0.0077 |
0.6% |
20% |
True |
False |
5,569 |
| 10 |
1.2849 |
1.2685 |
0.0164 |
1.3% |
0.0071 |
0.6% |
29% |
True |
False |
6,309 |
| 20 |
1.2849 |
1.2516 |
0.0333 |
2.6% |
0.0061 |
0.5% |
65% |
True |
False |
3,635 |
| 40 |
1.2849 |
1.2326 |
0.0523 |
4.1% |
0.0063 |
0.5% |
78% |
True |
False |
1,883 |
| 60 |
1.2849 |
1.2326 |
0.0523 |
4.1% |
0.0061 |
0.5% |
78% |
True |
False |
1,299 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0051 |
0.4% |
72% |
False |
False |
1,004 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0047 |
0.4% |
72% |
False |
False |
810 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
72% |
False |
False |
676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3380 |
|
2.618 |
1.3176 |
|
1.618 |
1.3051 |
|
1.000 |
1.2974 |
|
0.618 |
1.2926 |
|
HIGH |
1.2849 |
|
0.618 |
1.2801 |
|
0.500 |
1.2787 |
|
0.382 |
1.2772 |
|
LOW |
1.2724 |
|
0.618 |
1.2647 |
|
1.000 |
1.2599 |
|
1.618 |
1.2522 |
|
2.618 |
1.2397 |
|
4.250 |
1.2193 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2787 |
1.2787 |
| PP |
1.2768 |
1.2768 |
| S1 |
1.2750 |
1.2750 |
|