CME British Pound Future September 2024
Trading Metrics calculated at close of trading on 11-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
1.2725 |
1.2741 |
0.0016 |
0.1% |
1.2750 |
High |
1.2745 |
1.2760 |
0.0015 |
0.1% |
1.2849 |
Low |
1.2696 |
1.2715 |
0.0019 |
0.1% |
1.2703 |
Close |
1.2741 |
1.2754 |
0.0013 |
0.1% |
1.2732 |
Range |
0.0049 |
0.0045 |
-0.0004 |
-8.2% |
0.0146 |
ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
30,931 |
77,456 |
46,525 |
150.4% |
27,847 |
|
Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2878 |
1.2861 |
1.2779 |
|
R3 |
1.2833 |
1.2816 |
1.2766 |
|
R2 |
1.2788 |
1.2788 |
1.2762 |
|
R1 |
1.2771 |
1.2771 |
1.2758 |
1.2780 |
PP |
1.2743 |
1.2743 |
1.2743 |
1.2747 |
S1 |
1.2726 |
1.2726 |
1.2750 |
1.2735 |
S2 |
1.2698 |
1.2698 |
1.2746 |
|
S3 |
1.2653 |
1.2681 |
1.2742 |
|
S4 |
1.2608 |
1.2636 |
1.2729 |
|
|
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 |
1.2696 |
0.0153 |
1.2% |
0.0060 |
0.5% |
38% |
False |
False |
25,986 |
10 |
1.2849 |
1.2693 |
0.0156 |
1.2% |
0.0067 |
0.5% |
39% |
False |
False |
14,446 |
20 |
1.2849 |
1.2537 |
0.0312 |
2.4% |
0.0061 |
0.5% |
70% |
False |
False |
9,045 |
40 |
1.2849 |
1.2326 |
0.0523 |
4.1% |
0.0060 |
0.5% |
82% |
False |
False |
4,589 |
60 |
1.2849 |
1.2326 |
0.0523 |
4.1% |
0.0061 |
0.5% |
82% |
False |
False |
3,103 |
80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0052 |
0.4% |
76% |
False |
False |
2,359 |
100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0047 |
0.4% |
76% |
False |
False |
1,894 |
120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
76% |
False |
False |
1,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2951 |
2.618 |
1.2878 |
1.618 |
1.2833 |
1.000 |
1.2805 |
0.618 |
1.2788 |
HIGH |
1.2760 |
0.618 |
1.2743 |
0.500 |
1.2738 |
0.382 |
1.2732 |
LOW |
1.2715 |
0.618 |
1.2687 |
1.000 |
1.2670 |
1.618 |
1.2642 |
2.618 |
1.2597 |
4.250 |
1.2524 |
|
|
Fisher Pivots for day following 11-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
1.2749 |
1.2773 |
PP |
1.2743 |
1.2766 |
S1 |
1.2738 |
1.2760 |
|