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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 3 trading days
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

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

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