CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2741 |
1.2751 |
0.0010 |
0.1% |
1.2750 |
| High |
1.2760 |
1.2868 |
0.0108 |
0.8% |
1.2849 |
| Low |
1.2715 |
1.2741 |
0.0026 |
0.2% |
1.2703 |
| Close |
1.2754 |
1.2821 |
0.0067 |
0.5% |
1.2732 |
| Range |
0.0045 |
0.0127 |
0.0082 |
182.2% |
0.0146 |
| ATR |
0.0062 |
0.0067 |
0.0005 |
7.4% |
0.0000 |
| Volume |
77,456 |
143,019 |
65,563 |
84.6% |
27,847 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3191 |
1.3133 |
1.2891 |
|
| R3 |
1.3064 |
1.3006 |
1.2856 |
|
| R2 |
1.2937 |
1.2937 |
1.2844 |
|
| R1 |
1.2879 |
1.2879 |
1.2833 |
1.2908 |
| PP |
1.2810 |
1.2810 |
1.2810 |
1.2825 |
| S1 |
1.2752 |
1.2752 |
1.2809 |
1.2781 |
| S2 |
1.2683 |
1.2683 |
1.2798 |
|
| S3 |
1.2556 |
1.2625 |
1.2786 |
|
| S4 |
1.2429 |
1.2498 |
1.2751 |
|
|
| 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 |
1.2868 |
1.2696 |
0.0172 |
1.3% |
0.0078 |
0.6% |
73% |
True |
False |
54,250 |
| 10 |
1.2868 |
1.2693 |
0.0175 |
1.4% |
0.0073 |
0.6% |
73% |
True |
False |
28,476 |
| 20 |
1.2868 |
1.2604 |
0.0264 |
2.1% |
0.0064 |
0.5% |
82% |
True |
False |
16,182 |
| 40 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0062 |
0.5% |
91% |
True |
False |
8,160 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0063 |
0.5% |
91% |
True |
False |
5,487 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0053 |
0.4% |
88% |
False |
False |
4,146 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0048 |
0.4% |
88% |
False |
False |
3,324 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0046 |
0.4% |
88% |
False |
False |
2,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3408 |
|
2.618 |
1.3200 |
|
1.618 |
1.3073 |
|
1.000 |
1.2995 |
|
0.618 |
1.2946 |
|
HIGH |
1.2868 |
|
0.618 |
1.2819 |
|
0.500 |
1.2805 |
|
0.382 |
1.2790 |
|
LOW |
1.2741 |
|
0.618 |
1.2663 |
|
1.000 |
1.2614 |
|
1.618 |
1.2536 |
|
2.618 |
1.2409 |
|
4.250 |
1.2201 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2816 |
1.2808 |
| PP |
1.2810 |
1.2795 |
| S1 |
1.2805 |
1.2782 |
|