CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2751 |
1.2810 |
0.0059 |
0.5% |
1.2750 |
| High |
1.2868 |
1.2815 |
-0.0053 |
-0.4% |
1.2849 |
| Low |
1.2741 |
1.2746 |
0.0005 |
0.0% |
1.2703 |
| Close |
1.2821 |
1.2772 |
-0.0049 |
-0.4% |
1.2732 |
| Range |
0.0127 |
0.0069 |
-0.0058 |
-45.7% |
0.0146 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
143,019 |
131,129 |
-11,890 |
-8.3% |
27,847 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2985 |
1.2947 |
1.2810 |
|
| R3 |
1.2916 |
1.2878 |
1.2791 |
|
| R2 |
1.2847 |
1.2847 |
1.2785 |
|
| R1 |
1.2809 |
1.2809 |
1.2778 |
1.2794 |
| PP |
1.2778 |
1.2778 |
1.2778 |
1.2770 |
| S1 |
1.2740 |
1.2740 |
1.2766 |
1.2725 |
| S2 |
1.2709 |
1.2709 |
1.2759 |
|
| S3 |
1.2640 |
1.2671 |
1.2753 |
|
| S4 |
1.2571 |
1.2602 |
1.2734 |
|
|
| 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% |
0.0083 |
0.6% |
44% |
False |
False |
78,694 |
| 10 |
1.2868 |
1.2696 |
0.0172 |
1.3% |
0.0074 |
0.6% |
44% |
False |
False |
41,378 |
| 20 |
1.2868 |
1.2658 |
0.0210 |
1.6% |
0.0063 |
0.5% |
54% |
False |
False |
22,701 |
| 40 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0063 |
0.5% |
82% |
False |
False |
11,420 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0063 |
0.5% |
82% |
False |
False |
7,671 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0054 |
0.4% |
79% |
False |
False |
5,785 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0049 |
0.4% |
79% |
False |
False |
4,635 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0046 |
0.4% |
79% |
False |
False |
3,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3108 |
|
2.618 |
1.2996 |
|
1.618 |
1.2927 |
|
1.000 |
1.2884 |
|
0.618 |
1.2858 |
|
HIGH |
1.2815 |
|
0.618 |
1.2789 |
|
0.500 |
1.2781 |
|
0.382 |
1.2772 |
|
LOW |
1.2746 |
|
0.618 |
1.2703 |
|
1.000 |
1.2677 |
|
1.618 |
1.2634 |
|
2.618 |
1.2565 |
|
4.250 |
1.2453 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2781 |
1.2792 |
| PP |
1.2778 |
1.2785 |
| S1 |
1.2775 |
1.2779 |
|