CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2810 |
1.2768 |
-0.0042 |
-0.3% |
1.2725 |
| High |
1.2815 |
1.2771 |
-0.0044 |
-0.3% |
1.2868 |
| Low |
1.2746 |
1.2664 |
-0.0082 |
-0.6% |
1.2664 |
| Close |
1.2772 |
1.2689 |
-0.0083 |
-0.6% |
1.2689 |
| Range |
0.0069 |
0.0107 |
0.0038 |
55.1% |
0.0204 |
| ATR |
0.0068 |
0.0070 |
0.0003 |
4.3% |
0.0000 |
| Volume |
131,129 |
157,184 |
26,055 |
19.9% |
539,719 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3029 |
1.2966 |
1.2748 |
|
| R3 |
1.2922 |
1.2859 |
1.2718 |
|
| R2 |
1.2815 |
1.2815 |
1.2709 |
|
| R1 |
1.2752 |
1.2752 |
1.2699 |
1.2730 |
| PP |
1.2708 |
1.2708 |
1.2708 |
1.2697 |
| S1 |
1.2645 |
1.2645 |
1.2679 |
1.2623 |
| S2 |
1.2601 |
1.2601 |
1.2669 |
|
| S3 |
1.2494 |
1.2538 |
1.2660 |
|
| S4 |
1.2387 |
1.2431 |
1.2630 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3352 |
1.3225 |
1.2801 |
|
| R3 |
1.3148 |
1.3021 |
1.2745 |
|
| R2 |
1.2944 |
1.2944 |
1.2726 |
|
| R1 |
1.2817 |
1.2817 |
1.2708 |
1.2779 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2721 |
| S1 |
1.2613 |
1.2613 |
1.2670 |
1.2575 |
| S2 |
1.2536 |
1.2536 |
1.2652 |
|
| S3 |
1.2332 |
1.2409 |
1.2633 |
|
| S4 |
1.2128 |
1.2205 |
1.2577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2868 |
1.2664 |
0.0204 |
1.6% |
0.0079 |
0.6% |
12% |
False |
True |
107,943 |
| 10 |
1.2868 |
1.2664 |
0.0204 |
1.6% |
0.0078 |
0.6% |
12% |
False |
True |
56,756 |
| 20 |
1.2868 |
1.2658 |
0.0210 |
1.7% |
0.0066 |
0.5% |
15% |
False |
False |
30,530 |
| 40 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0065 |
0.5% |
67% |
False |
False |
15,347 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0064 |
0.5% |
67% |
False |
False |
10,289 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0056 |
0.4% |
64% |
False |
False |
7,750 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0049 |
0.4% |
64% |
False |
False |
6,207 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0047 |
0.4% |
64% |
False |
False |
5,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3226 |
|
2.618 |
1.3051 |
|
1.618 |
1.2944 |
|
1.000 |
1.2878 |
|
0.618 |
1.2837 |
|
HIGH |
1.2771 |
|
0.618 |
1.2730 |
|
0.500 |
1.2718 |
|
0.382 |
1.2705 |
|
LOW |
1.2664 |
|
0.618 |
1.2598 |
|
1.000 |
1.2557 |
|
1.618 |
1.2491 |
|
2.618 |
1.2384 |
|
4.250 |
1.2209 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2718 |
1.2766 |
| PP |
1.2708 |
1.2740 |
| S1 |
1.2699 |
1.2715 |
|