CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2768 |
1.2687 |
-0.0081 |
-0.6% |
1.2725 |
| High |
1.2771 |
1.2717 |
-0.0054 |
-0.4% |
1.2868 |
| Low |
1.2664 |
1.2666 |
0.0002 |
0.0% |
1.2664 |
| Close |
1.2689 |
1.2713 |
0.0024 |
0.2% |
1.2689 |
| Range |
0.0107 |
0.0051 |
-0.0056 |
-52.3% |
0.0204 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
157,184 |
99,588 |
-57,596 |
-36.6% |
539,719 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2833 |
1.2741 |
|
| R3 |
1.2801 |
1.2782 |
1.2727 |
|
| R2 |
1.2750 |
1.2750 |
1.2722 |
|
| R1 |
1.2731 |
1.2731 |
1.2718 |
1.2741 |
| PP |
1.2699 |
1.2699 |
1.2699 |
1.2703 |
| S1 |
1.2680 |
1.2680 |
1.2708 |
1.2690 |
| S2 |
1.2648 |
1.2648 |
1.2704 |
|
| S3 |
1.2597 |
1.2629 |
1.2699 |
|
| S4 |
1.2546 |
1.2578 |
1.2685 |
|
|
| 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% |
0.0080 |
0.6% |
24% |
False |
False |
121,675 |
| 10 |
1.2868 |
1.2664 |
0.0204 |
1.6% |
0.0072 |
0.6% |
24% |
False |
False |
66,450 |
| 20 |
1.2868 |
1.2664 |
0.0204 |
1.6% |
0.0066 |
0.5% |
24% |
False |
False |
35,502 |
| 40 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0064 |
0.5% |
71% |
False |
False |
17,833 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0062 |
0.5% |
71% |
False |
False |
11,948 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0056 |
0.4% |
69% |
False |
False |
8,995 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0049 |
0.4% |
69% |
False |
False |
7,202 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0047 |
0.4% |
69% |
False |
False |
6,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2934 |
|
2.618 |
1.2851 |
|
1.618 |
1.2800 |
|
1.000 |
1.2768 |
|
0.618 |
1.2749 |
|
HIGH |
1.2717 |
|
0.618 |
1.2698 |
|
0.500 |
1.2692 |
|
0.382 |
1.2685 |
|
LOW |
1.2666 |
|
0.618 |
1.2634 |
|
1.000 |
1.2615 |
|
1.618 |
1.2583 |
|
2.618 |
1.2532 |
|
4.250 |
1.2449 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2706 |
1.2740 |
| PP |
1.2699 |
1.2731 |
| S1 |
1.2692 |
1.2722 |
|