CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2687 |
1.2707 |
0.0020 |
0.2% |
1.2725 |
| High |
1.2717 |
1.2728 |
0.0011 |
0.1% |
1.2868 |
| Low |
1.2666 |
1.2676 |
0.0010 |
0.1% |
1.2664 |
| Close |
1.2713 |
1.2717 |
0.0004 |
0.0% |
1.2689 |
| Range |
0.0051 |
0.0052 |
0.0001 |
2.0% |
0.0204 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
99,588 |
85,514 |
-14,074 |
-14.1% |
539,719 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2863 |
1.2842 |
1.2746 |
|
| R3 |
1.2811 |
1.2790 |
1.2731 |
|
| R2 |
1.2759 |
1.2759 |
1.2727 |
|
| R1 |
1.2738 |
1.2738 |
1.2722 |
1.2749 |
| PP |
1.2707 |
1.2707 |
1.2707 |
1.2712 |
| S1 |
1.2686 |
1.2686 |
1.2712 |
1.2697 |
| S2 |
1.2655 |
1.2655 |
1.2707 |
|
| S3 |
1.2603 |
1.2634 |
1.2703 |
|
| S4 |
1.2551 |
1.2582 |
1.2688 |
|
|
| 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% |
0.0081 |
0.6% |
26% |
False |
False |
123,286 |
| 10 |
1.2868 |
1.2664 |
0.0204 |
1.6% |
0.0071 |
0.6% |
26% |
False |
False |
74,636 |
| 20 |
1.2868 |
1.2664 |
0.0204 |
1.6% |
0.0067 |
0.5% |
26% |
False |
False |
39,766 |
| 40 |
1.2868 |
1.2348 |
0.0520 |
4.1% |
0.0064 |
0.5% |
71% |
False |
False |
19,969 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0062 |
0.5% |
72% |
False |
False |
13,373 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0056 |
0.4% |
69% |
False |
False |
10,063 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0050 |
0.4% |
69% |
False |
False |
8,057 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0047 |
0.4% |
69% |
False |
False |
6,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2949 |
|
2.618 |
1.2864 |
|
1.618 |
1.2812 |
|
1.000 |
1.2780 |
|
0.618 |
1.2760 |
|
HIGH |
1.2728 |
|
0.618 |
1.2708 |
|
0.500 |
1.2702 |
|
0.382 |
1.2696 |
|
LOW |
1.2676 |
|
0.618 |
1.2644 |
|
1.000 |
1.2624 |
|
1.618 |
1.2592 |
|
2.618 |
1.2540 |
|
4.250 |
1.2455 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2712 |
1.2718 |
| PP |
1.2707 |
1.2717 |
| S1 |
1.2702 |
1.2717 |
|