CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2707 |
1.2717 |
0.0010 |
0.1% |
1.2725 |
| High |
1.2728 |
1.2746 |
0.0018 |
0.1% |
1.2868 |
| Low |
1.2676 |
1.2662 |
-0.0014 |
-0.1% |
1.2664 |
| Close |
1.2717 |
1.2678 |
-0.0039 |
-0.3% |
1.2689 |
| Range |
0.0052 |
0.0084 |
0.0032 |
61.5% |
0.0204 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.7% |
0.0000 |
| Volume |
85,514 |
143,130 |
57,616 |
67.4% |
539,719 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2947 |
1.2897 |
1.2724 |
|
| R3 |
1.2863 |
1.2813 |
1.2701 |
|
| R2 |
1.2779 |
1.2779 |
1.2693 |
|
| R1 |
1.2729 |
1.2729 |
1.2686 |
1.2712 |
| PP |
1.2695 |
1.2695 |
1.2695 |
1.2687 |
| S1 |
1.2645 |
1.2645 |
1.2670 |
1.2628 |
| S2 |
1.2611 |
1.2611 |
1.2663 |
|
| S3 |
1.2527 |
1.2561 |
1.2655 |
|
| S4 |
1.2443 |
1.2477 |
1.2632 |
|
|
| 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 |
1.2815 |
1.2662 |
0.0153 |
1.2% |
0.0073 |
0.6% |
10% |
False |
True |
123,309 |
| 10 |
1.2868 |
1.2662 |
0.0206 |
1.6% |
0.0075 |
0.6% |
8% |
False |
True |
88,779 |
| 20 |
1.2868 |
1.2662 |
0.0206 |
1.6% |
0.0070 |
0.6% |
8% |
False |
True |
46,886 |
| 40 |
1.2868 |
1.2444 |
0.0424 |
3.3% |
0.0063 |
0.5% |
55% |
False |
False |
23,544 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0062 |
0.5% |
65% |
False |
False |
15,755 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0057 |
0.5% |
63% |
False |
False |
11,852 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0050 |
0.4% |
63% |
False |
False |
9,488 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0048 |
0.4% |
63% |
False |
False |
7,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3103 |
|
2.618 |
1.2966 |
|
1.618 |
1.2882 |
|
1.000 |
1.2830 |
|
0.618 |
1.2798 |
|
HIGH |
1.2746 |
|
0.618 |
1.2714 |
|
0.500 |
1.2704 |
|
0.382 |
1.2694 |
|
LOW |
1.2662 |
|
0.618 |
1.2610 |
|
1.000 |
1.2578 |
|
1.618 |
1.2526 |
|
2.618 |
1.2442 |
|
4.250 |
1.2305 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2704 |
1.2704 |
| PP |
1.2695 |
1.2695 |
| S1 |
1.2687 |
1.2687 |
|