CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2717 |
1.2666 |
-0.0051 |
-0.4% |
1.2687 |
| High |
1.2746 |
1.2683 |
-0.0063 |
-0.5% |
1.2746 |
| Low |
1.2662 |
1.2626 |
-0.0036 |
-0.3% |
1.2626 |
| Close |
1.2678 |
1.2655 |
-0.0023 |
-0.2% |
1.2655 |
| Range |
0.0084 |
0.0057 |
-0.0027 |
-32.1% |
0.0120 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
143,130 |
110,703 |
-32,427 |
-22.7% |
438,935 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2826 |
1.2797 |
1.2686 |
|
| R3 |
1.2769 |
1.2740 |
1.2671 |
|
| R2 |
1.2712 |
1.2712 |
1.2665 |
|
| R1 |
1.2683 |
1.2683 |
1.2660 |
1.2669 |
| PP |
1.2655 |
1.2655 |
1.2655 |
1.2648 |
| S1 |
1.2626 |
1.2626 |
1.2650 |
1.2612 |
| S2 |
1.2598 |
1.2598 |
1.2645 |
|
| S3 |
1.2541 |
1.2569 |
1.2639 |
|
| S4 |
1.2484 |
1.2512 |
1.2624 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.2965 |
1.2721 |
|
| R3 |
1.2916 |
1.2845 |
1.2688 |
|
| R2 |
1.2796 |
1.2796 |
1.2677 |
|
| R1 |
1.2725 |
1.2725 |
1.2666 |
1.2701 |
| PP |
1.2676 |
1.2676 |
1.2676 |
1.2663 |
| S1 |
1.2605 |
1.2605 |
1.2644 |
1.2581 |
| S2 |
1.2556 |
1.2556 |
1.2633 |
|
| S3 |
1.2436 |
1.2485 |
1.2622 |
|
| S4 |
1.2316 |
1.2365 |
1.2589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2771 |
1.2626 |
0.0145 |
1.1% |
0.0070 |
0.6% |
20% |
False |
True |
119,223 |
| 10 |
1.2868 |
1.2626 |
0.0242 |
1.9% |
0.0077 |
0.6% |
12% |
False |
True |
98,959 |
| 20 |
1.2868 |
1.2626 |
0.0242 |
1.9% |
0.0071 |
0.6% |
12% |
False |
True |
52,166 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0064 |
0.5% |
48% |
False |
False |
26,310 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0063 |
0.5% |
61% |
False |
False |
17,598 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0058 |
0.5% |
58% |
False |
False |
13,236 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0050 |
0.4% |
58% |
False |
False |
10,595 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0048 |
0.4% |
58% |
False |
False |
8,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2925 |
|
2.618 |
1.2832 |
|
1.618 |
1.2775 |
|
1.000 |
1.2740 |
|
0.618 |
1.2718 |
|
HIGH |
1.2683 |
|
0.618 |
1.2661 |
|
0.500 |
1.2655 |
|
0.382 |
1.2648 |
|
LOW |
1.2626 |
|
0.618 |
1.2591 |
|
1.000 |
1.2569 |
|
1.618 |
1.2534 |
|
2.618 |
1.2477 |
|
4.250 |
1.2384 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2655 |
1.2686 |
| PP |
1.2655 |
1.2676 |
| S1 |
1.2655 |
1.2665 |
|