CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2666 |
1.2647 |
-0.0019 |
-0.2% |
1.2687 |
| High |
1.2683 |
1.2706 |
0.0023 |
0.2% |
1.2746 |
| Low |
1.2626 |
1.2640 |
0.0014 |
0.1% |
1.2626 |
| Close |
1.2655 |
1.2699 |
0.0044 |
0.3% |
1.2655 |
| Range |
0.0057 |
0.0066 |
0.0009 |
15.8% |
0.0120 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
110,703 |
76,053 |
-34,650 |
-31.3% |
438,935 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2880 |
1.2855 |
1.2735 |
|
| R3 |
1.2814 |
1.2789 |
1.2717 |
|
| R2 |
1.2748 |
1.2748 |
1.2711 |
|
| R1 |
1.2723 |
1.2723 |
1.2705 |
1.2736 |
| PP |
1.2682 |
1.2682 |
1.2682 |
1.2688 |
| S1 |
1.2657 |
1.2657 |
1.2693 |
1.2670 |
| S2 |
1.2616 |
1.2616 |
1.2687 |
|
| S3 |
1.2550 |
1.2591 |
1.2681 |
|
| S4 |
1.2484 |
1.2525 |
1.2663 |
|
|
| 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 |
1.2746 |
1.2626 |
0.0120 |
0.9% |
0.0062 |
0.5% |
61% |
False |
False |
102,997 |
| 10 |
1.2868 |
1.2626 |
0.0242 |
1.9% |
0.0071 |
0.6% |
30% |
False |
False |
105,470 |
| 20 |
1.2868 |
1.2626 |
0.0242 |
1.9% |
0.0071 |
0.6% |
30% |
False |
False |
55,890 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0064 |
0.5% |
59% |
False |
False |
28,211 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0064 |
0.5% |
69% |
False |
False |
18,864 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0059 |
0.5% |
66% |
False |
False |
14,186 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0051 |
0.4% |
66% |
False |
False |
11,351 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0048 |
0.4% |
66% |
False |
False |
9,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2987 |
|
2.618 |
1.2879 |
|
1.618 |
1.2813 |
|
1.000 |
1.2772 |
|
0.618 |
1.2747 |
|
HIGH |
1.2706 |
|
0.618 |
1.2681 |
|
0.500 |
1.2673 |
|
0.382 |
1.2665 |
|
LOW |
1.2640 |
|
0.618 |
1.2599 |
|
1.000 |
1.2574 |
|
1.618 |
1.2533 |
|
2.618 |
1.2467 |
|
4.250 |
1.2360 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2690 |
1.2695 |
| PP |
1.2682 |
1.2690 |
| S1 |
1.2673 |
1.2686 |
|