CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2647 |
1.2693 |
0.0046 |
0.4% |
1.2687 |
| High |
1.2706 |
1.2710 |
0.0004 |
0.0% |
1.2746 |
| Low |
1.2640 |
1.2678 |
0.0038 |
0.3% |
1.2626 |
| Close |
1.2699 |
1.2701 |
0.0002 |
0.0% |
1.2655 |
| Range |
0.0066 |
0.0032 |
-0.0034 |
-51.5% |
0.0120 |
| ATR |
0.0068 |
0.0065 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
76,053 |
74,273 |
-1,780 |
-2.3% |
438,935 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2792 |
1.2779 |
1.2719 |
|
| R3 |
1.2760 |
1.2747 |
1.2710 |
|
| R2 |
1.2728 |
1.2728 |
1.2707 |
|
| R1 |
1.2715 |
1.2715 |
1.2704 |
1.2722 |
| PP |
1.2696 |
1.2696 |
1.2696 |
1.2700 |
| S1 |
1.2683 |
1.2683 |
1.2698 |
1.2690 |
| S2 |
1.2664 |
1.2664 |
1.2695 |
|
| S3 |
1.2632 |
1.2651 |
1.2692 |
|
| S4 |
1.2600 |
1.2619 |
1.2683 |
|
|
| 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% |
0.0058 |
0.5% |
63% |
False |
False |
97,934 |
| 10 |
1.2868 |
1.2626 |
0.0242 |
1.9% |
0.0069 |
0.5% |
31% |
False |
False |
109,804 |
| 20 |
1.2868 |
1.2626 |
0.0242 |
1.9% |
0.0069 |
0.5% |
31% |
False |
False |
59,491 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0063 |
0.5% |
59% |
False |
False |
30,067 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0063 |
0.5% |
69% |
False |
False |
20,091 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0059 |
0.5% |
67% |
False |
False |
15,115 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0050 |
0.4% |
67% |
False |
False |
12,094 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0048 |
0.4% |
67% |
False |
False |
10,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2846 |
|
2.618 |
1.2794 |
|
1.618 |
1.2762 |
|
1.000 |
1.2742 |
|
0.618 |
1.2730 |
|
HIGH |
1.2710 |
|
0.618 |
1.2698 |
|
0.500 |
1.2694 |
|
0.382 |
1.2690 |
|
LOW |
1.2678 |
|
0.618 |
1.2658 |
|
1.000 |
1.2646 |
|
1.618 |
1.2626 |
|
2.618 |
1.2594 |
|
4.250 |
1.2542 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2699 |
1.2690 |
| PP |
1.2696 |
1.2679 |
| S1 |
1.2694 |
1.2668 |
|