CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2693 |
1.2696 |
0.0003 |
0.0% |
1.2687 |
| High |
1.2710 |
1.2701 |
-0.0009 |
-0.1% |
1.2746 |
| Low |
1.2678 |
1.2622 |
-0.0056 |
-0.4% |
1.2626 |
| Close |
1.2701 |
1.2628 |
-0.0073 |
-0.6% |
1.2655 |
| Range |
0.0032 |
0.0079 |
0.0047 |
146.9% |
0.0120 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.5% |
0.0000 |
| Volume |
74,273 |
110,106 |
35,833 |
48.2% |
438,935 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2887 |
1.2837 |
1.2671 |
|
| R3 |
1.2808 |
1.2758 |
1.2650 |
|
| R2 |
1.2729 |
1.2729 |
1.2642 |
|
| R1 |
1.2679 |
1.2679 |
1.2635 |
1.2665 |
| PP |
1.2650 |
1.2650 |
1.2650 |
1.2643 |
| S1 |
1.2600 |
1.2600 |
1.2621 |
1.2586 |
| S2 |
1.2571 |
1.2571 |
1.2614 |
|
| S3 |
1.2492 |
1.2521 |
1.2606 |
|
| S4 |
1.2413 |
1.2442 |
1.2585 |
|
|
| 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 |
1.2622 |
0.0124 |
1.0% |
0.0064 |
0.5% |
5% |
False |
True |
102,853 |
| 10 |
1.2868 |
1.2622 |
0.0246 |
1.9% |
0.0072 |
0.6% |
2% |
False |
True |
113,069 |
| 20 |
1.2868 |
1.2622 |
0.0246 |
1.9% |
0.0070 |
0.6% |
2% |
False |
True |
63,758 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0063 |
0.5% |
41% |
False |
False |
32,814 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0064 |
0.5% |
56% |
False |
False |
21,926 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0060 |
0.5% |
54% |
False |
False |
16,489 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0051 |
0.4% |
54% |
False |
False |
13,195 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0048 |
0.4% |
54% |
False |
False |
11,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3037 |
|
2.618 |
1.2908 |
|
1.618 |
1.2829 |
|
1.000 |
1.2780 |
|
0.618 |
1.2750 |
|
HIGH |
1.2701 |
|
0.618 |
1.2671 |
|
0.500 |
1.2662 |
|
0.382 |
1.2652 |
|
LOW |
1.2622 |
|
0.618 |
1.2573 |
|
1.000 |
1.2543 |
|
1.618 |
1.2494 |
|
2.618 |
1.2415 |
|
4.250 |
1.2286 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2662 |
1.2666 |
| PP |
1.2650 |
1.2653 |
| S1 |
1.2639 |
1.2641 |
|