CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2696 |
1.2629 |
-0.0067 |
-0.5% |
1.2687 |
| High |
1.2701 |
1.2678 |
-0.0023 |
-0.2% |
1.2746 |
| Low |
1.2622 |
1.2620 |
-0.0002 |
0.0% |
1.2626 |
| Close |
1.2628 |
1.2652 |
0.0024 |
0.2% |
1.2655 |
| Range |
0.0079 |
0.0058 |
-0.0021 |
-26.6% |
0.0120 |
| ATR |
0.0066 |
0.0066 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
110,106 |
84,177 |
-25,929 |
-23.5% |
438,935 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2824 |
1.2796 |
1.2684 |
|
| R3 |
1.2766 |
1.2738 |
1.2668 |
|
| R2 |
1.2708 |
1.2708 |
1.2663 |
|
| R1 |
1.2680 |
1.2680 |
1.2657 |
1.2694 |
| PP |
1.2650 |
1.2650 |
1.2650 |
1.2657 |
| S1 |
1.2622 |
1.2622 |
1.2647 |
1.2636 |
| S2 |
1.2592 |
1.2592 |
1.2641 |
|
| S3 |
1.2534 |
1.2564 |
1.2636 |
|
| S4 |
1.2476 |
1.2506 |
1.2620 |
|
|
| 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 |
1.2710 |
1.2620 |
0.0090 |
0.7% |
0.0058 |
0.5% |
36% |
False |
True |
91,062 |
| 10 |
1.2815 |
1.2620 |
0.0195 |
1.5% |
0.0066 |
0.5% |
16% |
False |
True |
107,185 |
| 20 |
1.2868 |
1.2620 |
0.0248 |
2.0% |
0.0069 |
0.5% |
13% |
False |
True |
67,831 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0063 |
0.5% |
47% |
False |
False |
34,917 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0065 |
0.5% |
60% |
False |
False |
23,326 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0060 |
0.5% |
58% |
False |
False |
17,541 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0050 |
0.4% |
58% |
False |
False |
14,037 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0049 |
0.4% |
58% |
False |
False |
11,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2925 |
|
2.618 |
1.2830 |
|
1.618 |
1.2772 |
|
1.000 |
1.2736 |
|
0.618 |
1.2714 |
|
HIGH |
1.2678 |
|
0.618 |
1.2656 |
|
0.500 |
1.2649 |
|
0.382 |
1.2642 |
|
LOW |
1.2620 |
|
0.618 |
1.2584 |
|
1.000 |
1.2562 |
|
1.618 |
1.2526 |
|
2.618 |
1.2468 |
|
4.250 |
1.2374 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2651 |
1.2665 |
| PP |
1.2650 |
1.2661 |
| S1 |
1.2649 |
1.2656 |
|