CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2629 |
1.2649 |
0.0020 |
0.2% |
1.2647 |
| High |
1.2678 |
1.2707 |
0.0029 |
0.2% |
1.2710 |
| Low |
1.2620 |
1.2627 |
0.0007 |
0.1% |
1.2620 |
| Close |
1.2652 |
1.2649 |
-0.0003 |
0.0% |
1.2649 |
| Range |
0.0058 |
0.0080 |
0.0022 |
37.9% |
0.0090 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0000 |
| Volume |
84,177 |
104,262 |
20,085 |
23.9% |
448,871 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2901 |
1.2855 |
1.2693 |
|
| R3 |
1.2821 |
1.2775 |
1.2671 |
|
| R2 |
1.2741 |
1.2741 |
1.2664 |
|
| R1 |
1.2695 |
1.2695 |
1.2656 |
1.2689 |
| PP |
1.2661 |
1.2661 |
1.2661 |
1.2658 |
| S1 |
1.2615 |
1.2615 |
1.2642 |
1.2609 |
| S2 |
1.2581 |
1.2581 |
1.2634 |
|
| S3 |
1.2501 |
1.2535 |
1.2627 |
|
| S4 |
1.2421 |
1.2455 |
1.2605 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2930 |
1.2879 |
1.2699 |
|
| R3 |
1.2840 |
1.2789 |
1.2674 |
|
| R2 |
1.2750 |
1.2750 |
1.2666 |
|
| R1 |
1.2699 |
1.2699 |
1.2657 |
1.2725 |
| PP |
1.2660 |
1.2660 |
1.2660 |
1.2672 |
| S1 |
1.2609 |
1.2609 |
1.2641 |
1.2635 |
| S2 |
1.2570 |
1.2570 |
1.2633 |
|
| S3 |
1.2480 |
1.2519 |
1.2624 |
|
| S4 |
1.2390 |
1.2429 |
1.2600 |
|
|
| 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% |
0.0063 |
0.5% |
32% |
False |
False |
89,774 |
| 10 |
1.2771 |
1.2620 |
0.0151 |
1.2% |
0.0067 |
0.5% |
19% |
False |
False |
104,499 |
| 20 |
1.2868 |
1.2620 |
0.0248 |
2.0% |
0.0070 |
0.6% |
12% |
False |
False |
72,938 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0063 |
0.5% |
46% |
False |
False |
37,521 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0065 |
0.5% |
60% |
False |
False |
25,063 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0061 |
0.5% |
57% |
False |
False |
18,844 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0051 |
0.4% |
57% |
False |
False |
15,079 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0049 |
0.4% |
57% |
False |
False |
12,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3047 |
|
2.618 |
1.2916 |
|
1.618 |
1.2836 |
|
1.000 |
1.2787 |
|
0.618 |
1.2756 |
|
HIGH |
1.2707 |
|
0.618 |
1.2676 |
|
0.500 |
1.2667 |
|
0.382 |
1.2658 |
|
LOW |
1.2627 |
|
0.618 |
1.2578 |
|
1.000 |
1.2547 |
|
1.618 |
1.2498 |
|
2.618 |
1.2418 |
|
4.250 |
1.2287 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2667 |
1.2664 |
| PP |
1.2661 |
1.2659 |
| S1 |
1.2655 |
1.2654 |
|