CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2718 |
1.2743 |
0.0025 |
0.2% |
1.2750 |
| High |
1.2729 |
1.2750 |
0.0021 |
0.2% |
1.2852 |
| Low |
1.2685 |
1.2687 |
0.0002 |
0.0% |
1.2676 |
| Close |
1.2724 |
1.2687 |
-0.0037 |
-0.3% |
1.2696 |
| Range |
0.0044 |
0.0063 |
0.0019 |
43.2% |
0.0176 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.8% |
0.0000 |
| Volume |
19 |
184 |
165 |
868.4% |
2,714 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2897 |
1.2855 |
1.2722 |
|
| R3 |
1.2834 |
1.2792 |
1.2704 |
|
| R2 |
1.2771 |
1.2771 |
1.2699 |
|
| R1 |
1.2729 |
1.2729 |
1.2693 |
1.2719 |
| PP |
1.2708 |
1.2708 |
1.2708 |
1.2703 |
| S1 |
1.2666 |
1.2666 |
1.2681 |
1.2656 |
| S2 |
1.2645 |
1.2645 |
1.2675 |
|
| S3 |
1.2582 |
1.2603 |
1.2670 |
|
| S4 |
1.2519 |
1.2540 |
1.2652 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3269 |
1.3159 |
1.2793 |
|
| R3 |
1.3093 |
1.2983 |
1.2744 |
|
| R2 |
1.2917 |
1.2917 |
1.2728 |
|
| R1 |
1.2807 |
1.2807 |
1.2712 |
1.2774 |
| PP |
1.2741 |
1.2741 |
1.2741 |
1.2725 |
| S1 |
1.2631 |
1.2631 |
1.2680 |
1.2598 |
| S2 |
1.2565 |
1.2565 |
1.2664 |
|
| S3 |
1.2389 |
1.2455 |
1.2648 |
|
| S4 |
1.2213 |
1.2279 |
1.2599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2812 |
1.2676 |
0.0136 |
1.1% |
0.0052 |
0.4% |
8% |
False |
False |
119 |
| 10 |
1.2852 |
1.2676 |
0.0176 |
1.4% |
0.0054 |
0.4% |
6% |
False |
False |
320 |
| 20 |
1.2852 |
1.2676 |
0.0176 |
1.4% |
0.0044 |
0.3% |
6% |
False |
False |
179 |
| 40 |
1.2852 |
1.2459 |
0.0393 |
3.1% |
0.0036 |
0.3% |
58% |
False |
False |
335 |
| 60 |
1.2852 |
1.2381 |
0.0471 |
3.7% |
0.0036 |
0.3% |
65% |
False |
False |
226 |
| 80 |
1.2889 |
1.2381 |
0.0508 |
4.0% |
0.0035 |
0.3% |
60% |
False |
False |
174 |
| 100 |
1.2889 |
1.2381 |
0.0508 |
4.0% |
0.0034 |
0.3% |
60% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3018 |
|
2.618 |
1.2915 |
|
1.618 |
1.2852 |
|
1.000 |
1.2813 |
|
0.618 |
1.2789 |
|
HIGH |
1.2750 |
|
0.618 |
1.2726 |
|
0.500 |
1.2719 |
|
0.382 |
1.2711 |
|
LOW |
1.2687 |
|
0.618 |
1.2648 |
|
1.000 |
1.2624 |
|
1.618 |
1.2585 |
|
2.618 |
1.2522 |
|
4.250 |
1.2419 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2719 |
1.2714 |
| PP |
1.2708 |
1.2705 |
| S1 |
1.2698 |
1.2696 |
|