CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2648 |
1.2711 |
0.0063 |
0.5% |
1.2680 |
| High |
1.2700 |
1.2793 |
0.0093 |
0.7% |
1.2714 |
| Low |
1.2646 |
1.2705 |
0.0059 |
0.5% |
1.2636 |
| Close |
1.2699 |
1.2751 |
0.0052 |
0.4% |
1.2657 |
| Range |
0.0054 |
0.0088 |
0.0034 |
63.0% |
0.0078 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
5.7% |
0.0000 |
| Volume |
14 |
108 |
94 |
671.4% |
155 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3014 |
1.2970 |
1.2799 |
|
| R3 |
1.2926 |
1.2882 |
1.2775 |
|
| R2 |
1.2838 |
1.2838 |
1.2767 |
|
| R1 |
1.2794 |
1.2794 |
1.2759 |
1.2816 |
| PP |
1.2750 |
1.2750 |
1.2750 |
1.2761 |
| S1 |
1.2706 |
1.2706 |
1.2743 |
1.2728 |
| S2 |
1.2662 |
1.2662 |
1.2735 |
|
| S3 |
1.2574 |
1.2618 |
1.2727 |
|
| S4 |
1.2486 |
1.2530 |
1.2703 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2903 |
1.2858 |
1.2700 |
|
| R3 |
1.2825 |
1.2780 |
1.2678 |
|
| R2 |
1.2747 |
1.2747 |
1.2671 |
|
| R1 |
1.2702 |
1.2702 |
1.2664 |
1.2686 |
| PP |
1.2669 |
1.2669 |
1.2669 |
1.2661 |
| S1 |
1.2624 |
1.2624 |
1.2650 |
1.2608 |
| S2 |
1.2591 |
1.2591 |
1.2643 |
|
| S3 |
1.2513 |
1.2546 |
1.2636 |
|
| S4 |
1.2435 |
1.2468 |
1.2614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2793 |
1.2637 |
0.0156 |
1.2% |
0.0062 |
0.5% |
73% |
True |
False |
72 |
| 10 |
1.2793 |
1.2636 |
0.0157 |
1.2% |
0.0052 |
0.4% |
73% |
True |
False |
66 |
| 20 |
1.2852 |
1.2636 |
0.0216 |
1.7% |
0.0050 |
0.4% |
53% |
False |
False |
185 |
| 40 |
1.2852 |
1.2483 |
0.0369 |
2.9% |
0.0042 |
0.3% |
73% |
False |
False |
343 |
| 60 |
1.2852 |
1.2381 |
0.0471 |
3.7% |
0.0041 |
0.3% |
79% |
False |
False |
232 |
| 80 |
1.2854 |
1.2381 |
0.0473 |
3.7% |
0.0038 |
0.3% |
78% |
False |
False |
179 |
| 100 |
1.2889 |
1.2381 |
0.0508 |
4.0% |
0.0035 |
0.3% |
73% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3167 |
|
2.618 |
1.3023 |
|
1.618 |
1.2935 |
|
1.000 |
1.2881 |
|
0.618 |
1.2847 |
|
HIGH |
1.2793 |
|
0.618 |
1.2759 |
|
0.500 |
1.2749 |
|
0.382 |
1.2739 |
|
LOW |
1.2705 |
|
0.618 |
1.2651 |
|
1.000 |
1.2617 |
|
1.618 |
1.2563 |
|
2.618 |
1.2475 |
|
4.250 |
1.2331 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2750 |
1.2741 |
| PP |
1.2750 |
1.2730 |
| S1 |
1.2749 |
1.2720 |
|