CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2525 |
1.2521 |
-0.0004 |
0.0% |
1.2554 |
| High |
1.2544 |
1.2571 |
0.0027 |
0.2% |
1.2598 |
| Low |
1.2504 |
1.2519 |
0.0015 |
0.1% |
1.2449 |
| Close |
1.2529 |
1.2559 |
0.0030 |
0.2% |
1.2529 |
| Range |
0.0040 |
0.0052 |
0.0012 |
30.0% |
0.0149 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
72,589 |
65,025 |
-7,564 |
-10.4% |
442,834 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2706 |
1.2684 |
1.2588 |
|
| R3 |
1.2654 |
1.2632 |
1.2573 |
|
| R2 |
1.2602 |
1.2602 |
1.2569 |
|
| R1 |
1.2580 |
1.2580 |
1.2564 |
1.2591 |
| PP |
1.2550 |
1.2550 |
1.2550 |
1.2555 |
| S1 |
1.2528 |
1.2528 |
1.2554 |
1.2539 |
| S2 |
1.2498 |
1.2498 |
1.2549 |
|
| S3 |
1.2446 |
1.2476 |
1.2545 |
|
| S4 |
1.2394 |
1.2424 |
1.2530 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2972 |
1.2900 |
1.2611 |
|
| R3 |
1.2823 |
1.2751 |
1.2570 |
|
| R2 |
1.2674 |
1.2674 |
1.2556 |
|
| R1 |
1.2602 |
1.2602 |
1.2543 |
1.2564 |
| PP |
1.2525 |
1.2525 |
1.2525 |
1.2506 |
| S1 |
1.2453 |
1.2453 |
1.2515 |
1.2415 |
| S2 |
1.2376 |
1.2376 |
1.2502 |
|
| S3 |
1.2227 |
1.2304 |
1.2488 |
|
| S4 |
1.2078 |
1.2155 |
1.2447 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2573 |
1.2449 |
0.0124 |
1.0% |
0.0057 |
0.5% |
89% |
False |
False |
90,415 |
| 10 |
1.2638 |
1.2449 |
0.0189 |
1.5% |
0.0068 |
0.5% |
58% |
False |
False |
101,935 |
| 20 |
1.2638 |
1.2303 |
0.0335 |
2.7% |
0.0074 |
0.6% |
76% |
False |
False |
109,554 |
| 40 |
1.2810 |
1.2303 |
0.0507 |
4.0% |
0.0077 |
0.6% |
50% |
False |
False |
107,034 |
| 60 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0072 |
0.6% |
43% |
False |
False |
80,199 |
| 80 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0069 |
0.6% |
43% |
False |
False |
60,195 |
| 100 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0068 |
0.5% |
43% |
False |
False |
48,208 |
| 120 |
1.2900 |
1.2303 |
0.0597 |
4.8% |
0.0067 |
0.5% |
43% |
False |
False |
40,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2792 |
|
2.618 |
1.2707 |
|
1.618 |
1.2655 |
|
1.000 |
1.2623 |
|
0.618 |
1.2603 |
|
HIGH |
1.2571 |
|
0.618 |
1.2551 |
|
0.500 |
1.2545 |
|
0.382 |
1.2539 |
|
LOW |
1.2519 |
|
0.618 |
1.2487 |
|
1.000 |
1.2467 |
|
1.618 |
1.2435 |
|
2.618 |
1.2383 |
|
4.250 |
1.2298 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2554 |
1.2543 |
| PP |
1.2550 |
1.2526 |
| S1 |
1.2545 |
1.2510 |
|