CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2655 |
1.2685 |
0.0030 |
0.2% |
1.2615 |
| High |
1.2715 |
1.2685 |
-0.0030 |
-0.2% |
1.2734 |
| Low |
1.2636 |
1.2618 |
-0.0018 |
-0.1% |
1.2615 |
| Close |
1.2710 |
1.2634 |
-0.0076 |
-0.6% |
1.2710 |
| Range |
0.0079 |
0.0067 |
-0.0012 |
-15.2% |
0.0119 |
| ATR |
0.0066 |
0.0067 |
0.0002 |
2.9% |
0.0000 |
| Volume |
39 |
1,743 |
1,704 |
4,369.2% |
2,420 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2847 |
1.2807 |
1.2671 |
|
| R3 |
1.2780 |
1.2740 |
1.2652 |
|
| R2 |
1.2713 |
1.2713 |
1.2646 |
|
| R1 |
1.2673 |
1.2673 |
1.2640 |
1.2660 |
| PP |
1.2646 |
1.2646 |
1.2646 |
1.2639 |
| S1 |
1.2606 |
1.2606 |
1.2628 |
1.2593 |
| S2 |
1.2579 |
1.2579 |
1.2622 |
|
| S3 |
1.2512 |
1.2539 |
1.2616 |
|
| S4 |
1.2445 |
1.2472 |
1.2597 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3043 |
1.2996 |
1.2775 |
|
| R3 |
1.2924 |
1.2877 |
1.2743 |
|
| R2 |
1.2805 |
1.2805 |
1.2732 |
|
| R1 |
1.2758 |
1.2758 |
1.2721 |
1.2782 |
| PP |
1.2686 |
1.2686 |
1.2686 |
1.2698 |
| S1 |
1.2639 |
1.2639 |
1.2699 |
1.2663 |
| S2 |
1.2567 |
1.2567 |
1.2688 |
|
| S3 |
1.2448 |
1.2520 |
1.2677 |
|
| S4 |
1.2329 |
1.2401 |
1.2645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2734 |
1.2618 |
0.0116 |
0.9% |
0.0064 |
0.5% |
14% |
False |
True |
798 |
| 10 |
1.2734 |
1.2486 |
0.0248 |
2.0% |
0.0052 |
0.4% |
60% |
False |
False |
421 |
| 20 |
1.2734 |
1.2221 |
0.0513 |
4.1% |
0.0040 |
0.3% |
81% |
False |
False |
213 |
| 40 |
1.2734 |
1.2112 |
0.0622 |
4.9% |
0.0031 |
0.2% |
84% |
False |
False |
106 |
| 60 |
1.2734 |
1.2099 |
0.0635 |
5.0% |
0.0024 |
0.2% |
84% |
False |
False |
72 |
| 80 |
1.2734 |
1.2099 |
0.0635 |
5.0% |
0.0025 |
0.2% |
84% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2970 |
|
2.618 |
1.2860 |
|
1.618 |
1.2793 |
|
1.000 |
1.2752 |
|
0.618 |
1.2726 |
|
HIGH |
1.2685 |
|
0.618 |
1.2659 |
|
0.500 |
1.2652 |
|
0.382 |
1.2644 |
|
LOW |
1.2618 |
|
0.618 |
1.2577 |
|
1.000 |
1.2551 |
|
1.618 |
1.2510 |
|
2.618 |
1.2443 |
|
4.250 |
1.2333 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2652 |
1.2667 |
| PP |
1.2646 |
1.2656 |
| S1 |
1.2640 |
1.2645 |
|