CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2567 |
1.2577 |
0.0010 |
0.1% |
1.2685 |
| High |
1.2605 |
1.2596 |
-0.0009 |
-0.1% |
1.2685 |
| Low |
1.2550 |
1.2533 |
-0.0017 |
-0.1% |
1.2527 |
| Close |
1.2569 |
1.2577 |
0.0008 |
0.1% |
1.2564 |
| Range |
0.0055 |
0.0063 |
0.0008 |
14.5% |
0.0158 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
53 |
1,873 |
1,820 |
3,434.0% |
5,740 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2758 |
1.2730 |
1.2612 |
|
| R3 |
1.2695 |
1.2667 |
1.2594 |
|
| R2 |
1.2632 |
1.2632 |
1.2589 |
|
| R1 |
1.2604 |
1.2604 |
1.2583 |
1.2609 |
| PP |
1.2569 |
1.2569 |
1.2569 |
1.2571 |
| S1 |
1.2541 |
1.2541 |
1.2571 |
1.2546 |
| S2 |
1.2506 |
1.2506 |
1.2565 |
|
| S3 |
1.2443 |
1.2478 |
1.2560 |
|
| S4 |
1.2380 |
1.2415 |
1.2542 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3066 |
1.2973 |
1.2651 |
|
| R3 |
1.2908 |
1.2815 |
1.2607 |
|
| R2 |
1.2750 |
1.2750 |
1.2593 |
|
| R1 |
1.2657 |
1.2657 |
1.2578 |
1.2625 |
| PP |
1.2592 |
1.2592 |
1.2592 |
1.2576 |
| S1 |
1.2499 |
1.2499 |
1.2550 |
1.2467 |
| S2 |
1.2434 |
1.2434 |
1.2535 |
|
| S3 |
1.2276 |
1.2341 |
1.2521 |
|
| S4 |
1.2118 |
1.2183 |
1.2477 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2624 |
1.2527 |
0.0097 |
0.8% |
0.0061 |
0.5% |
52% |
False |
False |
994 |
| 10 |
1.2734 |
1.2527 |
0.0207 |
1.6% |
0.0060 |
0.5% |
24% |
False |
False |
885 |
| 20 |
1.2734 |
1.2393 |
0.0341 |
2.7% |
0.0053 |
0.4% |
54% |
False |
False |
508 |
| 40 |
1.2734 |
1.2112 |
0.0622 |
4.9% |
0.0038 |
0.3% |
75% |
False |
False |
255 |
| 60 |
1.2734 |
1.2099 |
0.0635 |
5.0% |
0.0029 |
0.2% |
75% |
False |
False |
171 |
| 80 |
1.2734 |
1.2099 |
0.0635 |
5.0% |
0.0028 |
0.2% |
75% |
False |
False |
128 |
| 100 |
1.2930 |
1.2099 |
0.0831 |
6.6% |
0.0028 |
0.2% |
58% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2864 |
|
2.618 |
1.2761 |
|
1.618 |
1.2698 |
|
1.000 |
1.2659 |
|
0.618 |
1.2635 |
|
HIGH |
1.2596 |
|
0.618 |
1.2572 |
|
0.500 |
1.2565 |
|
0.382 |
1.2557 |
|
LOW |
1.2533 |
|
0.618 |
1.2494 |
|
1.000 |
1.2470 |
|
1.618 |
1.2431 |
|
2.618 |
1.2368 |
|
4.250 |
1.2265 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2573 |
1.2574 |
| PP |
1.2569 |
1.2571 |
| S1 |
1.2565 |
1.2568 |
|