CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2772 |
1.2685 |
-0.0087 |
-0.7% |
1.2567 |
| High |
1.2799 |
1.2704 |
-0.0095 |
-0.7% |
1.2799 |
| Low |
1.2682 |
1.2649 |
-0.0033 |
-0.3% |
1.2533 |
| Close |
1.2699 |
1.2649 |
-0.0050 |
-0.4% |
1.2699 |
| Range |
0.0117 |
0.0055 |
-0.0062 |
-53.0% |
0.0266 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
370 |
14 |
-356 |
-96.2% |
2,457 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2832 |
1.2796 |
1.2679 |
|
| R3 |
1.2777 |
1.2741 |
1.2664 |
|
| R2 |
1.2722 |
1.2722 |
1.2659 |
|
| R1 |
1.2686 |
1.2686 |
1.2654 |
1.2677 |
| PP |
1.2667 |
1.2667 |
1.2667 |
1.2663 |
| S1 |
1.2631 |
1.2631 |
1.2644 |
1.2622 |
| S2 |
1.2612 |
1.2612 |
1.2639 |
|
| S3 |
1.2557 |
1.2576 |
1.2634 |
|
| S4 |
1.2502 |
1.2521 |
1.2619 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3475 |
1.3353 |
1.2845 |
|
| R3 |
1.3209 |
1.3087 |
1.2772 |
|
| R2 |
1.2943 |
1.2943 |
1.2748 |
|
| R1 |
1.2821 |
1.2821 |
1.2723 |
1.2882 |
| PP |
1.2677 |
1.2677 |
1.2677 |
1.2708 |
| S1 |
1.2555 |
1.2555 |
1.2675 |
1.2616 |
| S2 |
1.2411 |
1.2411 |
1.2650 |
|
| S3 |
1.2145 |
1.2289 |
1.2626 |
|
| S4 |
1.1879 |
1.2023 |
1.2553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2799 |
1.2533 |
0.0266 |
2.1% |
0.0096 |
0.8% |
44% |
False |
False |
483 |
| 10 |
1.2799 |
1.2527 |
0.0272 |
2.2% |
0.0078 |
0.6% |
45% |
False |
False |
646 |
| 20 |
1.2799 |
1.2486 |
0.0313 |
2.5% |
0.0065 |
0.5% |
52% |
False |
False |
533 |
| 40 |
1.2799 |
1.2127 |
0.0672 |
5.3% |
0.0047 |
0.4% |
78% |
False |
False |
268 |
| 60 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0035 |
0.3% |
79% |
False |
False |
180 |
| 80 |
1.2799 |
1.2099 |
0.0700 |
5.5% |
0.0032 |
0.3% |
79% |
False |
False |
135 |
| 100 |
1.2860 |
1.2099 |
0.0761 |
6.0% |
0.0031 |
0.2% |
72% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2938 |
|
2.618 |
1.2848 |
|
1.618 |
1.2793 |
|
1.000 |
1.2759 |
|
0.618 |
1.2738 |
|
HIGH |
1.2704 |
|
0.618 |
1.2683 |
|
0.500 |
1.2677 |
|
0.382 |
1.2670 |
|
LOW |
1.2649 |
|
0.618 |
1.2615 |
|
1.000 |
1.2594 |
|
1.618 |
1.2560 |
|
2.618 |
1.2505 |
|
4.250 |
1.2415 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2677 |
1.2722 |
| PP |
1.2667 |
1.2698 |
| S1 |
1.2658 |
1.2673 |
|