CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
1.2725 |
1.2816 |
0.0091 |
0.7% |
1.2685 |
| High |
1.2803 |
1.2830 |
0.0027 |
0.2% |
1.2755 |
| Low |
1.2725 |
1.2733 |
0.0008 |
0.1% |
1.2637 |
| Close |
1.2800 |
1.2733 |
-0.0067 |
-0.5% |
1.2709 |
| Range |
0.0078 |
0.0097 |
0.0019 |
24.4% |
0.0118 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.5% |
0.0000 |
| Volume |
14 |
30 |
16 |
114.3% |
189 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3056 |
1.2992 |
1.2786 |
|
| R3 |
1.2959 |
1.2895 |
1.2760 |
|
| R2 |
1.2862 |
1.2862 |
1.2751 |
|
| R1 |
1.2798 |
1.2798 |
1.2742 |
1.2782 |
| PP |
1.2765 |
1.2765 |
1.2765 |
1.2757 |
| S1 |
1.2701 |
1.2701 |
1.2724 |
1.2685 |
| S2 |
1.2668 |
1.2668 |
1.2715 |
|
| S3 |
1.2571 |
1.2604 |
1.2706 |
|
| S4 |
1.2474 |
1.2507 |
1.2680 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3054 |
1.3000 |
1.2774 |
|
| R3 |
1.2936 |
1.2882 |
1.2741 |
|
| R2 |
1.2818 |
1.2818 |
1.2731 |
|
| R1 |
1.2764 |
1.2764 |
1.2720 |
1.2791 |
| PP |
1.2700 |
1.2700 |
1.2700 |
1.2714 |
| S1 |
1.2646 |
1.2646 |
1.2698 |
1.2673 |
| S2 |
1.2582 |
1.2582 |
1.2687 |
|
| S3 |
1.2464 |
1.2528 |
1.2677 |
|
| S4 |
1.2346 |
1.2410 |
1.2644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2830 |
1.2637 |
0.0193 |
1.5% |
0.0064 |
0.5% |
50% |
True |
False |
34 |
| 10 |
1.2830 |
1.2637 |
0.0193 |
1.5% |
0.0072 |
0.6% |
50% |
True |
False |
71 |
| 20 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0068 |
0.5% |
68% |
True |
False |
469 |
| 40 |
1.2830 |
1.2148 |
0.0682 |
5.4% |
0.0055 |
0.4% |
86% |
True |
False |
274 |
| 60 |
1.2830 |
1.2112 |
0.0718 |
5.6% |
0.0041 |
0.3% |
86% |
True |
False |
183 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0034 |
0.3% |
87% |
True |
False |
138 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0032 |
0.3% |
87% |
True |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3242 |
|
2.618 |
1.3084 |
|
1.618 |
1.2987 |
|
1.000 |
1.2927 |
|
0.618 |
1.2890 |
|
HIGH |
1.2830 |
|
0.618 |
1.2793 |
|
0.500 |
1.2782 |
|
0.382 |
1.2770 |
|
LOW |
1.2733 |
|
0.618 |
1.2673 |
|
1.000 |
1.2636 |
|
1.618 |
1.2576 |
|
2.618 |
1.2479 |
|
4.250 |
1.2321 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.2782 |
1.2766 |
| PP |
1.2765 |
1.2755 |
| S1 |
1.2749 |
1.2744 |
|