CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2756 |
1.2655 |
-0.0101 |
-0.8% |
1.2701 |
| High |
1.2776 |
1.2655 |
-0.0121 |
-0.9% |
1.2830 |
| Low |
1.2708 |
1.2625 |
-0.0083 |
-0.7% |
1.2701 |
| Close |
1.2752 |
1.2626 |
-0.0126 |
-1.0% |
1.2752 |
| Range |
0.0068 |
0.0030 |
-0.0038 |
-55.9% |
0.0129 |
| ATR |
0.0074 |
0.0077 |
0.0004 |
5.2% |
0.0000 |
| Volume |
257 |
827 |
570 |
221.8% |
333 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2725 |
1.2706 |
1.2643 |
|
| R3 |
1.2695 |
1.2676 |
1.2634 |
|
| R2 |
1.2665 |
1.2665 |
1.2632 |
|
| R1 |
1.2646 |
1.2646 |
1.2629 |
1.2641 |
| PP |
1.2635 |
1.2635 |
1.2635 |
1.2633 |
| S1 |
1.2616 |
1.2616 |
1.2623 |
1.2611 |
| S2 |
1.2605 |
1.2605 |
1.2621 |
|
| S3 |
1.2575 |
1.2586 |
1.2618 |
|
| S4 |
1.2545 |
1.2556 |
1.2610 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3148 |
1.3079 |
1.2823 |
|
| R3 |
1.3019 |
1.2950 |
1.2787 |
|
| R2 |
1.2890 |
1.2890 |
1.2776 |
|
| R1 |
1.2821 |
1.2821 |
1.2764 |
1.2856 |
| PP |
1.2761 |
1.2761 |
1.2761 |
1.2778 |
| S1 |
1.2692 |
1.2692 |
1.2740 |
1.2727 |
| S2 |
1.2632 |
1.2632 |
1.2728 |
|
| S3 |
1.2503 |
1.2563 |
1.2717 |
|
| S4 |
1.2374 |
1.2434 |
1.2681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2830 |
1.2625 |
0.0205 |
1.6% |
0.0061 |
0.5% |
0% |
False |
True |
232 |
| 10 |
1.2830 |
1.2625 |
0.0205 |
1.6% |
0.0055 |
0.4% |
0% |
False |
True |
134 |
| 20 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0067 |
0.5% |
33% |
False |
False |
477 |
| 40 |
1.2830 |
1.2205 |
0.0625 |
5.0% |
0.0057 |
0.5% |
67% |
False |
False |
301 |
| 60 |
1.2830 |
1.2112 |
0.0718 |
5.7% |
0.0043 |
0.3% |
72% |
False |
False |
201 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0034 |
0.3% |
72% |
False |
False |
152 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0033 |
0.3% |
72% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2783 |
|
2.618 |
1.2734 |
|
1.618 |
1.2704 |
|
1.000 |
1.2685 |
|
0.618 |
1.2674 |
|
HIGH |
1.2655 |
|
0.618 |
1.2644 |
|
0.500 |
1.2640 |
|
0.382 |
1.2636 |
|
LOW |
1.2625 |
|
0.618 |
1.2606 |
|
1.000 |
1.2595 |
|
1.618 |
1.2576 |
|
2.618 |
1.2546 |
|
4.250 |
1.2498 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2640 |
1.2728 |
| PP |
1.2635 |
1.2694 |
| S1 |
1.2631 |
1.2660 |
|