CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2636 |
1.2707 |
0.0071 |
0.6% |
1.2701 |
| High |
1.2672 |
1.2731 |
0.0059 |
0.5% |
1.2830 |
| Low |
1.2628 |
1.2691 |
0.0063 |
0.5% |
1.2701 |
| Close |
1.2672 |
1.2691 |
0.0019 |
0.1% |
1.2752 |
| Range |
0.0044 |
0.0040 |
-0.0004 |
-9.1% |
0.0129 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
70 |
33 |
-37 |
-52.9% |
333 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2824 |
1.2798 |
1.2713 |
|
| R3 |
1.2784 |
1.2758 |
1.2702 |
|
| R2 |
1.2744 |
1.2744 |
1.2698 |
|
| R1 |
1.2718 |
1.2718 |
1.2695 |
1.2711 |
| PP |
1.2704 |
1.2704 |
1.2704 |
1.2701 |
| S1 |
1.2678 |
1.2678 |
1.2687 |
1.2671 |
| S2 |
1.2664 |
1.2664 |
1.2684 |
|
| S3 |
1.2624 |
1.2638 |
1.2680 |
|
| S4 |
1.2584 |
1.2598 |
1.2669 |
|
|
| 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% |
0.0056 |
0.4% |
32% |
False |
False |
243 |
| 10 |
1.2830 |
1.2625 |
0.0205 |
1.6% |
0.0055 |
0.4% |
32% |
False |
False |
143 |
| 20 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0065 |
0.5% |
54% |
False |
False |
347 |
| 40 |
1.2830 |
1.2221 |
0.0609 |
4.8% |
0.0053 |
0.4% |
77% |
False |
False |
304 |
| 60 |
1.2830 |
1.2112 |
0.0718 |
5.7% |
0.0043 |
0.3% |
81% |
False |
False |
203 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0035 |
0.3% |
81% |
False |
False |
153 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0033 |
0.3% |
81% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2901 |
|
2.618 |
1.2836 |
|
1.618 |
1.2796 |
|
1.000 |
1.2771 |
|
0.618 |
1.2756 |
|
HIGH |
1.2731 |
|
0.618 |
1.2716 |
|
0.500 |
1.2711 |
|
0.382 |
1.2706 |
|
LOW |
1.2691 |
|
0.618 |
1.2666 |
|
1.000 |
1.2651 |
|
1.618 |
1.2626 |
|
2.618 |
1.2586 |
|
4.250 |
1.2521 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2711 |
1.2687 |
| PP |
1.2704 |
1.2682 |
| S1 |
1.2698 |
1.2678 |
|