CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2673 |
1.2717 |
0.0044 |
0.3% |
1.2655 |
| High |
1.2773 |
1.2771 |
-0.0002 |
0.0% |
1.2773 |
| Low |
1.2628 |
1.2685 |
0.0057 |
0.5% |
1.2625 |
| Close |
1.2730 |
1.2767 |
0.0037 |
0.3% |
1.2730 |
| Range |
0.0145 |
0.0086 |
-0.0059 |
-40.7% |
0.0148 |
| ATR |
0.0079 |
0.0080 |
0.0000 |
0.6% |
0.0000 |
| Volume |
583 |
301 |
-282 |
-48.4% |
1,513 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2999 |
1.2969 |
1.2814 |
|
| R3 |
1.2913 |
1.2883 |
1.2791 |
|
| R2 |
1.2827 |
1.2827 |
1.2783 |
|
| R1 |
1.2797 |
1.2797 |
1.2775 |
1.2812 |
| PP |
1.2741 |
1.2741 |
1.2741 |
1.2749 |
| S1 |
1.2711 |
1.2711 |
1.2759 |
1.2726 |
| S2 |
1.2655 |
1.2655 |
1.2751 |
|
| S3 |
1.2569 |
1.2625 |
1.2743 |
|
| S4 |
1.2483 |
1.2539 |
1.2720 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3153 |
1.3090 |
1.2811 |
|
| R3 |
1.3005 |
1.2942 |
1.2771 |
|
| R2 |
1.2857 |
1.2857 |
1.2757 |
|
| R1 |
1.2794 |
1.2794 |
1.2744 |
1.2826 |
| PP |
1.2709 |
1.2709 |
1.2709 |
1.2725 |
| S1 |
1.2646 |
1.2646 |
1.2716 |
1.2678 |
| S2 |
1.2561 |
1.2561 |
1.2703 |
|
| S3 |
1.2413 |
1.2498 |
1.2689 |
|
| S4 |
1.2265 |
1.2350 |
1.2649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2773 |
1.2625 |
0.0148 |
1.2% |
0.0069 |
0.5% |
96% |
False |
False |
362 |
| 10 |
1.2830 |
1.2625 |
0.0205 |
1.6% |
0.0068 |
0.5% |
69% |
False |
False |
221 |
| 20 |
1.2830 |
1.2527 |
0.0303 |
2.4% |
0.0071 |
0.6% |
79% |
False |
False |
362 |
| 40 |
1.2830 |
1.2221 |
0.0609 |
4.8% |
0.0059 |
0.5% |
90% |
False |
False |
326 |
| 60 |
1.2830 |
1.2112 |
0.0718 |
5.6% |
0.0047 |
0.4% |
91% |
False |
False |
217 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0038 |
0.3% |
91% |
False |
False |
164 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.7% |
0.0036 |
0.3% |
91% |
False |
False |
131 |
| 120 |
1.2930 |
1.2099 |
0.0831 |
6.5% |
0.0035 |
0.3% |
80% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3137 |
|
2.618 |
1.2996 |
|
1.618 |
1.2910 |
|
1.000 |
1.2857 |
|
0.618 |
1.2824 |
|
HIGH |
1.2771 |
|
0.618 |
1.2738 |
|
0.500 |
1.2728 |
|
0.382 |
1.2718 |
|
LOW |
1.2685 |
|
0.618 |
1.2632 |
|
1.000 |
1.2599 |
|
1.618 |
1.2546 |
|
2.618 |
1.2460 |
|
4.250 |
1.2320 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2754 |
1.2745 |
| PP |
1.2741 |
1.2723 |
| S1 |
1.2728 |
1.2701 |
|