CME British Pound Future June 2024


Trading Metrics calculated at close of trading on 09-Jan-2024
Day Change Summary
Previous Current
08-Jan-2024 09-Jan-2024 Change Change % Previous Week
Open 1.2717 1.2759 0.0042 0.3% 1.2655
High 1.2771 1.2762 -0.0009 -0.1% 1.2773
Low 1.2685 1.2699 0.0014 0.1% 1.2625
Close 1.2767 1.2706 -0.0061 -0.5% 1.2730
Range 0.0086 0.0063 -0.0023 -26.7% 0.0148
ATR 0.0080 0.0079 -0.0001 -1.0% 0.0000
Volume 301 12 -289 -96.0% 1,513
Daily Pivots for day following 09-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2911 1.2872 1.2741
R3 1.2848 1.2809 1.2723
R2 1.2785 1.2785 1.2718
R1 1.2746 1.2746 1.2712 1.2734
PP 1.2722 1.2722 1.2722 1.2717
S1 1.2683 1.2683 1.2700 1.2671
S2 1.2659 1.2659 1.2694
S3 1.2596 1.2620 1.2689
S4 1.2533 1.2557 1.2671
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 1.2628 0.0145 1.1% 0.0076 0.6% 54% False False 199
10 1.2830 1.2625 0.0205 1.6% 0.0068 0.5% 40% False False 215
20 1.2830 1.2533 0.0297 2.3% 0.0070 0.6% 58% False False 240
40 1.2830 1.2221 0.0609 4.8% 0.0061 0.5% 80% False False 326
60 1.2830 1.2112 0.0718 5.7% 0.0048 0.4% 83% False False 217
80 1.2830 1.2099 0.0731 5.8% 0.0038 0.3% 83% False False 164
100 1.2830 1.2099 0.0731 5.8% 0.0036 0.3% 83% False False 131
120 1.2930 1.2099 0.0831 6.5% 0.0035 0.3% 73% False False 110
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3030
2.618 1.2927
1.618 1.2864
1.000 1.2825
0.618 1.2801
HIGH 1.2762
0.618 1.2738
0.500 1.2731
0.382 1.2723
LOW 1.2699
0.618 1.2660
1.000 1.2636
1.618 1.2597
2.618 1.2534
4.250 1.2431
Fisher Pivots for day following 09-Jan-2024
Pivot 1 day 3 day
R1 1.2731 1.2704
PP 1.2722 1.2702
S1 1.2714 1.2701

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols