CME British Pound Future June 2024


Trading Metrics calculated at close of trading on 10-Jan-2024
Day Change Summary
Previous Current
09-Jan-2024 10-Jan-2024 Change Change % Previous Week
Open 1.2759 1.2707 -0.0052 -0.4% 1.2655
High 1.2762 1.2749 -0.0013 -0.1% 1.2773
Low 1.2699 1.2707 0.0008 0.1% 1.2625
Close 1.2706 1.2749 0.0043 0.3% 1.2730
Range 0.0063 0.0042 -0.0021 -33.3% 0.0148
ATR 0.0079 0.0076 -0.0003 -3.2% 0.0000
Volume 12 310 298 2,483.3% 1,513
Daily Pivots for day following 10-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2861 1.2847 1.2772
R3 1.2819 1.2805 1.2761
R2 1.2777 1.2777 1.2757
R1 1.2763 1.2763 1.2753 1.2770
PP 1.2735 1.2735 1.2735 1.2739
S1 1.2721 1.2721 1.2745 1.2728
S2 1.2693 1.2693 1.2741
S3 1.2651 1.2679 1.2737
S4 1.2609 1.2637 1.2726
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% 0.0075 0.6% 83% False False 247
10 1.2830 1.2625 0.0205 1.6% 0.0069 0.5% 60% False False 243
20 1.2830 1.2533 0.0297 2.3% 0.0070 0.5% 73% False False 253
40 1.2830 1.2266 0.0564 4.4% 0.0061 0.5% 86% False False 334
60 1.2830 1.2112 0.0718 5.6% 0.0048 0.4% 89% False False 223
80 1.2830 1.2099 0.0731 5.7% 0.0038 0.3% 89% False False 168
100 1.2830 1.2099 0.0731 5.7% 0.0037 0.3% 89% False False 135
120 1.2930 1.2099 0.0831 6.5% 0.0035 0.3% 78% False False 112
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2928
2.618 1.2859
1.618 1.2817
1.000 1.2791
0.618 1.2775
HIGH 1.2749
0.618 1.2733
0.500 1.2728
0.382 1.2723
LOW 1.2707
0.618 1.2681
1.000 1.2665
1.618 1.2639
2.618 1.2597
4.250 1.2529
Fisher Pivots for day following 10-Jan-2024
Pivot 1 day 3 day
R1 1.2742 1.2742
PP 1.2735 1.2735
S1 1.2728 1.2728

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

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