CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2764 |
1.2704 |
-0.0060 |
-0.5% |
1.2717 |
| High |
1.2789 |
1.2704 |
-0.0085 |
-0.7% |
1.2798 |
| Low |
1.2728 |
1.2629 |
-0.0099 |
-0.8% |
1.2685 |
| Close |
1.2754 |
1.2638 |
-0.0116 |
-0.9% |
1.2754 |
| Range |
0.0061 |
0.0075 |
0.0014 |
23.0% |
0.0113 |
| ATR |
0.0076 |
0.0080 |
0.0003 |
4.5% |
0.0000 |
| Volume |
1,107 |
128 |
-979 |
-88.4% |
2,373 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2882 |
1.2835 |
1.2679 |
|
| R3 |
1.2807 |
1.2760 |
1.2659 |
|
| R2 |
1.2732 |
1.2732 |
1.2652 |
|
| R1 |
1.2685 |
1.2685 |
1.2645 |
1.2671 |
| PP |
1.2657 |
1.2657 |
1.2657 |
1.2650 |
| S1 |
1.2610 |
1.2610 |
1.2631 |
1.2596 |
| S2 |
1.2582 |
1.2582 |
1.2624 |
|
| S3 |
1.2507 |
1.2535 |
1.2617 |
|
| S4 |
1.2432 |
1.2460 |
1.2597 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.3032 |
1.2816 |
|
| R3 |
1.2972 |
1.2919 |
1.2785 |
|
| R2 |
1.2859 |
1.2859 |
1.2775 |
|
| R1 |
1.2806 |
1.2806 |
1.2764 |
1.2833 |
| PP |
1.2746 |
1.2746 |
1.2746 |
1.2759 |
| S1 |
1.2693 |
1.2693 |
1.2744 |
1.2720 |
| S2 |
1.2633 |
1.2633 |
1.2733 |
|
| S3 |
1.2520 |
1.2580 |
1.2723 |
|
| S4 |
1.2407 |
1.2467 |
1.2692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2798 |
1.2629 |
0.0169 |
1.3% |
0.0067 |
0.5% |
5% |
False |
True |
440 |
| 10 |
1.2798 |
1.2625 |
0.0173 |
1.4% |
0.0068 |
0.5% |
8% |
False |
False |
401 |
| 20 |
1.2830 |
1.2625 |
0.0205 |
1.6% |
0.0066 |
0.5% |
6% |
False |
False |
245 |
| 40 |
1.2830 |
1.2393 |
0.0437 |
3.5% |
0.0063 |
0.5% |
56% |
False |
False |
380 |
| 60 |
1.2830 |
1.2112 |
0.0718 |
5.7% |
0.0051 |
0.4% |
73% |
False |
False |
254 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0041 |
0.3% |
74% |
False |
False |
191 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0038 |
0.3% |
74% |
False |
False |
153 |
| 120 |
1.2930 |
1.2099 |
0.0831 |
6.6% |
0.0035 |
0.3% |
65% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3023 |
|
2.618 |
1.2900 |
|
1.618 |
1.2825 |
|
1.000 |
1.2779 |
|
0.618 |
1.2750 |
|
HIGH |
1.2704 |
|
0.618 |
1.2675 |
|
0.500 |
1.2667 |
|
0.382 |
1.2658 |
|
LOW |
1.2629 |
|
0.618 |
1.2583 |
|
1.000 |
1.2554 |
|
1.618 |
1.2508 |
|
2.618 |
1.2433 |
|
4.250 |
1.2310 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2667 |
1.2714 |
| PP |
1.2657 |
1.2688 |
| S1 |
1.2648 |
1.2663 |
|