CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2704 |
1.2630 |
-0.0074 |
-0.6% |
1.2717 |
| High |
1.2704 |
1.2687 |
-0.0017 |
-0.1% |
1.2798 |
| Low |
1.2629 |
1.2608 |
-0.0021 |
-0.2% |
1.2685 |
| Close |
1.2638 |
1.2685 |
0.0047 |
0.4% |
1.2754 |
| Range |
0.0075 |
0.0079 |
0.0004 |
5.3% |
0.0113 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
128 |
404 |
276 |
215.6% |
2,373 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2897 |
1.2870 |
1.2728 |
|
| R3 |
1.2818 |
1.2791 |
1.2707 |
|
| R2 |
1.2739 |
1.2739 |
1.2699 |
|
| R1 |
1.2712 |
1.2712 |
1.2692 |
1.2726 |
| PP |
1.2660 |
1.2660 |
1.2660 |
1.2667 |
| S1 |
1.2633 |
1.2633 |
1.2678 |
1.2647 |
| S2 |
1.2581 |
1.2581 |
1.2671 |
|
| S3 |
1.2502 |
1.2554 |
1.2663 |
|
| S4 |
1.2423 |
1.2475 |
1.2642 |
|
|
| 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 |
1.2608 |
0.0190 |
1.5% |
0.0071 |
0.6% |
41% |
False |
True |
518 |
| 10 |
1.2798 |
1.2608 |
0.0190 |
1.5% |
0.0073 |
0.6% |
41% |
False |
True |
359 |
| 20 |
1.2830 |
1.2608 |
0.0222 |
1.8% |
0.0064 |
0.5% |
35% |
False |
True |
247 |
| 40 |
1.2830 |
1.2393 |
0.0437 |
3.4% |
0.0065 |
0.5% |
67% |
False |
False |
390 |
| 60 |
1.2830 |
1.2112 |
0.0718 |
5.7% |
0.0053 |
0.4% |
80% |
False |
False |
261 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0042 |
0.3% |
80% |
False |
False |
196 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0039 |
0.3% |
80% |
False |
False |
157 |
| 120 |
1.2860 |
1.2099 |
0.0761 |
6.0% |
0.0036 |
0.3% |
77% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3023 |
|
2.618 |
1.2894 |
|
1.618 |
1.2815 |
|
1.000 |
1.2766 |
|
0.618 |
1.2736 |
|
HIGH |
1.2687 |
|
0.618 |
1.2657 |
|
0.500 |
1.2648 |
|
0.382 |
1.2638 |
|
LOW |
1.2608 |
|
0.618 |
1.2559 |
|
1.000 |
1.2529 |
|
1.618 |
1.2480 |
|
2.618 |
1.2401 |
|
4.250 |
1.2272 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2673 |
1.2699 |
| PP |
1.2660 |
1.2694 |
| S1 |
1.2648 |
1.2690 |
|