CME British Pound Future June 2024
| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2630 |
1.2687 |
0.0057 |
0.5% |
1.2717 |
| High |
1.2687 |
1.2697 |
0.0010 |
0.1% |
1.2798 |
| Low |
1.2608 |
1.2685 |
0.0077 |
0.6% |
1.2685 |
| Close |
1.2685 |
1.2692 |
0.0007 |
0.1% |
1.2754 |
| Range |
0.0079 |
0.0012 |
-0.0067 |
-84.8% |
0.0113 |
| ATR |
0.0080 |
0.0075 |
-0.0005 |
-6.1% |
0.0000 |
| Volume |
404 |
258 |
-146 |
-36.1% |
2,373 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2727 |
1.2722 |
1.2699 |
|
| R3 |
1.2715 |
1.2710 |
1.2695 |
|
| R2 |
1.2703 |
1.2703 |
1.2694 |
|
| R1 |
1.2698 |
1.2698 |
1.2693 |
1.2701 |
| PP |
1.2691 |
1.2691 |
1.2691 |
1.2693 |
| S1 |
1.2686 |
1.2686 |
1.2691 |
1.2689 |
| S2 |
1.2679 |
1.2679 |
1.2690 |
|
| S3 |
1.2667 |
1.2674 |
1.2689 |
|
| S4 |
1.2655 |
1.2662 |
1.2685 |
|
|
| 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% |
0.0065 |
0.5% |
44% |
False |
False |
508 |
| 10 |
1.2798 |
1.2608 |
0.0190 |
1.5% |
0.0070 |
0.6% |
44% |
False |
False |
377 |
| 20 |
1.2830 |
1.2608 |
0.0222 |
1.7% |
0.0062 |
0.5% |
38% |
False |
False |
259 |
| 40 |
1.2830 |
1.2486 |
0.0344 |
2.7% |
0.0064 |
0.5% |
60% |
False |
False |
396 |
| 60 |
1.2830 |
1.2127 |
0.0703 |
5.5% |
0.0052 |
0.4% |
80% |
False |
False |
265 |
| 80 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0042 |
0.3% |
81% |
False |
False |
199 |
| 100 |
1.2830 |
1.2099 |
0.0731 |
5.8% |
0.0038 |
0.3% |
81% |
False |
False |
160 |
| 120 |
1.2860 |
1.2099 |
0.0761 |
6.0% |
0.0036 |
0.3% |
78% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2748 |
|
2.618 |
1.2728 |
|
1.618 |
1.2716 |
|
1.000 |
1.2709 |
|
0.618 |
1.2704 |
|
HIGH |
1.2697 |
|
0.618 |
1.2692 |
|
0.500 |
1.2691 |
|
0.382 |
1.2690 |
|
LOW |
1.2685 |
|
0.618 |
1.2678 |
|
1.000 |
1.2673 |
|
1.618 |
1.2666 |
|
2.618 |
1.2654 |
|
4.250 |
1.2634 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2692 |
1.2680 |
| PP |
1.2691 |
1.2668 |
| S1 |
1.2691 |
1.2656 |
|