CME British Pound Future September 2024


Trading Metrics calculated at close of trading on 14-Dec-2023
Day Change Summary
Previous Current
13-Dec-2023 14-Dec-2023 Change Change % Previous Week
Open 1.2542 1.2770 0.0228 1.8% 1.2633
High 1.2641 1.2770 0.0129 1.0% 1.2633
Low 1.2542 1.2763 0.0221 1.8% 1.2524
Close 1.2641 1.2763 0.0122 1.0% 1.2566
Range 0.0099 0.0007 -0.0092 -92.9% 0.0109
ATR 0.0056 0.0061 0.0005 9.3% 0.0000
Volume 8 16 8 100.0% 5
Daily Pivots for day following 14-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2786 1.2782 1.2767
R3 1.2779 1.2775 1.2765
R2 1.2772 1.2772 1.2764
R1 1.2768 1.2768 1.2764 1.2767
PP 1.2765 1.2765 1.2765 1.2765
S1 1.2761 1.2761 1.2762 1.2760
S2 1.2758 1.2758 1.2762
S3 1.2751 1.2754 1.2761
S4 1.2744 1.2747 1.2759
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 1.2901 1.2843 1.2626
R3 1.2792 1.2734 1.2596
R2 1.2683 1.2683 1.2586
R1 1.2625 1.2625 1.2576 1.2600
PP 1.2574 1.2574 1.2574 1.2562
S1 1.2516 1.2516 1.2556 1.2491
S2 1.2465 1.2465 1.2546
S3 1.2356 1.2407 1.2536
S4 1.2247 1.2298 1.2506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2770 1.2524 0.0246 1.9% 0.0041 0.3% 97% True False 12
10 1.2770 1.2524 0.0246 1.9% 0.0033 0.3% 97% True False 8
20 1.2770 1.2402 0.0368 2.9% 0.0023 0.2% 98% True False 6
40 1.2770 1.2115 0.0655 5.1% 0.0025 0.2% 99% True False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2800
2.618 1.2788
1.618 1.2781
1.000 1.2777
0.618 1.2774
HIGH 1.2770
0.618 1.2767
0.500 1.2767
0.382 1.2766
LOW 1.2763
0.618 1.2759
1.000 1.2756
1.618 1.2752
2.618 1.2745
4.250 1.2733
Fisher Pivots for day following 14-Dec-2023
Pivot 1 day 3 day
R1 1.2767 1.2727
PP 1.2765 1.2692
S1 1.2764 1.2656

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

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