CME British Pound Future September 2024


Trading Metrics calculated at close of trading on 22-Jan-2024
Day Change Summary
Previous Current
19-Jan-2024 22-Jan-2024 Change Change % Previous Week
Open 1.2679 1.2713 0.0034 0.3% 1.2731
High 1.2716 1.2713 -0.0003 0.0% 1.2731
Low 1.2673 1.2713 0.0040 0.3% 1.2620
Close 1.2704 1.2713 0.0009 0.1% 1.2704
Range 0.0043 0.0000 -0.0043 -100.0% 0.0111
ATR 0.0056 0.0053 -0.0003 -6.0% 0.0000
Volume 51 10 -41 -80.4% 89
Daily Pivots for day following 22-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.2713 1.2713 1.2713
R3 1.2713 1.2713 1.2713
R2 1.2713 1.2713 1.2713
R1 1.2713 1.2713 1.2713 1.2713
PP 1.2713 1.2713 1.2713 1.2713
S1 1.2713 1.2713 1.2713 1.2713
S2 1.2713 1.2713 1.2713
S3 1.2713 1.2713 1.2713
S4 1.2713 1.2713 1.2713
Weekly Pivots for week ending 19-Jan-2024
Classic Woodie Camarilla DeMark
R4 1.3018 1.2972 1.2765
R3 1.2907 1.2861 1.2735
R2 1.2796 1.2796 1.2724
R1 1.2750 1.2750 1.2714 1.2718
PP 1.2685 1.2685 1.2685 1.2669
S1 1.2639 1.2639 1.2694 1.2607
S2 1.2574 1.2574 1.2684
S3 1.2463 1.2528 1.2673
S4 1.2352 1.2417 1.2643
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2731 1.2620 0.0111 0.9% 0.0043 0.3% 84% False False 19
10 1.2785 1.2620 0.0165 1.3% 0.0031 0.2% 56% False False 11
20 1.2817 1.2620 0.0197 1.5% 0.0030 0.2% 47% False False 7
40 1.2817 1.2514 0.0303 2.4% 0.0030 0.2% 66% False False 7
60 1.2817 1.2128 0.0689 5.4% 0.0028 0.2% 85% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2713
2.618 1.2713
1.618 1.2713
1.000 1.2713
0.618 1.2713
HIGH 1.2713
0.618 1.2713
0.500 1.2713
0.382 1.2713
LOW 1.2713
0.618 1.2713
1.000 1.2713
1.618 1.2713
2.618 1.2713
4.250 1.2713
Fisher Pivots for day following 22-Jan-2024
Pivot 1 day 3 day
R1 1.2713 1.2707
PP 1.2713 1.2701
S1 1.2713 1.2695

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

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