CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2661 |
1.2748 |
0.0087 |
0.7% |
1.2713 |
| High |
1.2703 |
1.2748 |
0.0045 |
0.4% |
1.2772 |
| Low |
1.2661 |
1.2679 |
0.0018 |
0.1% |
1.2680 |
| Close |
1.2703 |
1.2717 |
0.0014 |
0.1% |
1.2709 |
| Range |
0.0042 |
0.0069 |
0.0027 |
64.3% |
0.0092 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.5% |
0.0000 |
| Volume |
470 |
4 |
-466 |
-99.1% |
67 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2922 |
1.2888 |
1.2755 |
|
| R3 |
1.2853 |
1.2819 |
1.2736 |
|
| R2 |
1.2784 |
1.2784 |
1.2730 |
|
| R1 |
1.2750 |
1.2750 |
1.2723 |
1.2733 |
| PP |
1.2715 |
1.2715 |
1.2715 |
1.2706 |
| S1 |
1.2681 |
1.2681 |
1.2711 |
1.2664 |
| S2 |
1.2646 |
1.2646 |
1.2704 |
|
| S3 |
1.2577 |
1.2612 |
1.2698 |
|
| S4 |
1.2508 |
1.2543 |
1.2679 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2996 |
1.2945 |
1.2760 |
|
| R3 |
1.2904 |
1.2853 |
1.2734 |
|
| R2 |
1.2812 |
1.2812 |
1.2726 |
|
| R1 |
1.2761 |
1.2761 |
1.2717 |
1.2741 |
| PP |
1.2720 |
1.2720 |
1.2720 |
1.2710 |
| S1 |
1.2669 |
1.2669 |
1.2701 |
1.2649 |
| S2 |
1.2628 |
1.2628 |
1.2692 |
|
| S3 |
1.2536 |
1.2577 |
1.2684 |
|
| S4 |
1.2444 |
1.2485 |
1.2658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2748 |
1.2661 |
0.0087 |
0.7% |
0.0041 |
0.3% |
64% |
True |
False |
101 |
| 10 |
1.2772 |
1.2661 |
0.0111 |
0.9% |
0.0036 |
0.3% |
50% |
False |
False |
59 |
| 20 |
1.2785 |
1.2620 |
0.0165 |
1.3% |
0.0036 |
0.3% |
59% |
False |
False |
33 |
| 40 |
1.2817 |
1.2524 |
0.0293 |
2.3% |
0.0034 |
0.3% |
66% |
False |
False |
19 |
| 60 |
1.2817 |
1.2210 |
0.0607 |
4.8% |
0.0031 |
0.2% |
84% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3041 |
|
2.618 |
1.2929 |
|
1.618 |
1.2860 |
|
1.000 |
1.2817 |
|
0.618 |
1.2791 |
|
HIGH |
1.2748 |
|
0.618 |
1.2722 |
|
0.500 |
1.2714 |
|
0.382 |
1.2705 |
|
LOW |
1.2679 |
|
0.618 |
1.2636 |
|
1.000 |
1.2610 |
|
1.618 |
1.2567 |
|
2.618 |
1.2498 |
|
4.250 |
1.2386 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2716 |
1.2713 |
| PP |
1.2715 |
1.2709 |
| S1 |
1.2714 |
1.2705 |
|