CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2534 |
1.2572 |
0.0038 |
0.3% |
1.2560 |
| High |
1.2576 |
1.2603 |
0.0027 |
0.2% |
1.2603 |
| Low |
1.2531 |
1.2537 |
0.0006 |
0.0% |
1.2460 |
| Close |
1.2569 |
1.2602 |
0.0033 |
0.3% |
1.2539 |
| Range |
0.0045 |
0.0066 |
0.0021 |
46.7% |
0.0143 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
| Volume |
129 |
287 |
158 |
122.5% |
447 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2779 |
1.2756 |
1.2638 |
|
| R3 |
1.2713 |
1.2690 |
1.2620 |
|
| R2 |
1.2647 |
1.2647 |
1.2614 |
|
| R1 |
1.2624 |
1.2624 |
1.2608 |
1.2636 |
| PP |
1.2581 |
1.2581 |
1.2581 |
1.2586 |
| S1 |
1.2558 |
1.2558 |
1.2596 |
1.2570 |
| S2 |
1.2515 |
1.2515 |
1.2590 |
|
| S3 |
1.2449 |
1.2492 |
1.2584 |
|
| S4 |
1.2383 |
1.2426 |
1.2566 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2963 |
1.2894 |
1.2618 |
|
| R3 |
1.2820 |
1.2751 |
1.2578 |
|
| R2 |
1.2677 |
1.2677 |
1.2565 |
|
| R1 |
1.2608 |
1.2608 |
1.2552 |
1.2571 |
| PP |
1.2534 |
1.2534 |
1.2534 |
1.2516 |
| S1 |
1.2465 |
1.2465 |
1.2526 |
1.2428 |
| S2 |
1.2391 |
1.2391 |
1.2513 |
|
| S3 |
1.2248 |
1.2322 |
1.2500 |
|
| S4 |
1.2105 |
1.2179 |
1.2460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2603 |
1.2460 |
0.0143 |
1.1% |
0.0049 |
0.4% |
99% |
True |
False |
139 |
| 10 |
1.2642 |
1.2460 |
0.0182 |
1.4% |
0.0057 |
0.4% |
78% |
False |
False |
118 |
| 20 |
1.2642 |
1.2326 |
0.0316 |
2.5% |
0.0061 |
0.5% |
87% |
False |
False |
138 |
| 40 |
1.2807 |
1.2326 |
0.0481 |
3.8% |
0.0062 |
0.5% |
57% |
False |
False |
139 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0050 |
0.4% |
49% |
False |
False |
134 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0044 |
0.3% |
49% |
False |
False |
109 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0042 |
0.3% |
49% |
False |
False |
89 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0039 |
0.3% |
49% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2884 |
|
2.618 |
1.2776 |
|
1.618 |
1.2710 |
|
1.000 |
1.2669 |
|
0.618 |
1.2644 |
|
HIGH |
1.2603 |
|
0.618 |
1.2578 |
|
0.500 |
1.2570 |
|
0.382 |
1.2562 |
|
LOW |
1.2537 |
|
0.618 |
1.2496 |
|
1.000 |
1.2471 |
|
1.618 |
1.2430 |
|
2.618 |
1.2364 |
|
4.250 |
1.2257 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2591 |
1.2588 |
| PP |
1.2581 |
1.2574 |
| S1 |
1.2570 |
1.2560 |
|