CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2572 |
1.2608 |
0.0036 |
0.3% |
1.2560 |
| High |
1.2603 |
1.2699 |
0.0096 |
0.8% |
1.2603 |
| Low |
1.2537 |
1.2604 |
0.0067 |
0.5% |
1.2460 |
| Close |
1.2602 |
1.2693 |
0.0091 |
0.7% |
1.2539 |
| Range |
0.0066 |
0.0095 |
0.0029 |
43.9% |
0.0143 |
| ATR |
0.0061 |
0.0064 |
0.0003 |
4.1% |
0.0000 |
| Volume |
287 |
735 |
448 |
156.1% |
447 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2950 |
1.2917 |
1.2745 |
|
| R3 |
1.2855 |
1.2822 |
1.2719 |
|
| R2 |
1.2760 |
1.2760 |
1.2710 |
|
| R1 |
1.2727 |
1.2727 |
1.2702 |
1.2744 |
| PP |
1.2665 |
1.2665 |
1.2665 |
1.2674 |
| S1 |
1.2632 |
1.2632 |
1.2684 |
1.2649 |
| S2 |
1.2570 |
1.2570 |
1.2676 |
|
| S3 |
1.2475 |
1.2537 |
1.2667 |
|
| S4 |
1.2380 |
1.2442 |
1.2641 |
|
|
| 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 |
1.2699 |
1.2460 |
0.0239 |
1.9% |
0.0064 |
0.5% |
97% |
True |
False |
273 |
| 10 |
1.2699 |
1.2460 |
0.0239 |
1.9% |
0.0060 |
0.5% |
97% |
True |
False |
183 |
| 20 |
1.2699 |
1.2326 |
0.0373 |
2.9% |
0.0063 |
0.5% |
98% |
True |
False |
138 |
| 40 |
1.2807 |
1.2326 |
0.0481 |
3.8% |
0.0064 |
0.5% |
76% |
False |
False |
156 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0051 |
0.4% |
65% |
False |
False |
146 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
65% |
False |
False |
118 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0042 |
0.3% |
65% |
False |
False |
96 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0040 |
0.3% |
65% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3103 |
|
2.618 |
1.2948 |
|
1.618 |
1.2853 |
|
1.000 |
1.2794 |
|
0.618 |
1.2758 |
|
HIGH |
1.2699 |
|
0.618 |
1.2663 |
|
0.500 |
1.2652 |
|
0.382 |
1.2640 |
|
LOW |
1.2604 |
|
0.618 |
1.2545 |
|
1.000 |
1.2509 |
|
1.618 |
1.2450 |
|
2.618 |
1.2355 |
|
4.250 |
1.2200 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2679 |
1.2667 |
| PP |
1.2665 |
1.2641 |
| S1 |
1.2652 |
1.2615 |
|