CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2608 |
1.2700 |
0.0092 |
0.7% |
1.2560 |
| High |
1.2699 |
1.2705 |
0.0006 |
0.0% |
1.2603 |
| Low |
1.2604 |
1.2659 |
0.0055 |
0.4% |
1.2460 |
| Close |
1.2693 |
1.2688 |
-0.0005 |
0.0% |
1.2539 |
| Range |
0.0095 |
0.0046 |
-0.0049 |
-51.6% |
0.0143 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
735 |
607 |
-128 |
-17.4% |
447 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2822 |
1.2801 |
1.2713 |
|
| R3 |
1.2776 |
1.2755 |
1.2701 |
|
| R2 |
1.2730 |
1.2730 |
1.2696 |
|
| R1 |
1.2709 |
1.2709 |
1.2692 |
1.2697 |
| PP |
1.2684 |
1.2684 |
1.2684 |
1.2678 |
| S1 |
1.2663 |
1.2663 |
1.2684 |
1.2651 |
| S2 |
1.2638 |
1.2638 |
1.2680 |
|
| S3 |
1.2592 |
1.2617 |
1.2675 |
|
| S4 |
1.2546 |
1.2571 |
1.2663 |
|
|
| 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 |
1.2705 |
1.2516 |
0.0189 |
1.5% |
0.0058 |
0.5% |
91% |
True |
False |
364 |
| 10 |
1.2705 |
1.2460 |
0.0245 |
1.9% |
0.0059 |
0.5% |
93% |
True |
False |
243 |
| 20 |
1.2705 |
1.2326 |
0.0379 |
3.0% |
0.0064 |
0.5% |
96% |
True |
False |
163 |
| 40 |
1.2807 |
1.2326 |
0.0481 |
3.8% |
0.0063 |
0.5% |
75% |
False |
False |
169 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0052 |
0.4% |
64% |
False |
False |
157 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
64% |
False |
False |
126 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0043 |
0.3% |
64% |
False |
False |
102 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0040 |
0.3% |
64% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2901 |
|
2.618 |
1.2825 |
|
1.618 |
1.2779 |
|
1.000 |
1.2751 |
|
0.618 |
1.2733 |
|
HIGH |
1.2705 |
|
0.618 |
1.2687 |
|
0.500 |
1.2682 |
|
0.382 |
1.2677 |
|
LOW |
1.2659 |
|
0.618 |
1.2631 |
|
1.000 |
1.2613 |
|
1.618 |
1.2585 |
|
2.618 |
1.2539 |
|
4.250 |
1.2464 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2686 |
1.2666 |
| PP |
1.2684 |
1.2643 |
| S1 |
1.2682 |
1.2621 |
|