CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2700 |
1.2677 |
-0.0023 |
-0.2% |
1.2534 |
| High |
1.2705 |
1.2722 |
0.0017 |
0.1% |
1.2722 |
| Low |
1.2659 |
1.2658 |
-0.0001 |
0.0% |
1.2531 |
| Close |
1.2688 |
1.2721 |
0.0033 |
0.3% |
1.2721 |
| Range |
0.0046 |
0.0064 |
0.0018 |
39.1% |
0.0191 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.1% |
0.0000 |
| Volume |
607 |
153 |
-454 |
-74.8% |
1,911 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2871 |
1.2756 |
|
| R3 |
1.2828 |
1.2807 |
1.2739 |
|
| R2 |
1.2764 |
1.2764 |
1.2733 |
|
| R1 |
1.2743 |
1.2743 |
1.2727 |
1.2754 |
| PP |
1.2700 |
1.2700 |
1.2700 |
1.2706 |
| S1 |
1.2679 |
1.2679 |
1.2715 |
1.2690 |
| S2 |
1.2636 |
1.2636 |
1.2709 |
|
| S3 |
1.2572 |
1.2615 |
1.2703 |
|
| S4 |
1.2508 |
1.2551 |
1.2686 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3167 |
1.2826 |
|
| R3 |
1.3040 |
1.2976 |
1.2774 |
|
| R2 |
1.2849 |
1.2849 |
1.2756 |
|
| R1 |
1.2785 |
1.2785 |
1.2739 |
1.2817 |
| PP |
1.2658 |
1.2658 |
1.2658 |
1.2674 |
| S1 |
1.2594 |
1.2594 |
1.2703 |
1.2626 |
| S2 |
1.2467 |
1.2467 |
1.2686 |
|
| S3 |
1.2276 |
1.2403 |
1.2668 |
|
| S4 |
1.2085 |
1.2212 |
1.2616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2722 |
1.2531 |
0.0191 |
1.5% |
0.0063 |
0.5% |
99% |
True |
False |
382 |
| 10 |
1.2722 |
1.2460 |
0.0262 |
2.1% |
0.0055 |
0.4% |
100% |
True |
False |
235 |
| 20 |
1.2722 |
1.2326 |
0.0396 |
3.1% |
0.0062 |
0.5% |
100% |
True |
False |
164 |
| 40 |
1.2722 |
1.2326 |
0.0396 |
3.1% |
0.0061 |
0.5% |
100% |
True |
False |
171 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0052 |
0.4% |
70% |
False |
False |
159 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
70% |
False |
False |
127 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0043 |
0.3% |
70% |
False |
False |
104 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0041 |
0.3% |
70% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2994 |
|
2.618 |
1.2890 |
|
1.618 |
1.2826 |
|
1.000 |
1.2786 |
|
0.618 |
1.2762 |
|
HIGH |
1.2722 |
|
0.618 |
1.2698 |
|
0.500 |
1.2690 |
|
0.382 |
1.2682 |
|
LOW |
1.2658 |
|
0.618 |
1.2618 |
|
1.000 |
1.2594 |
|
1.618 |
1.2554 |
|
2.618 |
1.2490 |
|
4.250 |
1.2386 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2711 |
1.2702 |
| PP |
1.2700 |
1.2682 |
| S1 |
1.2690 |
1.2663 |
|