CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2677 |
1.2718 |
0.0041 |
0.3% |
1.2534 |
| High |
1.2722 |
1.2724 |
0.0002 |
0.0% |
1.2722 |
| Low |
1.2658 |
1.2706 |
0.0048 |
0.4% |
1.2531 |
| Close |
1.2721 |
1.2724 |
0.0003 |
0.0% |
1.2721 |
| Range |
0.0064 |
0.0018 |
-0.0046 |
-71.9% |
0.0191 |
| ATR |
0.0063 |
0.0060 |
-0.0003 |
-5.1% |
0.0000 |
| Volume |
153 |
234 |
81 |
52.9% |
1,911 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2772 |
1.2766 |
1.2734 |
|
| R3 |
1.2754 |
1.2748 |
1.2729 |
|
| R2 |
1.2736 |
1.2736 |
1.2727 |
|
| R1 |
1.2730 |
1.2730 |
1.2726 |
1.2733 |
| PP |
1.2718 |
1.2718 |
1.2718 |
1.2720 |
| S1 |
1.2712 |
1.2712 |
1.2722 |
1.2715 |
| S2 |
1.2700 |
1.2700 |
1.2721 |
|
| S3 |
1.2682 |
1.2694 |
1.2719 |
|
| S4 |
1.2664 |
1.2676 |
1.2714 |
|
|
| 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 |
1.2724 |
1.2537 |
0.0187 |
1.5% |
0.0058 |
0.5% |
100% |
True |
False |
403 |
| 10 |
1.2724 |
1.2460 |
0.0264 |
2.1% |
0.0053 |
0.4% |
100% |
True |
False |
258 |
| 20 |
1.2724 |
1.2348 |
0.0376 |
3.0% |
0.0060 |
0.5% |
100% |
True |
False |
172 |
| 40 |
1.2724 |
1.2326 |
0.0398 |
3.1% |
0.0059 |
0.5% |
100% |
True |
False |
176 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0052 |
0.4% |
71% |
False |
False |
162 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
71% |
False |
False |
130 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0043 |
0.3% |
71% |
False |
False |
106 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0041 |
0.3% |
71% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2801 |
|
2.618 |
1.2771 |
|
1.618 |
1.2753 |
|
1.000 |
1.2742 |
|
0.618 |
1.2735 |
|
HIGH |
1.2724 |
|
0.618 |
1.2717 |
|
0.500 |
1.2715 |
|
0.382 |
1.2713 |
|
LOW |
1.2706 |
|
0.618 |
1.2695 |
|
1.000 |
1.2688 |
|
1.618 |
1.2677 |
|
2.618 |
1.2659 |
|
4.250 |
1.2630 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2721 |
1.2713 |
| PP |
1.2718 |
1.2702 |
| S1 |
1.2715 |
1.2691 |
|