CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2718 |
1.2722 |
0.0004 |
0.0% |
1.2534 |
| High |
1.2724 |
1.2733 |
0.0009 |
0.1% |
1.2722 |
| Low |
1.2706 |
1.2707 |
0.0001 |
0.0% |
1.2531 |
| Close |
1.2724 |
1.2724 |
0.0000 |
0.0% |
1.2721 |
| Range |
0.0018 |
0.0026 |
0.0008 |
44.4% |
0.0191 |
| ATR |
0.0060 |
0.0057 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
234 |
733 |
499 |
213.2% |
1,911 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2799 |
1.2788 |
1.2738 |
|
| R3 |
1.2773 |
1.2762 |
1.2731 |
|
| R2 |
1.2747 |
1.2747 |
1.2729 |
|
| R1 |
1.2736 |
1.2736 |
1.2726 |
1.2742 |
| PP |
1.2721 |
1.2721 |
1.2721 |
1.2724 |
| S1 |
1.2710 |
1.2710 |
1.2722 |
1.2716 |
| S2 |
1.2695 |
1.2695 |
1.2719 |
|
| S3 |
1.2669 |
1.2684 |
1.2717 |
|
| S4 |
1.2643 |
1.2658 |
1.2710 |
|
|
| 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 |
1.2733 |
1.2604 |
0.0129 |
1.0% |
0.0050 |
0.4% |
93% |
True |
False |
492 |
| 10 |
1.2733 |
1.2460 |
0.0273 |
2.1% |
0.0050 |
0.4% |
97% |
True |
False |
316 |
| 20 |
1.2733 |
1.2444 |
0.0289 |
2.3% |
0.0055 |
0.4% |
97% |
True |
False |
203 |
| 40 |
1.2733 |
1.2326 |
0.0407 |
3.2% |
0.0058 |
0.5% |
98% |
True |
False |
190 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0053 |
0.4% |
71% |
False |
False |
174 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
71% |
False |
False |
139 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0043 |
0.3% |
71% |
False |
False |
113 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0041 |
0.3% |
71% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2844 |
|
2.618 |
1.2801 |
|
1.618 |
1.2775 |
|
1.000 |
1.2759 |
|
0.618 |
1.2749 |
|
HIGH |
1.2733 |
|
0.618 |
1.2723 |
|
0.500 |
1.2720 |
|
0.382 |
1.2717 |
|
LOW |
1.2707 |
|
0.618 |
1.2691 |
|
1.000 |
1.2681 |
|
1.618 |
1.2665 |
|
2.618 |
1.2639 |
|
4.250 |
1.2597 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2723 |
1.2715 |
| PP |
1.2721 |
1.2705 |
| S1 |
1.2720 |
1.2696 |
|