CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2722 |
1.2721 |
-0.0001 |
0.0% |
1.2534 |
| High |
1.2733 |
1.2769 |
0.0036 |
0.3% |
1.2722 |
| Low |
1.2707 |
1.2721 |
0.0014 |
0.1% |
1.2531 |
| Close |
1.2724 |
1.2722 |
-0.0002 |
0.0% |
1.2721 |
| Range |
0.0026 |
0.0048 |
0.0022 |
84.6% |
0.0191 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
733 |
5,096 |
4,363 |
595.2% |
1,911 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2881 |
1.2850 |
1.2748 |
|
| R3 |
1.2833 |
1.2802 |
1.2735 |
|
| R2 |
1.2785 |
1.2785 |
1.2731 |
|
| R1 |
1.2754 |
1.2754 |
1.2726 |
1.2770 |
| PP |
1.2737 |
1.2737 |
1.2737 |
1.2745 |
| S1 |
1.2706 |
1.2706 |
1.2718 |
1.2722 |
| S2 |
1.2689 |
1.2689 |
1.2713 |
|
| S3 |
1.2641 |
1.2658 |
1.2709 |
|
| S4 |
1.2593 |
1.2610 |
1.2696 |
|
|
| 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 |
1.2769 |
1.2658 |
0.0111 |
0.9% |
0.0040 |
0.3% |
58% |
True |
False |
1,364 |
| 10 |
1.2769 |
1.2460 |
0.0309 |
2.4% |
0.0052 |
0.4% |
85% |
True |
False |
818 |
| 20 |
1.2769 |
1.2460 |
0.0309 |
2.4% |
0.0056 |
0.4% |
85% |
True |
False |
454 |
| 40 |
1.2769 |
1.2326 |
0.0443 |
3.5% |
0.0059 |
0.5% |
89% |
True |
False |
314 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0054 |
0.4% |
70% |
False |
False |
259 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
70% |
False |
False |
203 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0043 |
0.3% |
70% |
False |
False |
164 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0042 |
0.3% |
70% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2973 |
|
2.618 |
1.2895 |
|
1.618 |
1.2847 |
|
1.000 |
1.2817 |
|
0.618 |
1.2799 |
|
HIGH |
1.2769 |
|
0.618 |
1.2751 |
|
0.500 |
1.2745 |
|
0.382 |
1.2739 |
|
LOW |
1.2721 |
|
0.618 |
1.2691 |
|
1.000 |
1.2673 |
|
1.618 |
1.2643 |
|
2.618 |
1.2595 |
|
4.250 |
1.2517 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2745 |
1.2738 |
| PP |
1.2737 |
1.2732 |
| S1 |
1.2730 |
1.2727 |
|