CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2727 |
1.2702 |
-0.0025 |
-0.2% |
1.2718 |
| High |
1.2752 |
1.2759 |
0.0007 |
0.1% |
1.2769 |
| Low |
1.2694 |
1.2685 |
-0.0009 |
-0.1% |
1.2685 |
| Close |
1.2694 |
1.2745 |
0.0051 |
0.4% |
1.2745 |
| Range |
0.0058 |
0.0074 |
0.0016 |
27.6% |
0.0084 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
2.2% |
0.0000 |
| Volume |
1,579 |
2,241 |
662 |
41.9% |
9,883 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2952 |
1.2922 |
1.2786 |
|
| R3 |
1.2878 |
1.2848 |
1.2765 |
|
| R2 |
1.2804 |
1.2804 |
1.2759 |
|
| R1 |
1.2774 |
1.2774 |
1.2752 |
1.2789 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2737 |
| S1 |
1.2700 |
1.2700 |
1.2738 |
1.2715 |
| S2 |
1.2656 |
1.2656 |
1.2731 |
|
| S3 |
1.2582 |
1.2626 |
1.2725 |
|
| S4 |
1.2508 |
1.2552 |
1.2704 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2985 |
1.2949 |
1.2791 |
|
| R3 |
1.2901 |
1.2865 |
1.2768 |
|
| R2 |
1.2817 |
1.2817 |
1.2760 |
|
| R1 |
1.2781 |
1.2781 |
1.2753 |
1.2799 |
| PP |
1.2733 |
1.2733 |
1.2733 |
1.2742 |
| S1 |
1.2697 |
1.2697 |
1.2737 |
1.2715 |
| S2 |
1.2649 |
1.2649 |
1.2730 |
|
| S3 |
1.2565 |
1.2613 |
1.2722 |
|
| S4 |
1.2481 |
1.2529 |
1.2699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2769 |
1.2685 |
0.0084 |
0.7% |
0.0045 |
0.4% |
71% |
False |
True |
1,976 |
| 10 |
1.2769 |
1.2531 |
0.0238 |
1.9% |
0.0054 |
0.4% |
90% |
False |
False |
1,179 |
| 20 |
1.2769 |
1.2460 |
0.0309 |
2.4% |
0.0056 |
0.4% |
92% |
False |
False |
643 |
| 40 |
1.2769 |
1.2326 |
0.0443 |
3.5% |
0.0061 |
0.5% |
95% |
False |
False |
391 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0056 |
0.4% |
74% |
False |
False |
322 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0046 |
0.4% |
74% |
False |
False |
245 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0044 |
0.3% |
74% |
False |
False |
202 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0042 |
0.3% |
74% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3074 |
|
2.618 |
1.2953 |
|
1.618 |
1.2879 |
|
1.000 |
1.2833 |
|
0.618 |
1.2805 |
|
HIGH |
1.2759 |
|
0.618 |
1.2731 |
|
0.500 |
1.2722 |
|
0.382 |
1.2713 |
|
LOW |
1.2685 |
|
0.618 |
1.2639 |
|
1.000 |
1.2611 |
|
1.618 |
1.2565 |
|
2.618 |
1.2491 |
|
4.250 |
1.2371 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2737 |
1.2739 |
| PP |
1.2730 |
1.2733 |
| S1 |
1.2722 |
1.2727 |
|