CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2702 |
1.2743 |
0.0041 |
0.3% |
1.2718 |
| High |
1.2759 |
1.2806 |
0.0047 |
0.4% |
1.2769 |
| Low |
1.2685 |
1.2743 |
0.0058 |
0.5% |
1.2685 |
| Close |
1.2745 |
1.2766 |
0.0021 |
0.2% |
1.2745 |
| Range |
0.0074 |
0.0063 |
-0.0011 |
-14.9% |
0.0084 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.6% |
0.0000 |
| Volume |
2,241 |
24,775 |
22,534 |
1,005.5% |
9,883 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2961 |
1.2926 |
1.2801 |
|
| R3 |
1.2898 |
1.2863 |
1.2783 |
|
| R2 |
1.2835 |
1.2835 |
1.2778 |
|
| R1 |
1.2800 |
1.2800 |
1.2772 |
1.2818 |
| PP |
1.2772 |
1.2772 |
1.2772 |
1.2780 |
| S1 |
1.2737 |
1.2737 |
1.2760 |
1.2755 |
| S2 |
1.2709 |
1.2709 |
1.2754 |
|
| S3 |
1.2646 |
1.2674 |
1.2749 |
|
| S4 |
1.2583 |
1.2611 |
1.2731 |
|
|
| 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 |
1.2806 |
1.2685 |
0.0121 |
0.9% |
0.0054 |
0.4% |
67% |
True |
False |
6,884 |
| 10 |
1.2806 |
1.2537 |
0.0269 |
2.1% |
0.0056 |
0.4% |
85% |
True |
False |
3,644 |
| 20 |
1.2806 |
1.2460 |
0.0346 |
2.7% |
0.0056 |
0.4% |
88% |
True |
False |
1,870 |
| 40 |
1.2806 |
1.2326 |
0.0480 |
3.8% |
0.0061 |
0.5% |
92% |
True |
False |
1,009 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0056 |
0.4% |
78% |
False |
False |
733 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0046 |
0.4% |
78% |
False |
False |
554 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0044 |
0.3% |
78% |
False |
False |
450 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0042 |
0.3% |
78% |
False |
False |
376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3074 |
|
2.618 |
1.2971 |
|
1.618 |
1.2908 |
|
1.000 |
1.2869 |
|
0.618 |
1.2845 |
|
HIGH |
1.2806 |
|
0.618 |
1.2782 |
|
0.500 |
1.2775 |
|
0.382 |
1.2767 |
|
LOW |
1.2743 |
|
0.618 |
1.2704 |
|
1.000 |
1.2680 |
|
1.618 |
1.2641 |
|
2.618 |
1.2578 |
|
4.250 |
1.2475 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2775 |
1.2759 |
| PP |
1.2772 |
1.2752 |
| S1 |
1.2769 |
1.2746 |
|