CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2743 |
1.2770 |
0.0027 |
0.2% |
1.2718 |
| High |
1.2806 |
1.2774 |
-0.0032 |
-0.2% |
1.2769 |
| Low |
1.2743 |
1.2708 |
-0.0035 |
-0.3% |
1.2685 |
| Close |
1.2766 |
1.2711 |
-0.0055 |
-0.4% |
1.2745 |
| Range |
0.0063 |
0.0066 |
0.0003 |
4.8% |
0.0084 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.0% |
0.0000 |
| Volume |
24,775 |
2,724 |
-22,051 |
-89.0% |
9,883 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2929 |
1.2886 |
1.2747 |
|
| R3 |
1.2863 |
1.2820 |
1.2729 |
|
| R2 |
1.2797 |
1.2797 |
1.2723 |
|
| R1 |
1.2754 |
1.2754 |
1.2717 |
1.2743 |
| PP |
1.2731 |
1.2731 |
1.2731 |
1.2725 |
| S1 |
1.2688 |
1.2688 |
1.2705 |
1.2677 |
| S2 |
1.2665 |
1.2665 |
1.2699 |
|
| S3 |
1.2599 |
1.2622 |
1.2693 |
|
| S4 |
1.2533 |
1.2556 |
1.2675 |
|
|
| 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 |
1.0% |
0.0062 |
0.5% |
21% |
False |
False |
7,283 |
| 10 |
1.2806 |
1.2604 |
0.0202 |
1.6% |
0.0056 |
0.4% |
53% |
False |
False |
3,887 |
| 20 |
1.2806 |
1.2460 |
0.0346 |
2.7% |
0.0056 |
0.4% |
73% |
False |
False |
2,003 |
| 40 |
1.2806 |
1.2326 |
0.0480 |
3.8% |
0.0062 |
0.5% |
80% |
False |
False |
1,074 |
| 60 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0057 |
0.4% |
68% |
False |
False |
778 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0046 |
0.4% |
68% |
False |
False |
588 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0045 |
0.4% |
68% |
False |
False |
477 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0043 |
0.3% |
68% |
False |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3055 |
|
2.618 |
1.2947 |
|
1.618 |
1.2881 |
|
1.000 |
1.2840 |
|
0.618 |
1.2815 |
|
HIGH |
1.2774 |
|
0.618 |
1.2749 |
|
0.500 |
1.2741 |
|
0.382 |
1.2733 |
|
LOW |
1.2708 |
|
0.618 |
1.2667 |
|
1.000 |
1.2642 |
|
1.618 |
1.2601 |
|
2.618 |
1.2535 |
|
4.250 |
1.2428 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2741 |
1.2746 |
| PP |
1.2731 |
1.2734 |
| S1 |
1.2721 |
1.2723 |
|