CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2649 |
1.2655 |
0.0006 |
0.0% |
1.2647 |
| High |
1.2707 |
1.2727 |
0.0020 |
0.2% |
1.2710 |
| Low |
1.2627 |
1.2641 |
0.0014 |
0.1% |
1.2620 |
| Close |
1.2649 |
1.2648 |
-0.0001 |
0.0% |
1.2649 |
| Range |
0.0080 |
0.0086 |
0.0006 |
7.5% |
0.0090 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
2.1% |
0.0000 |
| Volume |
104,262 |
119,685 |
15,423 |
14.8% |
448,871 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2930 |
1.2875 |
1.2695 |
|
| R3 |
1.2844 |
1.2789 |
1.2672 |
|
| R2 |
1.2758 |
1.2758 |
1.2664 |
|
| R1 |
1.2703 |
1.2703 |
1.2656 |
1.2688 |
| PP |
1.2672 |
1.2672 |
1.2672 |
1.2664 |
| S1 |
1.2617 |
1.2617 |
1.2640 |
1.2602 |
| S2 |
1.2586 |
1.2586 |
1.2632 |
|
| S3 |
1.2500 |
1.2531 |
1.2624 |
|
| S4 |
1.2414 |
1.2445 |
1.2601 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2930 |
1.2879 |
1.2699 |
|
| R3 |
1.2840 |
1.2789 |
1.2674 |
|
| R2 |
1.2750 |
1.2750 |
1.2666 |
|
| R1 |
1.2699 |
1.2699 |
1.2657 |
1.2725 |
| PP |
1.2660 |
1.2660 |
1.2660 |
1.2672 |
| S1 |
1.2609 |
1.2609 |
1.2641 |
1.2635 |
| S2 |
1.2570 |
1.2570 |
1.2633 |
|
| S3 |
1.2480 |
1.2519 |
1.2624 |
|
| S4 |
1.2390 |
1.2429 |
1.2600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2727 |
1.2620 |
0.0107 |
0.8% |
0.0067 |
0.5% |
26% |
True |
False |
98,500 |
| 10 |
1.2746 |
1.2620 |
0.0126 |
1.0% |
0.0065 |
0.5% |
22% |
False |
False |
100,749 |
| 20 |
1.2868 |
1.2620 |
0.0248 |
2.0% |
0.0071 |
0.6% |
11% |
False |
False |
78,752 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0064 |
0.5% |
46% |
False |
False |
40,513 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0065 |
0.5% |
59% |
False |
False |
27,054 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0061 |
0.5% |
57% |
False |
False |
20,340 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0052 |
0.4% |
57% |
False |
False |
16,276 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.5% |
0.0049 |
0.4% |
57% |
False |
False |
13,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3093 |
|
2.618 |
1.2952 |
|
1.618 |
1.2866 |
|
1.000 |
1.2813 |
|
0.618 |
1.2780 |
|
HIGH |
1.2727 |
|
0.618 |
1.2694 |
|
0.500 |
1.2684 |
|
0.382 |
1.2674 |
|
LOW |
1.2641 |
|
0.618 |
1.2588 |
|
1.000 |
1.2555 |
|
1.618 |
1.2502 |
|
2.618 |
1.2416 |
|
4.250 |
1.2276 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2684 |
1.2674 |
| PP |
1.2672 |
1.2665 |
| S1 |
1.2660 |
1.2657 |
|