CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2655 |
1.2658 |
0.0003 |
0.0% |
1.2647 |
| High |
1.2727 |
1.2704 |
-0.0023 |
-0.2% |
1.2710 |
| Low |
1.2641 |
1.2622 |
-0.0019 |
-0.2% |
1.2620 |
| Close |
1.2648 |
1.2691 |
0.0043 |
0.3% |
1.2649 |
| Range |
0.0086 |
0.0082 |
-0.0004 |
-4.7% |
0.0090 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.4% |
0.0000 |
| Volume |
119,685 |
92,428 |
-27,257 |
-22.8% |
448,871 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2918 |
1.2887 |
1.2736 |
|
| R3 |
1.2836 |
1.2805 |
1.2714 |
|
| R2 |
1.2754 |
1.2754 |
1.2706 |
|
| R1 |
1.2723 |
1.2723 |
1.2699 |
1.2739 |
| PP |
1.2672 |
1.2672 |
1.2672 |
1.2680 |
| S1 |
1.2641 |
1.2641 |
1.2683 |
1.2657 |
| S2 |
1.2590 |
1.2590 |
1.2676 |
|
| S3 |
1.2508 |
1.2559 |
1.2668 |
|
| S4 |
1.2426 |
1.2477 |
1.2646 |
|
|
| 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% |
0.0077 |
0.6% |
66% |
False |
False |
102,131 |
| 10 |
1.2746 |
1.2620 |
0.0126 |
1.0% |
0.0068 |
0.5% |
56% |
False |
False |
100,033 |
| 20 |
1.2868 |
1.2620 |
0.0248 |
2.0% |
0.0070 |
0.6% |
29% |
False |
False |
83,242 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0063 |
0.5% |
57% |
False |
False |
42,818 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0066 |
0.5% |
67% |
False |
False |
28,591 |
| 80 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0061 |
0.5% |
65% |
False |
False |
21,474 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0053 |
0.4% |
65% |
False |
False |
17,200 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0050 |
0.4% |
65% |
False |
False |
14,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3053 |
|
2.618 |
1.2919 |
|
1.618 |
1.2837 |
|
1.000 |
1.2786 |
|
0.618 |
1.2755 |
|
HIGH |
1.2704 |
|
0.618 |
1.2673 |
|
0.500 |
1.2663 |
|
0.382 |
1.2653 |
|
LOW |
1.2622 |
|
0.618 |
1.2571 |
|
1.000 |
1.2540 |
|
1.618 |
1.2489 |
|
2.618 |
1.2407 |
|
4.250 |
1.2274 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2682 |
1.2686 |
| PP |
1.2672 |
1.2680 |
| S1 |
1.2663 |
1.2675 |
|