CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2658 |
1.2694 |
0.0036 |
0.3% |
1.2647 |
| High |
1.2704 |
1.2785 |
0.0081 |
0.6% |
1.2710 |
| Low |
1.2622 |
1.2685 |
0.0063 |
0.5% |
1.2620 |
| Close |
1.2691 |
1.2743 |
0.0052 |
0.4% |
1.2649 |
| Range |
0.0082 |
0.0100 |
0.0018 |
22.0% |
0.0090 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.2% |
0.0000 |
| Volume |
92,428 |
104,246 |
11,818 |
12.8% |
448,871 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3038 |
1.2990 |
1.2798 |
|
| R3 |
1.2938 |
1.2890 |
1.2771 |
|
| R2 |
1.2838 |
1.2838 |
1.2761 |
|
| R1 |
1.2790 |
1.2790 |
1.2752 |
1.2814 |
| PP |
1.2738 |
1.2738 |
1.2738 |
1.2750 |
| S1 |
1.2690 |
1.2690 |
1.2734 |
1.2714 |
| S2 |
1.2638 |
1.2638 |
1.2725 |
|
| S3 |
1.2538 |
1.2590 |
1.2716 |
|
| S4 |
1.2438 |
1.2490 |
1.2688 |
|
|
| 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 |
1.2785 |
1.2620 |
0.0165 |
1.3% |
0.0081 |
0.6% |
75% |
True |
False |
100,959 |
| 10 |
1.2785 |
1.2620 |
0.0165 |
1.3% |
0.0072 |
0.6% |
75% |
True |
False |
101,906 |
| 20 |
1.2868 |
1.2620 |
0.0248 |
1.9% |
0.0071 |
0.6% |
50% |
False |
False |
88,271 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0065 |
0.5% |
69% |
False |
False |
45,424 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0067 |
0.5% |
77% |
False |
False |
30,327 |
| 80 |
1.2868 |
1.2326 |
0.0542 |
4.3% |
0.0062 |
0.5% |
77% |
False |
False |
22,776 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0054 |
0.4% |
74% |
False |
False |
18,242 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0051 |
0.4% |
74% |
False |
False |
15,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3210 |
|
2.618 |
1.3047 |
|
1.618 |
1.2947 |
|
1.000 |
1.2885 |
|
0.618 |
1.2847 |
|
HIGH |
1.2785 |
|
0.618 |
1.2747 |
|
0.500 |
1.2735 |
|
0.382 |
1.2723 |
|
LOW |
1.2685 |
|
0.618 |
1.2623 |
|
1.000 |
1.2585 |
|
1.618 |
1.2523 |
|
2.618 |
1.2423 |
|
4.250 |
1.2260 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2740 |
1.2730 |
| PP |
1.2738 |
1.2717 |
| S1 |
1.2735 |
1.2704 |
|