CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2694 |
1.2753 |
0.0059 |
0.5% |
1.2655 |
| High |
1.2785 |
1.2825 |
0.0040 |
0.3% |
1.2825 |
| Low |
1.2685 |
1.2748 |
0.0063 |
0.5% |
1.2622 |
| Close |
1.2743 |
1.2824 |
0.0081 |
0.6% |
1.2824 |
| Range |
0.0100 |
0.0077 |
-0.0023 |
-23.0% |
0.0203 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.1% |
0.0000 |
| Volume |
104,246 |
129,325 |
25,079 |
24.1% |
445,684 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3030 |
1.3004 |
1.2866 |
|
| R3 |
1.2953 |
1.2927 |
1.2845 |
|
| R2 |
1.2876 |
1.2876 |
1.2838 |
|
| R1 |
1.2850 |
1.2850 |
1.2831 |
1.2863 |
| PP |
1.2799 |
1.2799 |
1.2799 |
1.2806 |
| S1 |
1.2773 |
1.2773 |
1.2817 |
1.2786 |
| S2 |
1.2722 |
1.2722 |
1.2810 |
|
| S3 |
1.2645 |
1.2696 |
1.2803 |
|
| S4 |
1.2568 |
1.2619 |
1.2782 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3366 |
1.3298 |
1.2936 |
|
| R3 |
1.3163 |
1.3095 |
1.2880 |
|
| R2 |
1.2960 |
1.2960 |
1.2861 |
|
| R1 |
1.2892 |
1.2892 |
1.2843 |
1.2926 |
| PP |
1.2757 |
1.2757 |
1.2757 |
1.2774 |
| S1 |
1.2689 |
1.2689 |
1.2805 |
1.2723 |
| S2 |
1.2554 |
1.2554 |
1.2787 |
|
| S3 |
1.2351 |
1.2486 |
1.2768 |
|
| S4 |
1.2148 |
1.2283 |
1.2712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2825 |
1.2622 |
0.0203 |
1.6% |
0.0085 |
0.7% |
100% |
True |
False |
109,989 |
| 10 |
1.2825 |
1.2620 |
0.0205 |
1.6% |
0.0072 |
0.6% |
100% |
True |
False |
100,525 |
| 20 |
1.2868 |
1.2620 |
0.0248 |
1.9% |
0.0074 |
0.6% |
82% |
False |
False |
94,652 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0065 |
0.5% |
89% |
False |
False |
48,653 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0067 |
0.5% |
92% |
False |
False |
32,482 |
| 80 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0062 |
0.5% |
92% |
False |
False |
24,390 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0054 |
0.4% |
88% |
False |
False |
19,535 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0051 |
0.4% |
88% |
False |
False |
16,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3152 |
|
2.618 |
1.3027 |
|
1.618 |
1.2950 |
|
1.000 |
1.2902 |
|
0.618 |
1.2873 |
|
HIGH |
1.2825 |
|
0.618 |
1.2796 |
|
0.500 |
1.2787 |
|
0.382 |
1.2777 |
|
LOW |
1.2748 |
|
0.618 |
1.2700 |
|
1.000 |
1.2671 |
|
1.618 |
1.2623 |
|
2.618 |
1.2546 |
|
4.250 |
1.2421 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2812 |
1.2791 |
| PP |
1.2799 |
1.2757 |
| S1 |
1.2787 |
1.2724 |
|