CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2753 |
1.2820 |
0.0067 |
0.5% |
1.2655 |
| High |
1.2825 |
1.2853 |
0.0028 |
0.2% |
1.2825 |
| Low |
1.2748 |
1.2808 |
0.0060 |
0.5% |
1.2622 |
| Close |
1.2824 |
1.2820 |
-0.0004 |
0.0% |
1.2824 |
| Range |
0.0077 |
0.0045 |
-0.0032 |
-41.6% |
0.0203 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
129,325 |
104,685 |
-24,640 |
-19.1% |
445,684 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2962 |
1.2936 |
1.2845 |
|
| R3 |
1.2917 |
1.2891 |
1.2832 |
|
| R2 |
1.2872 |
1.2872 |
1.2828 |
|
| R1 |
1.2846 |
1.2846 |
1.2824 |
1.2843 |
| PP |
1.2827 |
1.2827 |
1.2827 |
1.2825 |
| S1 |
1.2801 |
1.2801 |
1.2816 |
1.2798 |
| S2 |
1.2782 |
1.2782 |
1.2812 |
|
| S3 |
1.2737 |
1.2756 |
1.2808 |
|
| S4 |
1.2692 |
1.2711 |
1.2795 |
|
|
| 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 |
1.2853 |
1.2622 |
0.0231 |
1.8% |
0.0078 |
0.6% |
86% |
True |
False |
110,073 |
| 10 |
1.2853 |
1.2620 |
0.0233 |
1.8% |
0.0071 |
0.5% |
86% |
True |
False |
99,924 |
| 20 |
1.2868 |
1.2620 |
0.0248 |
1.9% |
0.0074 |
0.6% |
81% |
False |
False |
99,441 |
| 40 |
1.2868 |
1.2460 |
0.0408 |
3.2% |
0.0066 |
0.5% |
88% |
False |
False |
51,268 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0065 |
0.5% |
91% |
False |
False |
34,225 |
| 80 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0062 |
0.5% |
91% |
False |
False |
25,698 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0055 |
0.4% |
88% |
False |
False |
20,582 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0051 |
0.4% |
88% |
False |
False |
17,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3044 |
|
2.618 |
1.2971 |
|
1.618 |
1.2926 |
|
1.000 |
1.2898 |
|
0.618 |
1.2881 |
|
HIGH |
1.2853 |
|
0.618 |
1.2836 |
|
0.500 |
1.2831 |
|
0.382 |
1.2825 |
|
LOW |
1.2808 |
|
0.618 |
1.2780 |
|
1.000 |
1.2763 |
|
1.618 |
1.2735 |
|
2.618 |
1.2690 |
|
4.250 |
1.2617 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2831 |
1.2803 |
| PP |
1.2827 |
1.2786 |
| S1 |
1.2824 |
1.2769 |
|