CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 09-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2820 |
1.2814 |
-0.0006 |
0.0% |
1.2655 |
| High |
1.2853 |
1.2832 |
-0.0021 |
-0.2% |
1.2825 |
| Low |
1.2808 |
1.2785 |
-0.0023 |
-0.2% |
1.2622 |
| Close |
1.2820 |
1.2794 |
-0.0026 |
-0.2% |
1.2824 |
| Range |
0.0045 |
0.0047 |
0.0002 |
4.4% |
0.0203 |
| ATR |
0.0070 |
0.0069 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
104,685 |
85,074 |
-19,611 |
-18.7% |
445,684 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2945 |
1.2916 |
1.2820 |
|
| R3 |
1.2898 |
1.2869 |
1.2807 |
|
| R2 |
1.2851 |
1.2851 |
1.2803 |
|
| R1 |
1.2822 |
1.2822 |
1.2798 |
1.2813 |
| PP |
1.2804 |
1.2804 |
1.2804 |
1.2799 |
| S1 |
1.2775 |
1.2775 |
1.2790 |
1.2766 |
| S2 |
1.2757 |
1.2757 |
1.2785 |
|
| S3 |
1.2710 |
1.2728 |
1.2781 |
|
| S4 |
1.2663 |
1.2681 |
1.2768 |
|
|
| 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% |
0.0070 |
0.5% |
74% |
False |
False |
103,151 |
| 10 |
1.2853 |
1.2620 |
0.0233 |
1.8% |
0.0069 |
0.5% |
75% |
False |
False |
100,826 |
| 20 |
1.2868 |
1.2620 |
0.0248 |
1.9% |
0.0070 |
0.5% |
70% |
False |
False |
103,148 |
| 40 |
1.2868 |
1.2516 |
0.0352 |
2.8% |
0.0065 |
0.5% |
79% |
False |
False |
53,392 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0065 |
0.5% |
86% |
False |
False |
35,638 |
| 80 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0063 |
0.5% |
86% |
False |
False |
26,761 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0055 |
0.4% |
83% |
False |
False |
21,433 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0051 |
0.4% |
83% |
False |
False |
17,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3032 |
|
2.618 |
1.2955 |
|
1.618 |
1.2908 |
|
1.000 |
1.2879 |
|
0.618 |
1.2861 |
|
HIGH |
1.2832 |
|
0.618 |
1.2814 |
|
0.500 |
1.2809 |
|
0.382 |
1.2803 |
|
LOW |
1.2785 |
|
0.618 |
1.2756 |
|
1.000 |
1.2738 |
|
1.618 |
1.2709 |
|
2.618 |
1.2662 |
|
4.250 |
1.2585 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2809 |
1.2801 |
| PP |
1.2804 |
1.2798 |
| S1 |
1.2799 |
1.2796 |
|