CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2814 |
1.2795 |
-0.0019 |
-0.1% |
1.2655 |
| High |
1.2832 |
1.2856 |
0.0024 |
0.2% |
1.2825 |
| Low |
1.2785 |
1.2791 |
0.0006 |
0.0% |
1.2622 |
| Close |
1.2794 |
1.2853 |
0.0059 |
0.5% |
1.2824 |
| Range |
0.0047 |
0.0065 |
0.0018 |
38.3% |
0.0203 |
| ATR |
0.0069 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
85,074 |
90,212 |
5,138 |
6.0% |
445,684 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3028 |
1.3006 |
1.2889 |
|
| R3 |
1.2963 |
1.2941 |
1.2871 |
|
| R2 |
1.2898 |
1.2898 |
1.2865 |
|
| R1 |
1.2876 |
1.2876 |
1.2859 |
1.2887 |
| PP |
1.2833 |
1.2833 |
1.2833 |
1.2839 |
| S1 |
1.2811 |
1.2811 |
1.2847 |
1.2822 |
| S2 |
1.2768 |
1.2768 |
1.2841 |
|
| S3 |
1.2703 |
1.2746 |
1.2835 |
|
| S4 |
1.2638 |
1.2681 |
1.2817 |
|
|
| 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 |
1.2856 |
1.2685 |
0.0171 |
1.3% |
0.0067 |
0.5% |
98% |
True |
False |
102,708 |
| 10 |
1.2856 |
1.2620 |
0.0236 |
1.8% |
0.0072 |
0.6% |
99% |
True |
False |
102,420 |
| 20 |
1.2868 |
1.2620 |
0.0248 |
1.9% |
0.0070 |
0.5% |
94% |
False |
False |
106,112 |
| 40 |
1.2868 |
1.2531 |
0.0337 |
2.6% |
0.0066 |
0.5% |
96% |
False |
False |
55,645 |
| 60 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0064 |
0.5% |
97% |
False |
False |
37,140 |
| 80 |
1.2868 |
1.2326 |
0.0542 |
4.2% |
0.0063 |
0.5% |
97% |
False |
False |
27,888 |
| 100 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0055 |
0.4% |
94% |
False |
False |
22,335 |
| 120 |
1.2889 |
1.2326 |
0.0563 |
4.4% |
0.0051 |
0.4% |
94% |
False |
False |
18,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3132 |
|
2.618 |
1.3026 |
|
1.618 |
1.2961 |
|
1.000 |
1.2921 |
|
0.618 |
1.2896 |
|
HIGH |
1.2856 |
|
0.618 |
1.2831 |
|
0.500 |
1.2824 |
|
0.382 |
1.2816 |
|
LOW |
1.2791 |
|
0.618 |
1.2751 |
|
1.000 |
1.2726 |
|
1.618 |
1.2686 |
|
2.618 |
1.2621 |
|
4.250 |
1.2515 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2843 |
1.2842 |
| PP |
1.2833 |
1.2831 |
| S1 |
1.2824 |
1.2821 |
|