CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2795 |
1.2856 |
0.0061 |
0.5% |
1.2655 |
| High |
1.2856 |
1.2956 |
0.0100 |
0.8% |
1.2825 |
| Low |
1.2791 |
1.2855 |
0.0064 |
0.5% |
1.2622 |
| Close |
1.2853 |
1.2920 |
0.0067 |
0.5% |
1.2824 |
| Range |
0.0065 |
0.0101 |
0.0036 |
55.4% |
0.0203 |
| ATR |
0.0068 |
0.0071 |
0.0002 |
3.6% |
0.0000 |
| Volume |
90,212 |
150,495 |
60,283 |
66.8% |
445,684 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3213 |
1.3168 |
1.2976 |
|
| R3 |
1.3112 |
1.3067 |
1.2948 |
|
| R2 |
1.3011 |
1.3011 |
1.2939 |
|
| R1 |
1.2966 |
1.2966 |
1.2929 |
1.2989 |
| PP |
1.2910 |
1.2910 |
1.2910 |
1.2922 |
| S1 |
1.2865 |
1.2865 |
1.2911 |
1.2888 |
| S2 |
1.2809 |
1.2809 |
1.2901 |
|
| S3 |
1.2708 |
1.2764 |
1.2892 |
|
| S4 |
1.2607 |
1.2663 |
1.2864 |
|
|
| 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 |
1.2956 |
1.2748 |
0.0208 |
1.6% |
0.0067 |
0.5% |
83% |
True |
False |
111,958 |
| 10 |
1.2956 |
1.2620 |
0.0336 |
2.6% |
0.0074 |
0.6% |
89% |
True |
False |
106,458 |
| 20 |
1.2956 |
1.2620 |
0.0336 |
2.6% |
0.0073 |
0.6% |
89% |
True |
False |
109,764 |
| 40 |
1.2956 |
1.2537 |
0.0419 |
3.2% |
0.0067 |
0.5% |
91% |
True |
False |
59,404 |
| 60 |
1.2956 |
1.2326 |
0.0630 |
4.9% |
0.0065 |
0.5% |
94% |
True |
False |
39,647 |
| 80 |
1.2956 |
1.2326 |
0.0630 |
4.9% |
0.0064 |
0.5% |
94% |
True |
False |
29,768 |
| 100 |
1.2956 |
1.2326 |
0.0630 |
4.9% |
0.0056 |
0.4% |
94% |
True |
False |
23,840 |
| 120 |
1.2956 |
1.2326 |
0.0630 |
4.9% |
0.0052 |
0.4% |
94% |
True |
False |
19,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3385 |
|
2.618 |
1.3220 |
|
1.618 |
1.3119 |
|
1.000 |
1.3057 |
|
0.618 |
1.3018 |
|
HIGH |
1.2956 |
|
0.618 |
1.2917 |
|
0.500 |
1.2906 |
|
0.382 |
1.2894 |
|
LOW |
1.2855 |
|
0.618 |
1.2793 |
|
1.000 |
1.2754 |
|
1.618 |
1.2692 |
|
2.618 |
1.2591 |
|
4.250 |
1.2426 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2915 |
1.2904 |
| PP |
1.2910 |
1.2887 |
| S1 |
1.2906 |
1.2871 |
|