CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2856 |
1.2921 |
0.0065 |
0.5% |
1.2820 |
| High |
1.2956 |
1.2997 |
0.0041 |
0.3% |
1.2997 |
| Low |
1.2855 |
1.2909 |
0.0054 |
0.4% |
1.2785 |
| Close |
1.2920 |
1.2996 |
0.0076 |
0.6% |
1.2996 |
| Range |
0.0101 |
0.0088 |
-0.0013 |
-12.9% |
0.0212 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.7% |
0.0000 |
| Volume |
150,495 |
118,440 |
-32,055 |
-21.3% |
548,906 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3231 |
1.3202 |
1.3044 |
|
| R3 |
1.3143 |
1.3114 |
1.3020 |
|
| R2 |
1.3055 |
1.3055 |
1.3012 |
|
| R1 |
1.3026 |
1.3026 |
1.3004 |
1.3041 |
| PP |
1.2967 |
1.2967 |
1.2967 |
1.2975 |
| S1 |
1.2938 |
1.2938 |
1.2988 |
1.2953 |
| S2 |
1.2879 |
1.2879 |
1.2980 |
|
| S3 |
1.2791 |
1.2850 |
1.2972 |
|
| S4 |
1.2703 |
1.2762 |
1.2948 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3562 |
1.3491 |
1.3113 |
|
| R3 |
1.3350 |
1.3279 |
1.3054 |
|
| R2 |
1.3138 |
1.3138 |
1.3035 |
|
| R1 |
1.3067 |
1.3067 |
1.3015 |
1.3103 |
| PP |
1.2926 |
1.2926 |
1.2926 |
1.2944 |
| S1 |
1.2855 |
1.2855 |
1.2977 |
1.2891 |
| S2 |
1.2714 |
1.2714 |
1.2957 |
|
| S3 |
1.2502 |
1.2643 |
1.2938 |
|
| S4 |
1.2290 |
1.2431 |
1.2879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2997 |
1.2785 |
0.0212 |
1.6% |
0.0069 |
0.5% |
100% |
True |
False |
109,781 |
| 10 |
1.2997 |
1.2622 |
0.0375 |
2.9% |
0.0077 |
0.6% |
100% |
True |
False |
109,885 |
| 20 |
1.2997 |
1.2620 |
0.0377 |
2.9% |
0.0071 |
0.5% |
100% |
True |
False |
108,535 |
| 40 |
1.2997 |
1.2604 |
0.0393 |
3.0% |
0.0068 |
0.5% |
100% |
True |
False |
62,358 |
| 60 |
1.2997 |
1.2326 |
0.0671 |
5.2% |
0.0065 |
0.5% |
100% |
True |
False |
41,618 |
| 80 |
1.2997 |
1.2326 |
0.0671 |
5.2% |
0.0065 |
0.5% |
100% |
True |
False |
31,249 |
| 100 |
1.2997 |
1.2326 |
0.0671 |
5.2% |
0.0057 |
0.4% |
100% |
True |
False |
25,024 |
| 120 |
1.2997 |
1.2326 |
0.0671 |
5.2% |
0.0052 |
0.4% |
100% |
True |
False |
20,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3371 |
|
2.618 |
1.3227 |
|
1.618 |
1.3139 |
|
1.000 |
1.3085 |
|
0.618 |
1.3051 |
|
HIGH |
1.2997 |
|
0.618 |
1.2963 |
|
0.500 |
1.2953 |
|
0.382 |
1.2943 |
|
LOW |
1.2909 |
|
0.618 |
1.2855 |
|
1.000 |
1.2821 |
|
1.618 |
1.2767 |
|
2.618 |
1.2679 |
|
4.250 |
1.2535 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2982 |
1.2962 |
| PP |
1.2967 |
1.2928 |
| S1 |
1.2953 |
1.2894 |
|