CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2921 |
1.2990 |
0.0069 |
0.5% |
1.2820 |
| High |
1.2997 |
1.3001 |
0.0004 |
0.0% |
1.2997 |
| Low |
1.2909 |
1.2968 |
0.0059 |
0.5% |
1.2785 |
| Close |
1.2996 |
1.2979 |
-0.0017 |
-0.1% |
1.2996 |
| Range |
0.0088 |
0.0033 |
-0.0055 |
-62.5% |
0.0212 |
| ATR |
0.0072 |
0.0069 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
118,440 |
117,469 |
-971 |
-0.8% |
548,906 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3082 |
1.3063 |
1.2997 |
|
| R3 |
1.3049 |
1.3030 |
1.2988 |
|
| R2 |
1.3016 |
1.3016 |
1.2985 |
|
| R1 |
1.2997 |
1.2997 |
1.2982 |
1.2990 |
| PP |
1.2983 |
1.2983 |
1.2983 |
1.2979 |
| S1 |
1.2964 |
1.2964 |
1.2976 |
1.2957 |
| S2 |
1.2950 |
1.2950 |
1.2973 |
|
| S3 |
1.2917 |
1.2931 |
1.2970 |
|
| S4 |
1.2884 |
1.2898 |
1.2961 |
|
|
| 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 |
1.3001 |
1.2785 |
0.0216 |
1.7% |
0.0067 |
0.5% |
90% |
True |
False |
112,338 |
| 10 |
1.3001 |
1.2622 |
0.0379 |
2.9% |
0.0072 |
0.6% |
94% |
True |
False |
111,205 |
| 20 |
1.3001 |
1.2620 |
0.0381 |
2.9% |
0.0070 |
0.5% |
94% |
True |
False |
107,852 |
| 40 |
1.3001 |
1.2620 |
0.0381 |
2.9% |
0.0066 |
0.5% |
94% |
True |
False |
65,277 |
| 60 |
1.3001 |
1.2326 |
0.0675 |
5.2% |
0.0065 |
0.5% |
97% |
True |
False |
43,564 |
| 80 |
1.3001 |
1.2326 |
0.0675 |
5.2% |
0.0065 |
0.5% |
97% |
True |
False |
32,716 |
| 100 |
1.3001 |
1.2326 |
0.0675 |
5.2% |
0.0057 |
0.4% |
97% |
True |
False |
26,198 |
| 120 |
1.3001 |
1.2326 |
0.0675 |
5.2% |
0.0052 |
0.4% |
97% |
True |
False |
21,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3141 |
|
2.618 |
1.3087 |
|
1.618 |
1.3054 |
|
1.000 |
1.3034 |
|
0.618 |
1.3021 |
|
HIGH |
1.3001 |
|
0.618 |
1.2988 |
|
0.500 |
1.2985 |
|
0.382 |
1.2981 |
|
LOW |
1.2968 |
|
0.618 |
1.2948 |
|
1.000 |
1.2935 |
|
1.618 |
1.2915 |
|
2.618 |
1.2882 |
|
4.250 |
1.2828 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2985 |
1.2962 |
| PP |
1.2983 |
1.2945 |
| S1 |
1.2981 |
1.2928 |
|