CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2990 |
1.2973 |
-0.0017 |
-0.1% |
1.2820 |
| High |
1.3001 |
1.2986 |
-0.0015 |
-0.1% |
1.2997 |
| Low |
1.2968 |
1.2944 |
-0.0024 |
-0.2% |
1.2785 |
| Close |
1.2979 |
1.2975 |
-0.0004 |
0.0% |
1.2996 |
| Range |
0.0033 |
0.0042 |
0.0009 |
27.3% |
0.0212 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
117,469 |
99,545 |
-17,924 |
-15.3% |
548,906 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3094 |
1.3077 |
1.2998 |
|
| R3 |
1.3052 |
1.3035 |
1.2987 |
|
| R2 |
1.3010 |
1.3010 |
1.2983 |
|
| R1 |
1.2993 |
1.2993 |
1.2979 |
1.3002 |
| PP |
1.2968 |
1.2968 |
1.2968 |
1.2973 |
| S1 |
1.2951 |
1.2951 |
1.2971 |
1.2960 |
| S2 |
1.2926 |
1.2926 |
1.2967 |
|
| S3 |
1.2884 |
1.2909 |
1.2963 |
|
| S4 |
1.2842 |
1.2867 |
1.2952 |
|
|
| 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 |
1.2791 |
0.0210 |
1.6% |
0.0066 |
0.5% |
88% |
False |
False |
115,232 |
| 10 |
1.3001 |
1.2622 |
0.0379 |
2.9% |
0.0068 |
0.5% |
93% |
False |
False |
109,191 |
| 20 |
1.3001 |
1.2620 |
0.0381 |
2.9% |
0.0066 |
0.5% |
93% |
False |
False |
104,970 |
| 40 |
1.3001 |
1.2620 |
0.0381 |
2.9% |
0.0066 |
0.5% |
93% |
False |
False |
67,750 |
| 60 |
1.3001 |
1.2326 |
0.0675 |
5.2% |
0.0065 |
0.5% |
96% |
False |
False |
45,221 |
| 80 |
1.3001 |
1.2326 |
0.0675 |
5.2% |
0.0064 |
0.5% |
96% |
False |
False |
33,959 |
| 100 |
1.3001 |
1.2326 |
0.0675 |
5.2% |
0.0058 |
0.4% |
96% |
False |
False |
27,194 |
| 120 |
1.3001 |
1.2326 |
0.0675 |
5.2% |
0.0052 |
0.4% |
96% |
False |
False |
22,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3165 |
|
2.618 |
1.3096 |
|
1.618 |
1.3054 |
|
1.000 |
1.3028 |
|
0.618 |
1.3012 |
|
HIGH |
1.2986 |
|
0.618 |
1.2970 |
|
0.500 |
1.2965 |
|
0.382 |
1.2960 |
|
LOW |
1.2944 |
|
0.618 |
1.2918 |
|
1.000 |
1.2902 |
|
1.618 |
1.2876 |
|
2.618 |
1.2834 |
|
4.250 |
1.2766 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2972 |
1.2968 |
| PP |
1.2968 |
1.2962 |
| S1 |
1.2965 |
1.2955 |
|