CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2973 |
1.2979 |
0.0006 |
0.0% |
1.2820 |
| High |
1.2986 |
1.3050 |
0.0064 |
0.5% |
1.2997 |
| Low |
1.2944 |
1.2973 |
0.0029 |
0.2% |
1.2785 |
| Close |
1.2975 |
1.3012 |
0.0037 |
0.3% |
1.2996 |
| Range |
0.0042 |
0.0077 |
0.0035 |
83.3% |
0.0212 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.0% |
0.0000 |
| Volume |
99,545 |
116,103 |
16,558 |
16.6% |
548,906 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3243 |
1.3204 |
1.3054 |
|
| R3 |
1.3166 |
1.3127 |
1.3033 |
|
| R2 |
1.3089 |
1.3089 |
1.3026 |
|
| R1 |
1.3050 |
1.3050 |
1.3019 |
1.3070 |
| PP |
1.3012 |
1.3012 |
1.3012 |
1.3021 |
| S1 |
1.2973 |
1.2973 |
1.3005 |
1.2993 |
| S2 |
1.2935 |
1.2935 |
1.2998 |
|
| S3 |
1.2858 |
1.2896 |
1.2991 |
|
| S4 |
1.2781 |
1.2819 |
1.2970 |
|
|
| 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 |
1.3050 |
1.2855 |
0.0195 |
1.5% |
0.0068 |
0.5% |
81% |
True |
False |
120,410 |
| 10 |
1.3050 |
1.2685 |
0.0365 |
2.8% |
0.0068 |
0.5% |
90% |
True |
False |
111,559 |
| 20 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0068 |
0.5% |
91% |
True |
False |
105,796 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0067 |
0.5% |
91% |
True |
False |
70,649 |
| 60 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0065 |
0.5% |
95% |
True |
False |
47,154 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0064 |
0.5% |
95% |
True |
False |
35,410 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0058 |
0.4% |
95% |
True |
False |
28,355 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0052 |
0.4% |
95% |
True |
False |
23,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3377 |
|
2.618 |
1.3252 |
|
1.618 |
1.3175 |
|
1.000 |
1.3127 |
|
0.618 |
1.3098 |
|
HIGH |
1.3050 |
|
0.618 |
1.3021 |
|
0.500 |
1.3012 |
|
0.382 |
1.3002 |
|
LOW |
1.2973 |
|
0.618 |
1.2925 |
|
1.000 |
1.2896 |
|
1.618 |
1.2848 |
|
2.618 |
1.2771 |
|
4.250 |
1.2646 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3012 |
1.3007 |
| PP |
1.3012 |
1.3002 |
| S1 |
1.3012 |
1.2997 |
|