CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2952 |
1.2918 |
-0.0034 |
-0.3% |
1.2990 |
| High |
1.2957 |
1.2947 |
-0.0010 |
-0.1% |
1.3050 |
| Low |
1.2907 |
1.2911 |
0.0004 |
0.0% |
1.2907 |
| Close |
1.2915 |
1.2931 |
0.0016 |
0.1% |
1.2915 |
| Range |
0.0050 |
0.0036 |
-0.0014 |
-28.0% |
0.0143 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
76,096 |
79,688 |
3,592 |
4.7% |
489,105 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3038 |
1.3020 |
1.2951 |
|
| R3 |
1.3002 |
1.2984 |
1.2941 |
|
| R2 |
1.2966 |
1.2966 |
1.2938 |
|
| R1 |
1.2948 |
1.2948 |
1.2934 |
1.2957 |
| PP |
1.2930 |
1.2930 |
1.2930 |
1.2934 |
| S1 |
1.2912 |
1.2912 |
1.2928 |
1.2921 |
| S2 |
1.2894 |
1.2894 |
1.2924 |
|
| S3 |
1.2858 |
1.2876 |
1.2921 |
|
| S4 |
1.2822 |
1.2840 |
1.2911 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3386 |
1.3294 |
1.2994 |
|
| R3 |
1.3243 |
1.3151 |
1.2954 |
|
| R2 |
1.3100 |
1.3100 |
1.2941 |
|
| R1 |
1.3008 |
1.3008 |
1.2928 |
1.2983 |
| PP |
1.2957 |
1.2957 |
1.2957 |
1.2945 |
| S1 |
1.2865 |
1.2865 |
1.2902 |
1.2840 |
| S2 |
1.2814 |
1.2814 |
1.2889 |
|
| S3 |
1.2671 |
1.2722 |
1.2876 |
|
| S4 |
1.2528 |
1.2579 |
1.2836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3050 |
1.2907 |
0.0143 |
1.1% |
0.0055 |
0.4% |
17% |
False |
False |
90,264 |
| 10 |
1.3050 |
1.2785 |
0.0265 |
2.0% |
0.0061 |
0.5% |
55% |
False |
False |
101,301 |
| 20 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0066 |
0.5% |
72% |
False |
False |
100,612 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0068 |
0.5% |
72% |
False |
False |
76,389 |
| 60 |
1.3050 |
1.2460 |
0.0590 |
4.6% |
0.0064 |
0.5% |
80% |
False |
False |
51,078 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0064 |
0.5% |
84% |
False |
False |
38,352 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0059 |
0.5% |
84% |
False |
False |
30,711 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0053 |
0.4% |
84% |
False |
False |
25,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3100 |
|
2.618 |
1.3041 |
|
1.618 |
1.3005 |
|
1.000 |
1.2983 |
|
0.618 |
1.2969 |
|
HIGH |
1.2947 |
|
0.618 |
1.2933 |
|
0.500 |
1.2929 |
|
0.382 |
1.2925 |
|
LOW |
1.2911 |
|
0.618 |
1.2889 |
|
1.000 |
1.2875 |
|
1.618 |
1.2853 |
|
2.618 |
1.2817 |
|
4.250 |
1.2758 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2930 |
1.2963 |
| PP |
1.2930 |
1.2952 |
| S1 |
1.2929 |
1.2942 |
|