CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2918 |
1.2938 |
0.0020 |
0.2% |
1.2990 |
| High |
1.2947 |
1.2941 |
-0.0006 |
0.0% |
1.3050 |
| Low |
1.2911 |
1.2893 |
-0.0018 |
-0.1% |
1.2907 |
| Close |
1.2931 |
1.2909 |
-0.0022 |
-0.2% |
1.2915 |
| Range |
0.0036 |
0.0048 |
0.0012 |
33.3% |
0.0143 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
79,688 |
69,599 |
-10,089 |
-12.7% |
489,105 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3058 |
1.3032 |
1.2935 |
|
| R3 |
1.3010 |
1.2984 |
1.2922 |
|
| R2 |
1.2962 |
1.2962 |
1.2918 |
|
| R1 |
1.2936 |
1.2936 |
1.2913 |
1.2925 |
| PP |
1.2914 |
1.2914 |
1.2914 |
1.2909 |
| S1 |
1.2888 |
1.2888 |
1.2905 |
1.2877 |
| S2 |
1.2866 |
1.2866 |
1.2900 |
|
| S3 |
1.2818 |
1.2840 |
1.2896 |
|
| S4 |
1.2770 |
1.2792 |
1.2883 |
|
|
| 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 |
1.2893 |
0.0157 |
1.2% |
0.0057 |
0.4% |
10% |
False |
True |
84,275 |
| 10 |
1.3050 |
1.2791 |
0.0259 |
2.0% |
0.0061 |
0.5% |
46% |
False |
False |
99,753 |
| 20 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0065 |
0.5% |
67% |
False |
False |
100,290 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0068 |
0.5% |
67% |
False |
False |
78,090 |
| 60 |
1.3050 |
1.2460 |
0.0590 |
4.6% |
0.0064 |
0.5% |
76% |
False |
False |
52,237 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0064 |
0.5% |
81% |
False |
False |
39,220 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0060 |
0.5% |
81% |
False |
False |
31,407 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0053 |
0.4% |
81% |
False |
False |
26,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3145 |
|
2.618 |
1.3067 |
|
1.618 |
1.3019 |
|
1.000 |
1.2989 |
|
0.618 |
1.2971 |
|
HIGH |
1.2941 |
|
0.618 |
1.2923 |
|
0.500 |
1.2917 |
|
0.382 |
1.2911 |
|
LOW |
1.2893 |
|
0.618 |
1.2863 |
|
1.000 |
1.2845 |
|
1.618 |
1.2815 |
|
2.618 |
1.2767 |
|
4.250 |
1.2689 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2917 |
1.2925 |
| PP |
1.2914 |
1.2920 |
| S1 |
1.2912 |
1.2914 |
|