CME British Pound Future September 2024


Trading Metrics calculated at close of trading on 24-Jul-2024
Day Change Summary
Previous Current
23-Jul-2024 24-Jul-2024 Change Change % Previous Week
Open 1.2938 1.2914 -0.0024 -0.2% 1.2990
High 1.2941 1.2943 0.0002 0.0% 1.3050
Low 1.2893 1.2883 -0.0010 -0.1% 1.2907
Close 1.2909 1.2909 0.0000 0.0% 1.2915
Range 0.0048 0.0060 0.0012 25.0% 0.0143
ATR 0.0064 0.0063 0.0000 -0.4% 0.0000
Volume 69,599 86,526 16,927 24.3% 489,105
Daily Pivots for day following 24-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.3092 1.3060 1.2942
R3 1.3032 1.3000 1.2926
R2 1.2972 1.2972 1.2920
R1 1.2940 1.2940 1.2915 1.2926
PP 1.2912 1.2912 1.2912 1.2905
S1 1.2880 1.2880 1.2904 1.2866
S2 1.2852 1.2852 1.2898
S3 1.2792 1.2820 1.2893
S4 1.2732 1.2760 1.2876
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 1.3018 1.2883 0.0135 1.0% 0.0053 0.4% 19% False True 78,360
10 1.3050 1.2855 0.0195 1.5% 0.0061 0.5% 28% False False 99,385
20 1.3050 1.2620 0.0430 3.3% 0.0066 0.5% 67% False False 100,902
40 1.3050 1.2620 0.0430 3.3% 0.0068 0.5% 67% False False 80,197
60 1.3050 1.2460 0.0590 4.6% 0.0064 0.5% 76% False False 53,679
80 1.3050 1.2326 0.0724 5.6% 0.0064 0.5% 81% False False 40,294
100 1.3050 1.2326 0.0724 5.6% 0.0060 0.5% 81% False False 32,272
120 1.3050 1.2326 0.0724 5.6% 0.0053 0.4% 81% False False 26,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3198
2.618 1.3100
1.618 1.3040
1.000 1.3003
0.618 1.2980
HIGH 1.2943
0.618 1.2920
0.500 1.2913
0.382 1.2906
LOW 1.2883
0.618 1.2846
1.000 1.2823
1.618 1.2786
2.618 1.2726
4.250 1.2628
Fisher Pivots for day following 24-Jul-2024
Pivot 1 day 3 day
R1 1.2913 1.2915
PP 1.2912 1.2913
S1 1.2910 1.2911

These figures are updated between 7pm and 10pm EST after a trading day.

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