CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2914 |
1.2913 |
-0.0001 |
0.0% |
1.2990 |
| High |
1.2943 |
1.2919 |
-0.0024 |
-0.2% |
1.3050 |
| Low |
1.2883 |
1.2853 |
-0.0030 |
-0.2% |
1.2907 |
| Close |
1.2909 |
1.2865 |
-0.0044 |
-0.3% |
1.2915 |
| Range |
0.0060 |
0.0066 |
0.0006 |
10.0% |
0.0143 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.3% |
0.0000 |
| Volume |
86,526 |
105,431 |
18,905 |
21.8% |
489,105 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3077 |
1.3037 |
1.2901 |
|
| R3 |
1.3011 |
1.2971 |
1.2883 |
|
| R2 |
1.2945 |
1.2945 |
1.2877 |
|
| R1 |
1.2905 |
1.2905 |
1.2871 |
1.2892 |
| PP |
1.2879 |
1.2879 |
1.2879 |
1.2873 |
| S1 |
1.2839 |
1.2839 |
1.2859 |
1.2826 |
| S2 |
1.2813 |
1.2813 |
1.2853 |
|
| S3 |
1.2747 |
1.2773 |
1.2847 |
|
| S4 |
1.2681 |
1.2707 |
1.2829 |
|
|
| 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 |
1.2957 |
1.2853 |
0.0104 |
0.8% |
0.0052 |
0.4% |
12% |
False |
True |
83,468 |
| 10 |
1.3050 |
1.2853 |
0.0197 |
1.5% |
0.0057 |
0.4% |
6% |
False |
True |
94,878 |
| 20 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0066 |
0.5% |
57% |
False |
False |
100,668 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0068 |
0.5% |
57% |
False |
False |
82,213 |
| 60 |
1.3050 |
1.2460 |
0.0590 |
4.6% |
0.0064 |
0.5% |
69% |
False |
False |
55,432 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0064 |
0.5% |
74% |
False |
False |
41,611 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0061 |
0.5% |
74% |
False |
False |
33,325 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0053 |
0.4% |
74% |
False |
False |
27,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3200 |
|
2.618 |
1.3092 |
|
1.618 |
1.3026 |
|
1.000 |
1.2985 |
|
0.618 |
1.2960 |
|
HIGH |
1.2919 |
|
0.618 |
1.2894 |
|
0.500 |
1.2886 |
|
0.382 |
1.2878 |
|
LOW |
1.2853 |
|
0.618 |
1.2812 |
|
1.000 |
1.2787 |
|
1.618 |
1.2746 |
|
2.618 |
1.2680 |
|
4.250 |
1.2573 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2886 |
1.2898 |
| PP |
1.2879 |
1.2887 |
| S1 |
1.2872 |
1.2876 |
|