CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2856 |
1.2868 |
0.0012 |
0.1% |
1.2918 |
| High |
1.2884 |
1.2894 |
0.0010 |
0.1% |
1.2947 |
| Low |
1.2855 |
1.2812 |
-0.0043 |
-0.3% |
1.2853 |
| Close |
1.2878 |
1.2870 |
-0.0008 |
-0.1% |
1.2878 |
| Range |
0.0029 |
0.0082 |
0.0053 |
182.8% |
0.0094 |
| ATR |
0.0061 |
0.0063 |
0.0001 |
2.5% |
0.0000 |
| Volume |
72,981 |
121,586 |
48,605 |
66.6% |
414,225 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3105 |
1.3069 |
1.2915 |
|
| R3 |
1.3023 |
1.2987 |
1.2893 |
|
| R2 |
1.2941 |
1.2941 |
1.2885 |
|
| R1 |
1.2905 |
1.2905 |
1.2878 |
1.2923 |
| PP |
1.2859 |
1.2859 |
1.2859 |
1.2868 |
| S1 |
1.2823 |
1.2823 |
1.2862 |
1.2841 |
| S2 |
1.2777 |
1.2777 |
1.2855 |
|
| S3 |
1.2695 |
1.2741 |
1.2847 |
|
| S4 |
1.2613 |
1.2659 |
1.2825 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3175 |
1.3120 |
1.2930 |
|
| R3 |
1.3081 |
1.3026 |
1.2904 |
|
| R2 |
1.2987 |
1.2987 |
1.2895 |
|
| R1 |
1.2932 |
1.2932 |
1.2887 |
1.2913 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2883 |
| S1 |
1.2838 |
1.2838 |
1.2869 |
1.2819 |
| S2 |
1.2799 |
1.2799 |
1.2861 |
|
| S3 |
1.2705 |
1.2744 |
1.2852 |
|
| S4 |
1.2611 |
1.2650 |
1.2826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2943 |
1.2812 |
0.0131 |
1.0% |
0.0057 |
0.4% |
44% |
False |
True |
91,224 |
| 10 |
1.3050 |
1.2812 |
0.0238 |
1.8% |
0.0056 |
0.4% |
24% |
False |
True |
90,744 |
| 20 |
1.3050 |
1.2622 |
0.0428 |
3.3% |
0.0064 |
0.5% |
58% |
False |
False |
100,975 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0067 |
0.5% |
58% |
False |
False |
86,957 |
| 60 |
1.3050 |
1.2460 |
0.0590 |
4.6% |
0.0064 |
0.5% |
69% |
False |
False |
58,672 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0064 |
0.5% |
75% |
False |
False |
44,041 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0061 |
0.5% |
75% |
False |
False |
35,271 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0053 |
0.4% |
75% |
False |
False |
29,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3243 |
|
2.618 |
1.3109 |
|
1.618 |
1.3027 |
|
1.000 |
1.2976 |
|
0.618 |
1.2945 |
|
HIGH |
1.2894 |
|
0.618 |
1.2863 |
|
0.500 |
1.2853 |
|
0.382 |
1.2843 |
|
LOW |
1.2812 |
|
0.618 |
1.2761 |
|
1.000 |
1.2730 |
|
1.618 |
1.2679 |
|
2.618 |
1.2597 |
|
4.250 |
1.2464 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2864 |
1.2869 |
| PP |
1.2859 |
1.2867 |
| S1 |
1.2853 |
1.2866 |
|