CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2868 |
1.2867 |
-0.0001 |
0.0% |
1.2918 |
| High |
1.2894 |
1.2872 |
-0.0022 |
-0.2% |
1.2947 |
| Low |
1.2812 |
1.2825 |
0.0013 |
0.1% |
1.2853 |
| Close |
1.2870 |
1.2838 |
-0.0032 |
-0.2% |
1.2878 |
| Range |
0.0082 |
0.0047 |
-0.0035 |
-42.7% |
0.0094 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
121,586 |
69,860 |
-51,726 |
-42.5% |
414,225 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2986 |
1.2959 |
1.2864 |
|
| R3 |
1.2939 |
1.2912 |
1.2851 |
|
| R2 |
1.2892 |
1.2892 |
1.2847 |
|
| R1 |
1.2865 |
1.2865 |
1.2842 |
1.2855 |
| PP |
1.2845 |
1.2845 |
1.2845 |
1.2840 |
| S1 |
1.2818 |
1.2818 |
1.2834 |
1.2808 |
| S2 |
1.2798 |
1.2798 |
1.2829 |
|
| S3 |
1.2751 |
1.2771 |
1.2825 |
|
| S4 |
1.2704 |
1.2724 |
1.2812 |
|
|
| 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% |
20% |
False |
False |
91,276 |
| 10 |
1.3050 |
1.2812 |
0.0238 |
1.9% |
0.0057 |
0.4% |
11% |
False |
False |
87,776 |
| 20 |
1.3050 |
1.2622 |
0.0428 |
3.3% |
0.0062 |
0.5% |
50% |
False |
False |
98,484 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0067 |
0.5% |
51% |
False |
False |
88,618 |
| 60 |
1.3050 |
1.2460 |
0.0590 |
4.6% |
0.0063 |
0.5% |
64% |
False |
False |
59,836 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0065 |
0.5% |
71% |
False |
False |
44,911 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0061 |
0.5% |
71% |
False |
False |
35,969 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0054 |
0.4% |
71% |
False |
False |
29,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3072 |
|
2.618 |
1.2995 |
|
1.618 |
1.2948 |
|
1.000 |
1.2919 |
|
0.618 |
1.2901 |
|
HIGH |
1.2872 |
|
0.618 |
1.2854 |
|
0.500 |
1.2849 |
|
0.382 |
1.2843 |
|
LOW |
1.2825 |
|
0.618 |
1.2796 |
|
1.000 |
1.2778 |
|
1.618 |
1.2749 |
|
2.618 |
1.2702 |
|
4.250 |
1.2625 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2849 |
1.2853 |
| PP |
1.2845 |
1.2848 |
| S1 |
1.2842 |
1.2843 |
|