CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2867 |
1.2839 |
-0.0028 |
-0.2% |
1.2918 |
| High |
1.2872 |
1.2871 |
-0.0001 |
0.0% |
1.2947 |
| Low |
1.2825 |
1.2826 |
0.0001 |
0.0% |
1.2853 |
| Close |
1.2838 |
1.2861 |
0.0023 |
0.2% |
1.2878 |
| Range |
0.0047 |
0.0045 |
-0.0002 |
-4.3% |
0.0094 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
69,860 |
115,007 |
45,147 |
64.6% |
414,225 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2969 |
1.2886 |
|
| R3 |
1.2943 |
1.2924 |
1.2873 |
|
| R2 |
1.2898 |
1.2898 |
1.2869 |
|
| R1 |
1.2879 |
1.2879 |
1.2865 |
1.2889 |
| PP |
1.2853 |
1.2853 |
1.2853 |
1.2857 |
| S1 |
1.2834 |
1.2834 |
1.2857 |
1.2844 |
| S2 |
1.2808 |
1.2808 |
1.2853 |
|
| S3 |
1.2763 |
1.2789 |
1.2849 |
|
| S4 |
1.2718 |
1.2744 |
1.2836 |
|
|
| 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 |
1.2919 |
1.2812 |
0.0107 |
0.8% |
0.0054 |
0.4% |
46% |
False |
False |
96,973 |
| 10 |
1.3018 |
1.2812 |
0.0206 |
1.6% |
0.0054 |
0.4% |
24% |
False |
False |
87,666 |
| 20 |
1.3050 |
1.2685 |
0.0365 |
2.8% |
0.0061 |
0.5% |
48% |
False |
False |
99,613 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0065 |
0.5% |
56% |
False |
False |
91,427 |
| 60 |
1.3050 |
1.2460 |
0.0590 |
4.6% |
0.0062 |
0.5% |
68% |
False |
False |
61,749 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0064 |
0.5% |
74% |
False |
False |
46,347 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0061 |
0.5% |
74% |
False |
False |
37,102 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0054 |
0.4% |
74% |
False |
False |
30,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3062 |
|
2.618 |
1.2989 |
|
1.618 |
1.2944 |
|
1.000 |
1.2916 |
|
0.618 |
1.2899 |
|
HIGH |
1.2871 |
|
0.618 |
1.2854 |
|
0.500 |
1.2849 |
|
0.382 |
1.2843 |
|
LOW |
1.2826 |
|
0.618 |
1.2798 |
|
1.000 |
1.2781 |
|
1.618 |
1.2753 |
|
2.618 |
1.2708 |
|
4.250 |
1.2635 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2857 |
1.2858 |
| PP |
1.2853 |
1.2856 |
| S1 |
1.2849 |
1.2853 |
|