CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2839 |
1.2861 |
0.0022 |
0.2% |
1.2918 |
| High |
1.2871 |
1.2869 |
-0.0002 |
0.0% |
1.2947 |
| Low |
1.2826 |
1.2733 |
-0.0093 |
-0.7% |
1.2853 |
| Close |
1.2861 |
1.2734 |
-0.0127 |
-1.0% |
1.2878 |
| Range |
0.0045 |
0.0136 |
0.0091 |
202.2% |
0.0094 |
| ATR |
0.0060 |
0.0066 |
0.0005 |
9.0% |
0.0000 |
| Volume |
115,007 |
206,450 |
91,443 |
79.5% |
414,225 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3187 |
1.3096 |
1.2809 |
|
| R3 |
1.3051 |
1.2960 |
1.2771 |
|
| R2 |
1.2915 |
1.2915 |
1.2759 |
|
| R1 |
1.2824 |
1.2824 |
1.2746 |
1.2802 |
| PP |
1.2779 |
1.2779 |
1.2779 |
1.2767 |
| S1 |
1.2688 |
1.2688 |
1.2722 |
1.2666 |
| S2 |
1.2643 |
1.2643 |
1.2709 |
|
| S3 |
1.2507 |
1.2552 |
1.2697 |
|
| S4 |
1.2371 |
1.2416 |
1.2659 |
|
|
| 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 |
1.2894 |
1.2733 |
0.0161 |
1.3% |
0.0068 |
0.5% |
1% |
False |
True |
117,176 |
| 10 |
1.2957 |
1.2733 |
0.0224 |
1.8% |
0.0060 |
0.5% |
0% |
False |
True |
100,322 |
| 20 |
1.3050 |
1.2733 |
0.0317 |
2.5% |
0.0062 |
0.5% |
0% |
False |
True |
104,723 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0067 |
0.5% |
27% |
False |
False |
96,497 |
| 60 |
1.3050 |
1.2460 |
0.0590 |
4.6% |
0.0064 |
0.5% |
46% |
False |
False |
65,190 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0065 |
0.5% |
56% |
False |
False |
48,926 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0062 |
0.5% |
56% |
False |
False |
39,165 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0055 |
0.4% |
56% |
False |
False |
32,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3447 |
|
2.618 |
1.3225 |
|
1.618 |
1.3089 |
|
1.000 |
1.3005 |
|
0.618 |
1.2953 |
|
HIGH |
1.2869 |
|
0.618 |
1.2817 |
|
0.500 |
1.2801 |
|
0.382 |
1.2785 |
|
LOW |
1.2733 |
|
0.618 |
1.2649 |
|
1.000 |
1.2597 |
|
1.618 |
1.2513 |
|
2.618 |
1.2377 |
|
4.250 |
1.2155 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2801 |
1.2803 |
| PP |
1.2779 |
1.2780 |
| S1 |
1.2756 |
1.2757 |
|