CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2861 |
1.2743 |
-0.0118 |
-0.9% |
1.2868 |
| High |
1.2869 |
1.2847 |
-0.0022 |
-0.2% |
1.2894 |
| Low |
1.2733 |
1.2714 |
-0.0019 |
-0.1% |
1.2714 |
| Close |
1.2734 |
1.2812 |
0.0078 |
0.6% |
1.2812 |
| Range |
0.0136 |
0.0133 |
-0.0003 |
-2.2% |
0.0180 |
| ATR |
0.0066 |
0.0070 |
0.0005 |
7.3% |
0.0000 |
| Volume |
206,450 |
166,773 |
-39,677 |
-19.2% |
679,676 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3190 |
1.3134 |
1.2885 |
|
| R3 |
1.3057 |
1.3001 |
1.2849 |
|
| R2 |
1.2924 |
1.2924 |
1.2836 |
|
| R1 |
1.2868 |
1.2868 |
1.2824 |
1.2896 |
| PP |
1.2791 |
1.2791 |
1.2791 |
1.2805 |
| S1 |
1.2735 |
1.2735 |
1.2800 |
1.2763 |
| S2 |
1.2658 |
1.2658 |
1.2788 |
|
| S3 |
1.2525 |
1.2602 |
1.2775 |
|
| S4 |
1.2392 |
1.2469 |
1.2739 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3347 |
1.3259 |
1.2911 |
|
| R3 |
1.3167 |
1.3079 |
1.2862 |
|
| R2 |
1.2987 |
1.2987 |
1.2845 |
|
| R1 |
1.2899 |
1.2899 |
1.2829 |
1.2853 |
| PP |
1.2807 |
1.2807 |
1.2807 |
1.2784 |
| S1 |
1.2719 |
1.2719 |
1.2796 |
1.2673 |
| S2 |
1.2627 |
1.2627 |
1.2779 |
|
| S3 |
1.2447 |
1.2539 |
1.2763 |
|
| S4 |
1.2267 |
1.2359 |
1.2713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2894 |
1.2714 |
0.0180 |
1.4% |
0.0089 |
0.7% |
54% |
False |
True |
135,935 |
| 10 |
1.2947 |
1.2714 |
0.0233 |
1.8% |
0.0068 |
0.5% |
42% |
False |
True |
109,390 |
| 20 |
1.3050 |
1.2714 |
0.0336 |
2.6% |
0.0065 |
0.5% |
29% |
False |
True |
106,595 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0069 |
0.5% |
45% |
False |
False |
100,624 |
| 60 |
1.3050 |
1.2460 |
0.0590 |
4.6% |
0.0065 |
0.5% |
60% |
False |
False |
67,967 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0067 |
0.5% |
67% |
False |
False |
51,010 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0063 |
0.5% |
67% |
False |
False |
40,831 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0056 |
0.4% |
67% |
False |
False |
34,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3412 |
|
2.618 |
1.3195 |
|
1.618 |
1.3062 |
|
1.000 |
1.2980 |
|
0.618 |
1.2929 |
|
HIGH |
1.2847 |
|
0.618 |
1.2796 |
|
0.500 |
1.2781 |
|
0.382 |
1.2765 |
|
LOW |
1.2714 |
|
0.618 |
1.2632 |
|
1.000 |
1.2581 |
|
1.618 |
1.2499 |
|
2.618 |
1.2366 |
|
4.250 |
1.2149 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2802 |
1.2806 |
| PP |
1.2791 |
1.2799 |
| S1 |
1.2781 |
1.2793 |
|