CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2743 |
1.2811 |
0.0068 |
0.5% |
1.2868 |
| High |
1.2847 |
1.2823 |
-0.0024 |
-0.2% |
1.2894 |
| Low |
1.2714 |
1.2716 |
0.0002 |
0.0% |
1.2714 |
| Close |
1.2812 |
1.2764 |
-0.0048 |
-0.4% |
1.2812 |
| Range |
0.0133 |
0.0107 |
-0.0026 |
-19.5% |
0.0180 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
3.7% |
0.0000 |
| Volume |
166,773 |
167,251 |
478 |
0.3% |
679,676 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3089 |
1.3033 |
1.2823 |
|
| R3 |
1.2982 |
1.2926 |
1.2793 |
|
| R2 |
1.2875 |
1.2875 |
1.2784 |
|
| R1 |
1.2819 |
1.2819 |
1.2774 |
1.2794 |
| PP |
1.2768 |
1.2768 |
1.2768 |
1.2755 |
| S1 |
1.2712 |
1.2712 |
1.2754 |
1.2687 |
| S2 |
1.2661 |
1.2661 |
1.2744 |
|
| S3 |
1.2554 |
1.2605 |
1.2735 |
|
| S4 |
1.2447 |
1.2498 |
1.2705 |
|
|
| 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 |
1.2872 |
1.2714 |
0.0158 |
1.2% |
0.0094 |
0.7% |
32% |
False |
False |
145,068 |
| 10 |
1.2943 |
1.2714 |
0.0229 |
1.8% |
0.0075 |
0.6% |
22% |
False |
False |
118,146 |
| 20 |
1.3050 |
1.2714 |
0.0336 |
2.6% |
0.0068 |
0.5% |
15% |
False |
False |
109,723 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0071 |
0.6% |
33% |
False |
False |
104,582 |
| 60 |
1.3050 |
1.2460 |
0.0590 |
4.6% |
0.0067 |
0.5% |
52% |
False |
False |
70,753 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0066 |
0.5% |
60% |
False |
False |
53,100 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0064 |
0.5% |
60% |
False |
False |
42,503 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0057 |
0.4% |
60% |
False |
False |
35,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3278 |
|
2.618 |
1.3103 |
|
1.618 |
1.2996 |
|
1.000 |
1.2930 |
|
0.618 |
1.2889 |
|
HIGH |
1.2823 |
|
0.618 |
1.2782 |
|
0.500 |
1.2770 |
|
0.382 |
1.2757 |
|
LOW |
1.2716 |
|
0.618 |
1.2650 |
|
1.000 |
1.2609 |
|
1.618 |
1.2543 |
|
2.618 |
1.2436 |
|
4.250 |
1.2261 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2770 |
1.2792 |
| PP |
1.2768 |
1.2782 |
| S1 |
1.2766 |
1.2773 |
|