CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2811 |
1.2785 |
-0.0026 |
-0.2% |
1.2868 |
| High |
1.2823 |
1.2809 |
-0.0014 |
-0.1% |
1.2894 |
| Low |
1.2716 |
1.2678 |
-0.0038 |
-0.3% |
1.2714 |
| Close |
1.2764 |
1.2703 |
-0.0061 |
-0.5% |
1.2812 |
| Range |
0.0107 |
0.0131 |
0.0024 |
22.4% |
0.0180 |
| ATR |
0.0073 |
0.0077 |
0.0004 |
5.7% |
0.0000 |
| Volume |
167,251 |
147,186 |
-20,065 |
-12.0% |
679,676 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3123 |
1.3044 |
1.2775 |
|
| R3 |
1.2992 |
1.2913 |
1.2739 |
|
| R2 |
1.2861 |
1.2861 |
1.2727 |
|
| R1 |
1.2782 |
1.2782 |
1.2715 |
1.2756 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2717 |
| S1 |
1.2651 |
1.2651 |
1.2691 |
1.2625 |
| S2 |
1.2599 |
1.2599 |
1.2679 |
|
| S3 |
1.2468 |
1.2520 |
1.2667 |
|
| S4 |
1.2337 |
1.2389 |
1.2631 |
|
|
| 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 |
1.2871 |
1.2678 |
0.0193 |
1.5% |
0.0110 |
0.9% |
13% |
False |
True |
160,533 |
| 10 |
1.2943 |
1.2678 |
0.0265 |
2.1% |
0.0084 |
0.7% |
9% |
False |
True |
125,905 |
| 20 |
1.3050 |
1.2678 |
0.0372 |
2.9% |
0.0072 |
0.6% |
7% |
False |
True |
112,829 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0071 |
0.6% |
19% |
False |
False |
107,988 |
| 60 |
1.3050 |
1.2516 |
0.0534 |
4.2% |
0.0068 |
0.5% |
35% |
False |
False |
73,204 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0067 |
0.5% |
52% |
False |
False |
54,936 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0065 |
0.5% |
52% |
False |
False |
43,975 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0058 |
0.5% |
52% |
False |
False |
36,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3366 |
|
2.618 |
1.3152 |
|
1.618 |
1.3021 |
|
1.000 |
1.2940 |
|
0.618 |
1.2890 |
|
HIGH |
1.2809 |
|
0.618 |
1.2759 |
|
0.500 |
1.2744 |
|
0.382 |
1.2728 |
|
LOW |
1.2678 |
|
0.618 |
1.2597 |
|
1.000 |
1.2547 |
|
1.618 |
1.2466 |
|
2.618 |
1.2335 |
|
4.250 |
1.2121 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2744 |
1.2763 |
| PP |
1.2730 |
1.2743 |
| S1 |
1.2717 |
1.2723 |
|