CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2695 |
1.2698 |
0.0003 |
0.0% |
1.2868 |
| High |
1.2742 |
1.2758 |
0.0016 |
0.1% |
1.2894 |
| Low |
1.2687 |
1.2670 |
-0.0017 |
-0.1% |
1.2714 |
| Close |
1.2690 |
1.2756 |
0.0066 |
0.5% |
1.2812 |
| Range |
0.0055 |
0.0088 |
0.0033 |
60.0% |
0.0180 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.2% |
0.0000 |
| Volume |
91,571 |
102,283 |
10,712 |
11.7% |
679,676 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2992 |
1.2962 |
1.2804 |
|
| R3 |
1.2904 |
1.2874 |
1.2780 |
|
| R2 |
1.2816 |
1.2816 |
1.2772 |
|
| R1 |
1.2786 |
1.2786 |
1.2764 |
1.2801 |
| PP |
1.2728 |
1.2728 |
1.2728 |
1.2736 |
| S1 |
1.2698 |
1.2698 |
1.2748 |
1.2713 |
| S2 |
1.2640 |
1.2640 |
1.2740 |
|
| S3 |
1.2552 |
1.2610 |
1.2732 |
|
| S4 |
1.2464 |
1.2522 |
1.2708 |
|
|
| 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 |
1.2847 |
1.2670 |
0.0177 |
1.4% |
0.0103 |
0.8% |
49% |
False |
True |
135,012 |
| 10 |
1.2894 |
1.2670 |
0.0224 |
1.8% |
0.0085 |
0.7% |
38% |
False |
True |
126,094 |
| 20 |
1.3050 |
1.2670 |
0.0380 |
3.0% |
0.0071 |
0.6% |
23% |
False |
True |
110,486 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0072 |
0.6% |
32% |
False |
False |
110,125 |
| 60 |
1.3050 |
1.2537 |
0.0513 |
4.0% |
0.0069 |
0.5% |
43% |
False |
False |
76,432 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0066 |
0.5% |
59% |
False |
False |
57,357 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0066 |
0.5% |
59% |
False |
False |
45,912 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0059 |
0.5% |
59% |
False |
False |
38,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3132 |
|
2.618 |
1.2988 |
|
1.618 |
1.2900 |
|
1.000 |
1.2846 |
|
0.618 |
1.2812 |
|
HIGH |
1.2758 |
|
0.618 |
1.2724 |
|
0.500 |
1.2714 |
|
0.382 |
1.2704 |
|
LOW |
1.2670 |
|
0.618 |
1.2616 |
|
1.000 |
1.2582 |
|
1.618 |
1.2528 |
|
2.618 |
1.2440 |
|
4.250 |
1.2296 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2742 |
1.2751 |
| PP |
1.2728 |
1.2745 |
| S1 |
1.2714 |
1.2740 |
|