CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2698 |
1.2749 |
0.0051 |
0.4% |
1.2811 |
| High |
1.2758 |
1.2779 |
0.0021 |
0.2% |
1.2823 |
| Low |
1.2670 |
1.2732 |
0.0062 |
0.5% |
1.2670 |
| Close |
1.2756 |
1.2763 |
0.0007 |
0.1% |
1.2763 |
| Range |
0.0088 |
0.0047 |
-0.0041 |
-46.6% |
0.0153 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
102,283 |
65,791 |
-36,492 |
-35.7% |
574,082 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2899 |
1.2878 |
1.2789 |
|
| R3 |
1.2852 |
1.2831 |
1.2776 |
|
| R2 |
1.2805 |
1.2805 |
1.2772 |
|
| R1 |
1.2784 |
1.2784 |
1.2767 |
1.2795 |
| PP |
1.2758 |
1.2758 |
1.2758 |
1.2763 |
| S1 |
1.2737 |
1.2737 |
1.2759 |
1.2748 |
| S2 |
1.2711 |
1.2711 |
1.2754 |
|
| S3 |
1.2664 |
1.2690 |
1.2750 |
|
| S4 |
1.2617 |
1.2643 |
1.2737 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3211 |
1.3140 |
1.2847 |
|
| R3 |
1.3058 |
1.2987 |
1.2805 |
|
| R2 |
1.2905 |
1.2905 |
1.2791 |
|
| R1 |
1.2834 |
1.2834 |
1.2777 |
1.2793 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2732 |
| S1 |
1.2681 |
1.2681 |
1.2749 |
1.2640 |
| S2 |
1.2599 |
1.2599 |
1.2735 |
|
| S3 |
1.2446 |
1.2528 |
1.2721 |
|
| S4 |
1.2293 |
1.2375 |
1.2679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2823 |
1.2670 |
0.0153 |
1.2% |
0.0086 |
0.7% |
61% |
False |
False |
114,816 |
| 10 |
1.2894 |
1.2670 |
0.0224 |
1.8% |
0.0087 |
0.7% |
42% |
False |
False |
125,375 |
| 20 |
1.3050 |
1.2670 |
0.0380 |
3.0% |
0.0069 |
0.5% |
24% |
False |
False |
107,854 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0070 |
0.6% |
33% |
False |
False |
108,194 |
| 60 |
1.3050 |
1.2604 |
0.0446 |
3.5% |
0.0068 |
0.5% |
36% |
False |
False |
77,523 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0066 |
0.5% |
60% |
False |
False |
58,177 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0066 |
0.5% |
60% |
False |
False |
46,570 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0059 |
0.5% |
60% |
False |
False |
38,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2979 |
|
2.618 |
1.2902 |
|
1.618 |
1.2855 |
|
1.000 |
1.2826 |
|
0.618 |
1.2808 |
|
HIGH |
1.2779 |
|
0.618 |
1.2761 |
|
0.500 |
1.2756 |
|
0.382 |
1.2750 |
|
LOW |
1.2732 |
|
0.618 |
1.2703 |
|
1.000 |
1.2685 |
|
1.618 |
1.2656 |
|
2.618 |
1.2609 |
|
4.250 |
1.2532 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2761 |
1.2750 |
| PP |
1.2758 |
1.2737 |
| S1 |
1.2756 |
1.2725 |
|