CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2749 |
1.2765 |
0.0016 |
0.1% |
1.2811 |
| High |
1.2779 |
1.2800 |
0.0021 |
0.2% |
1.2823 |
| Low |
1.2732 |
1.2753 |
0.0021 |
0.2% |
1.2670 |
| Close |
1.2763 |
1.2775 |
0.0012 |
0.1% |
1.2763 |
| Range |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0153 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
65,791 |
60,231 |
-5,560 |
-8.5% |
574,082 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2917 |
1.2893 |
1.2801 |
|
| R3 |
1.2870 |
1.2846 |
1.2788 |
|
| R2 |
1.2823 |
1.2823 |
1.2784 |
|
| R1 |
1.2799 |
1.2799 |
1.2779 |
1.2811 |
| PP |
1.2776 |
1.2776 |
1.2776 |
1.2782 |
| S1 |
1.2752 |
1.2752 |
1.2771 |
1.2764 |
| S2 |
1.2729 |
1.2729 |
1.2766 |
|
| S3 |
1.2682 |
1.2705 |
1.2762 |
|
| S4 |
1.2635 |
1.2658 |
1.2749 |
|
|
| 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 |
1.2809 |
1.2670 |
0.0139 |
1.1% |
0.0074 |
0.6% |
76% |
False |
False |
93,412 |
| 10 |
1.2872 |
1.2670 |
0.0202 |
1.6% |
0.0084 |
0.7% |
52% |
False |
False |
119,240 |
| 20 |
1.3050 |
1.2670 |
0.0380 |
3.0% |
0.0070 |
0.5% |
28% |
False |
False |
104,992 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0070 |
0.5% |
36% |
False |
False |
106,422 |
| 60 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0068 |
0.5% |
36% |
False |
False |
78,515 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0066 |
0.5% |
62% |
False |
False |
58,921 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0066 |
0.5% |
62% |
False |
False |
47,172 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.7% |
0.0059 |
0.5% |
62% |
False |
False |
39,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3000 |
|
2.618 |
1.2923 |
|
1.618 |
1.2876 |
|
1.000 |
1.2847 |
|
0.618 |
1.2829 |
|
HIGH |
1.2800 |
|
0.618 |
1.2782 |
|
0.500 |
1.2777 |
|
0.382 |
1.2771 |
|
LOW |
1.2753 |
|
0.618 |
1.2724 |
|
1.000 |
1.2706 |
|
1.618 |
1.2677 |
|
2.618 |
1.2630 |
|
4.250 |
1.2553 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2777 |
1.2762 |
| PP |
1.2776 |
1.2748 |
| S1 |
1.2776 |
1.2735 |
|