CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2765 |
1.2767 |
0.0002 |
0.0% |
1.2811 |
| High |
1.2800 |
1.2879 |
0.0079 |
0.6% |
1.2823 |
| Low |
1.2753 |
1.2767 |
0.0014 |
0.1% |
1.2670 |
| Close |
1.2775 |
1.2874 |
0.0099 |
0.8% |
1.2763 |
| Range |
0.0047 |
0.0112 |
0.0065 |
138.3% |
0.0153 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.9% |
0.0000 |
| Volume |
60,231 |
85,930 |
25,699 |
42.7% |
574,082 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3176 |
1.3137 |
1.2936 |
|
| R3 |
1.3064 |
1.3025 |
1.2905 |
|
| R2 |
1.2952 |
1.2952 |
1.2895 |
|
| R1 |
1.2913 |
1.2913 |
1.2884 |
1.2933 |
| PP |
1.2840 |
1.2840 |
1.2840 |
1.2850 |
| S1 |
1.2801 |
1.2801 |
1.2864 |
1.2821 |
| S2 |
1.2728 |
1.2728 |
1.2853 |
|
| S3 |
1.2616 |
1.2689 |
1.2843 |
|
| S4 |
1.2504 |
1.2577 |
1.2812 |
|
|
| 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 |
1.2879 |
1.2670 |
0.0209 |
1.6% |
0.0070 |
0.5% |
98% |
True |
False |
81,161 |
| 10 |
1.2879 |
1.2670 |
0.0209 |
1.6% |
0.0090 |
0.7% |
98% |
True |
False |
120,847 |
| 20 |
1.3050 |
1.2670 |
0.0380 |
3.0% |
0.0073 |
0.6% |
54% |
False |
False |
104,311 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0070 |
0.5% |
59% |
False |
False |
104,641 |
| 60 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0069 |
0.5% |
59% |
False |
False |
79,937 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0067 |
0.5% |
76% |
False |
False |
59,994 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0066 |
0.5% |
76% |
False |
False |
48,030 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0060 |
0.5% |
76% |
False |
False |
40,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3355 |
|
2.618 |
1.3172 |
|
1.618 |
1.3060 |
|
1.000 |
1.2991 |
|
0.618 |
1.2948 |
|
HIGH |
1.2879 |
|
0.618 |
1.2836 |
|
0.500 |
1.2823 |
|
0.382 |
1.2810 |
|
LOW |
1.2767 |
|
0.618 |
1.2698 |
|
1.000 |
1.2655 |
|
1.618 |
1.2586 |
|
2.618 |
1.2474 |
|
4.250 |
1.2291 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2857 |
1.2851 |
| PP |
1.2840 |
1.2828 |
| S1 |
1.2823 |
1.2806 |
|