CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2767 |
1.2869 |
0.0102 |
0.8% |
1.2811 |
| High |
1.2879 |
1.2874 |
-0.0005 |
0.0% |
1.2823 |
| Low |
1.2767 |
1.2820 |
0.0053 |
0.4% |
1.2670 |
| Close |
1.2874 |
1.2835 |
-0.0039 |
-0.3% |
1.2763 |
| Range |
0.0112 |
0.0054 |
-0.0058 |
-51.8% |
0.0153 |
| ATR |
0.0075 |
0.0074 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
85,930 |
82,157 |
-3,773 |
-4.4% |
574,082 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3005 |
1.2974 |
1.2865 |
|
| R3 |
1.2951 |
1.2920 |
1.2850 |
|
| R2 |
1.2897 |
1.2897 |
1.2845 |
|
| R1 |
1.2866 |
1.2866 |
1.2840 |
1.2855 |
| PP |
1.2843 |
1.2843 |
1.2843 |
1.2837 |
| S1 |
1.2812 |
1.2812 |
1.2830 |
1.2801 |
| S2 |
1.2789 |
1.2789 |
1.2825 |
|
| S3 |
1.2735 |
1.2758 |
1.2820 |
|
| S4 |
1.2681 |
1.2704 |
1.2805 |
|
|
| 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% |
79% |
False |
False |
79,278 |
| 10 |
1.2879 |
1.2670 |
0.0209 |
1.6% |
0.0091 |
0.7% |
79% |
False |
False |
117,562 |
| 20 |
1.3018 |
1.2670 |
0.0348 |
2.7% |
0.0072 |
0.6% |
47% |
False |
False |
102,614 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0070 |
0.5% |
50% |
False |
False |
104,205 |
| 60 |
1.3050 |
1.2620 |
0.0430 |
3.4% |
0.0068 |
0.5% |
50% |
False |
False |
81,304 |
| 80 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0067 |
0.5% |
70% |
False |
False |
61,019 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0065 |
0.5% |
70% |
False |
False |
48,851 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0060 |
0.5% |
70% |
False |
False |
40,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3104 |
|
2.618 |
1.3015 |
|
1.618 |
1.2961 |
|
1.000 |
1.2928 |
|
0.618 |
1.2907 |
|
HIGH |
1.2874 |
|
0.618 |
1.2853 |
|
0.500 |
1.2847 |
|
0.382 |
1.2841 |
|
LOW |
1.2820 |
|
0.618 |
1.2787 |
|
1.000 |
1.2766 |
|
1.618 |
1.2733 |
|
2.618 |
1.2679 |
|
4.250 |
1.2591 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2847 |
1.2829 |
| PP |
1.2843 |
1.2822 |
| S1 |
1.2839 |
1.2816 |
|