CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2869 |
1.2833 |
-0.0036 |
-0.3% |
1.2811 |
| High |
1.2874 |
1.2876 |
0.0002 |
0.0% |
1.2823 |
| Low |
1.2820 |
1.2804 |
-0.0016 |
-0.1% |
1.2670 |
| Close |
1.2835 |
1.2867 |
0.0032 |
0.2% |
1.2763 |
| Range |
0.0054 |
0.0072 |
0.0018 |
33.3% |
0.0153 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
82,157 |
86,359 |
4,202 |
5.1% |
574,082 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3065 |
1.3038 |
1.2907 |
|
| R3 |
1.2993 |
1.2966 |
1.2887 |
|
| R2 |
1.2921 |
1.2921 |
1.2880 |
|
| R1 |
1.2894 |
1.2894 |
1.2874 |
1.2908 |
| PP |
1.2849 |
1.2849 |
1.2849 |
1.2856 |
| S1 |
1.2822 |
1.2822 |
1.2860 |
1.2836 |
| S2 |
1.2777 |
1.2777 |
1.2854 |
|
| S3 |
1.2705 |
1.2750 |
1.2847 |
|
| S4 |
1.2633 |
1.2678 |
1.2827 |
|
|
| 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 |
1.2732 |
0.0147 |
1.1% |
0.0066 |
0.5% |
92% |
False |
False |
76,093 |
| 10 |
1.2879 |
1.2670 |
0.0209 |
1.6% |
0.0085 |
0.7% |
94% |
False |
False |
105,553 |
| 20 |
1.2957 |
1.2670 |
0.0287 |
2.2% |
0.0072 |
0.6% |
69% |
False |
False |
102,937 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0070 |
0.5% |
57% |
False |
False |
104,226 |
| 60 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0069 |
0.5% |
57% |
False |
False |
82,739 |
| 80 |
1.3050 |
1.2348 |
0.0702 |
5.5% |
0.0067 |
0.5% |
74% |
False |
False |
62,097 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0065 |
0.5% |
75% |
False |
False |
49,714 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0061 |
0.5% |
75% |
False |
False |
41,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3182 |
|
2.618 |
1.3064 |
|
1.618 |
1.2992 |
|
1.000 |
1.2948 |
|
0.618 |
1.2920 |
|
HIGH |
1.2876 |
|
0.618 |
1.2848 |
|
0.500 |
1.2840 |
|
0.382 |
1.2832 |
|
LOW |
1.2804 |
|
0.618 |
1.2760 |
|
1.000 |
1.2732 |
|
1.618 |
1.2688 |
|
2.618 |
1.2616 |
|
4.250 |
1.2498 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2858 |
1.2852 |
| PP |
1.2849 |
1.2838 |
| S1 |
1.2840 |
1.2823 |
|