CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2833 |
1.2863 |
0.0030 |
0.2% |
1.2765 |
| High |
1.2876 |
1.2951 |
0.0075 |
0.6% |
1.2951 |
| Low |
1.2804 |
1.2856 |
0.0052 |
0.4% |
1.2753 |
| Close |
1.2867 |
1.2948 |
0.0081 |
0.6% |
1.2948 |
| Range |
0.0072 |
0.0095 |
0.0023 |
31.9% |
0.0198 |
| ATR |
0.0074 |
0.0075 |
0.0002 |
2.1% |
0.0000 |
| Volume |
86,359 |
85,993 |
-366 |
-0.4% |
400,670 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3203 |
1.3171 |
1.3000 |
|
| R3 |
1.3108 |
1.3076 |
1.2974 |
|
| R2 |
1.3013 |
1.3013 |
1.2965 |
|
| R1 |
1.2981 |
1.2981 |
1.2957 |
1.2997 |
| PP |
1.2918 |
1.2918 |
1.2918 |
1.2927 |
| S1 |
1.2886 |
1.2886 |
1.2939 |
1.2902 |
| S2 |
1.2823 |
1.2823 |
1.2931 |
|
| S3 |
1.2728 |
1.2791 |
1.2922 |
|
| S4 |
1.2633 |
1.2696 |
1.2896 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3478 |
1.3411 |
1.3057 |
|
| R3 |
1.3280 |
1.3213 |
1.3002 |
|
| R2 |
1.3082 |
1.3082 |
1.2984 |
|
| R1 |
1.3015 |
1.3015 |
1.2966 |
1.3049 |
| PP |
1.2884 |
1.2884 |
1.2884 |
1.2901 |
| S1 |
1.2817 |
1.2817 |
1.2930 |
1.2851 |
| S2 |
1.2686 |
1.2686 |
1.2912 |
|
| S3 |
1.2488 |
1.2619 |
1.2894 |
|
| S4 |
1.2290 |
1.2421 |
1.2839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2951 |
1.2753 |
0.0198 |
1.5% |
0.0076 |
0.6% |
98% |
True |
False |
80,134 |
| 10 |
1.2951 |
1.2670 |
0.0281 |
2.2% |
0.0081 |
0.6% |
99% |
True |
False |
97,475 |
| 20 |
1.2951 |
1.2670 |
0.0281 |
2.2% |
0.0075 |
0.6% |
99% |
True |
False |
103,432 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0071 |
0.5% |
76% |
False |
False |
102,798 |
| 60 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0070 |
0.5% |
76% |
False |
False |
84,160 |
| 80 |
1.3050 |
1.2444 |
0.0606 |
4.7% |
0.0067 |
0.5% |
83% |
False |
False |
63,171 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0066 |
0.5% |
86% |
False |
False |
50,572 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0062 |
0.5% |
86% |
False |
False |
42,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3355 |
|
2.618 |
1.3200 |
|
1.618 |
1.3105 |
|
1.000 |
1.3046 |
|
0.618 |
1.3010 |
|
HIGH |
1.2951 |
|
0.618 |
1.2915 |
|
0.500 |
1.2904 |
|
0.382 |
1.2892 |
|
LOW |
1.2856 |
|
0.618 |
1.2797 |
|
1.000 |
1.2761 |
|
1.618 |
1.2702 |
|
2.618 |
1.2607 |
|
4.250 |
1.2452 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2933 |
1.2925 |
| PP |
1.2918 |
1.2901 |
| S1 |
1.2904 |
1.2878 |
|