CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2863 |
1.2948 |
0.0085 |
0.7% |
1.2765 |
| High |
1.2951 |
1.3002 |
0.0051 |
0.4% |
1.2951 |
| Low |
1.2856 |
1.2944 |
0.0088 |
0.7% |
1.2753 |
| Close |
1.2948 |
1.2996 |
0.0048 |
0.4% |
1.2948 |
| Range |
0.0095 |
0.0058 |
-0.0037 |
-38.9% |
0.0198 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
85,993 |
100,310 |
14,317 |
16.6% |
400,670 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3155 |
1.3133 |
1.3028 |
|
| R3 |
1.3097 |
1.3075 |
1.3012 |
|
| R2 |
1.3039 |
1.3039 |
1.3007 |
|
| R1 |
1.3017 |
1.3017 |
1.3001 |
1.3028 |
| PP |
1.2981 |
1.2981 |
1.2981 |
1.2986 |
| S1 |
1.2959 |
1.2959 |
1.2991 |
1.2970 |
| S2 |
1.2923 |
1.2923 |
1.2985 |
|
| S3 |
1.2865 |
1.2901 |
1.2980 |
|
| S4 |
1.2807 |
1.2843 |
1.2964 |
|
|
| 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 |
1.3002 |
1.2767 |
0.0235 |
1.8% |
0.0078 |
0.6% |
97% |
True |
False |
88,149 |
| 10 |
1.3002 |
1.2670 |
0.0332 |
2.6% |
0.0076 |
0.6% |
98% |
True |
False |
90,781 |
| 20 |
1.3002 |
1.2670 |
0.0332 |
2.6% |
0.0076 |
0.6% |
98% |
True |
False |
104,463 |
| 40 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0071 |
0.5% |
87% |
False |
False |
102,538 |
| 60 |
1.3050 |
1.2620 |
0.0430 |
3.3% |
0.0071 |
0.5% |
87% |
False |
False |
85,747 |
| 80 |
1.3050 |
1.2460 |
0.0590 |
4.5% |
0.0067 |
0.5% |
91% |
False |
False |
64,424 |
| 100 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0066 |
0.5% |
93% |
False |
False |
51,574 |
| 120 |
1.3050 |
1.2326 |
0.0724 |
5.6% |
0.0062 |
0.5% |
93% |
False |
False |
43,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3249 |
|
2.618 |
1.3154 |
|
1.618 |
1.3096 |
|
1.000 |
1.3060 |
|
0.618 |
1.3038 |
|
HIGH |
1.3002 |
|
0.618 |
1.2980 |
|
0.500 |
1.2973 |
|
0.382 |
1.2966 |
|
LOW |
1.2944 |
|
0.618 |
1.2908 |
|
1.000 |
1.2886 |
|
1.618 |
1.2850 |
|
2.618 |
1.2792 |
|
4.250 |
1.2698 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2988 |
1.2965 |
| PP |
1.2981 |
1.2934 |
| S1 |
1.2973 |
1.2903 |
|