CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2948 |
1.2997 |
0.0049 |
0.4% |
1.2765 |
| High |
1.3002 |
1.3057 |
0.0055 |
0.4% |
1.2951 |
| Low |
1.2944 |
1.2978 |
0.0034 |
0.3% |
1.2753 |
| Close |
1.2996 |
1.3035 |
0.0039 |
0.3% |
1.2948 |
| Range |
0.0058 |
0.0079 |
0.0021 |
36.2% |
0.0198 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
100,310 |
117,174 |
16,864 |
16.8% |
400,670 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3260 |
1.3227 |
1.3078 |
|
| R3 |
1.3181 |
1.3148 |
1.3057 |
|
| R2 |
1.3102 |
1.3102 |
1.3049 |
|
| R1 |
1.3069 |
1.3069 |
1.3042 |
1.3086 |
| PP |
1.3023 |
1.3023 |
1.3023 |
1.3032 |
| S1 |
1.2990 |
1.2990 |
1.3028 |
1.3007 |
| S2 |
1.2944 |
1.2944 |
1.3021 |
|
| S3 |
1.2865 |
1.2911 |
1.3013 |
|
| S4 |
1.2786 |
1.2832 |
1.2992 |
|
|
| 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 |
1.3057 |
1.2804 |
0.0253 |
1.9% |
0.0072 |
0.5% |
91% |
True |
False |
94,398 |
| 10 |
1.3057 |
1.2670 |
0.0387 |
3.0% |
0.0071 |
0.5% |
94% |
True |
False |
87,779 |
| 20 |
1.3057 |
1.2670 |
0.0387 |
3.0% |
0.0077 |
0.6% |
94% |
True |
False |
106,842 |
| 40 |
1.3057 |
1.2620 |
0.0437 |
3.4% |
0.0071 |
0.5% |
95% |
True |
False |
103,566 |
| 60 |
1.3057 |
1.2620 |
0.0437 |
3.4% |
0.0071 |
0.5% |
95% |
True |
False |
87,674 |
| 80 |
1.3057 |
1.2460 |
0.0597 |
4.6% |
0.0067 |
0.5% |
96% |
True |
False |
65,888 |
| 100 |
1.3057 |
1.2326 |
0.0731 |
5.6% |
0.0067 |
0.5% |
97% |
True |
False |
52,745 |
| 120 |
1.3057 |
1.2326 |
0.0731 |
5.6% |
0.0063 |
0.5% |
97% |
True |
False |
43,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3393 |
|
2.618 |
1.3264 |
|
1.618 |
1.3185 |
|
1.000 |
1.3136 |
|
0.618 |
1.3106 |
|
HIGH |
1.3057 |
|
0.618 |
1.3027 |
|
0.500 |
1.3018 |
|
0.382 |
1.3008 |
|
LOW |
1.2978 |
|
0.618 |
1.2929 |
|
1.000 |
1.2899 |
|
1.618 |
1.2850 |
|
2.618 |
1.2771 |
|
4.250 |
1.2642 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3029 |
1.3009 |
| PP |
1.3023 |
1.2983 |
| S1 |
1.3018 |
1.2957 |
|