CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3038 |
1.3094 |
0.0056 |
0.4% |
1.2765 |
| High |
1.3125 |
1.3134 |
0.0009 |
0.1% |
1.2951 |
| Low |
1.3015 |
1.3080 |
0.0065 |
0.5% |
1.2753 |
| Close |
1.3110 |
1.3096 |
-0.0014 |
-0.1% |
1.2948 |
| Range |
0.0110 |
0.0054 |
-0.0056 |
-50.9% |
0.0198 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
128,743 |
113,823 |
-14,920 |
-11.6% |
400,670 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3265 |
1.3235 |
1.3126 |
|
| R3 |
1.3211 |
1.3181 |
1.3111 |
|
| R2 |
1.3157 |
1.3157 |
1.3106 |
|
| R1 |
1.3127 |
1.3127 |
1.3101 |
1.3142 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3111 |
| S1 |
1.3073 |
1.3073 |
1.3091 |
1.3088 |
| S2 |
1.3049 |
1.3049 |
1.3086 |
|
| S3 |
1.2995 |
1.3019 |
1.3081 |
|
| S4 |
1.2941 |
1.2965 |
1.3066 |
|
|
| 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 |
1.3134 |
1.2856 |
0.0278 |
2.1% |
0.0079 |
0.6% |
86% |
True |
False |
109,208 |
| 10 |
1.3134 |
1.2732 |
0.0402 |
3.1% |
0.0073 |
0.6% |
91% |
True |
False |
92,651 |
| 20 |
1.3134 |
1.2670 |
0.0464 |
3.5% |
0.0079 |
0.6% |
92% |
True |
False |
109,372 |
| 40 |
1.3134 |
1.2620 |
0.0514 |
3.9% |
0.0072 |
0.6% |
93% |
True |
False |
105,020 |
| 60 |
1.3134 |
1.2620 |
0.0514 |
3.9% |
0.0071 |
0.5% |
93% |
True |
False |
91,266 |
| 80 |
1.3134 |
1.2460 |
0.0674 |
5.1% |
0.0068 |
0.5% |
94% |
True |
False |
68,917 |
| 100 |
1.3134 |
1.2326 |
0.0808 |
6.2% |
0.0067 |
0.5% |
95% |
True |
False |
55,163 |
| 120 |
1.3134 |
1.2326 |
0.0808 |
6.2% |
0.0064 |
0.5% |
95% |
True |
False |
46,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3364 |
|
2.618 |
1.3275 |
|
1.618 |
1.3221 |
|
1.000 |
1.3188 |
|
0.618 |
1.3167 |
|
HIGH |
1.3134 |
|
0.618 |
1.3113 |
|
0.500 |
1.3107 |
|
0.382 |
1.3101 |
|
LOW |
1.3080 |
|
0.618 |
1.3047 |
|
1.000 |
1.3026 |
|
1.618 |
1.2993 |
|
2.618 |
1.2939 |
|
4.250 |
1.2851 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3107 |
1.3083 |
| PP |
1.3103 |
1.3069 |
| S1 |
1.3100 |
1.3056 |
|