CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3094 |
1.3094 |
0.0000 |
0.0% |
1.2948 |
| High |
1.3134 |
1.3233 |
0.0099 |
0.8% |
1.3233 |
| Low |
1.3080 |
1.3091 |
0.0011 |
0.1% |
1.2944 |
| Close |
1.3096 |
1.3206 |
0.0110 |
0.8% |
1.3206 |
| Range |
0.0054 |
0.0142 |
0.0088 |
163.0% |
0.0289 |
| ATR |
0.0075 |
0.0080 |
0.0005 |
6.3% |
0.0000 |
| Volume |
113,823 |
185,988 |
72,165 |
63.4% |
646,038 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3603 |
1.3546 |
1.3284 |
|
| R3 |
1.3461 |
1.3404 |
1.3245 |
|
| R2 |
1.3319 |
1.3319 |
1.3232 |
|
| R1 |
1.3262 |
1.3262 |
1.3219 |
1.3291 |
| PP |
1.3177 |
1.3177 |
1.3177 |
1.3191 |
| S1 |
1.3120 |
1.3120 |
1.3193 |
1.3149 |
| S2 |
1.3035 |
1.3035 |
1.3180 |
|
| S3 |
1.2893 |
1.2978 |
1.3167 |
|
| S4 |
1.2751 |
1.2836 |
1.3128 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3995 |
1.3889 |
1.3365 |
|
| R3 |
1.3706 |
1.3600 |
1.3285 |
|
| R2 |
1.3417 |
1.3417 |
1.3259 |
|
| R1 |
1.3311 |
1.3311 |
1.3232 |
1.3364 |
| PP |
1.3128 |
1.3128 |
1.3128 |
1.3154 |
| S1 |
1.3022 |
1.3022 |
1.3180 |
1.3075 |
| S2 |
1.2839 |
1.2839 |
1.3153 |
|
| S3 |
1.2550 |
1.2733 |
1.3127 |
|
| S4 |
1.2261 |
1.2444 |
1.3047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3233 |
1.2944 |
0.0289 |
2.2% |
0.0089 |
0.7% |
91% |
True |
False |
129,207 |
| 10 |
1.3233 |
1.2753 |
0.0480 |
3.6% |
0.0082 |
0.6% |
94% |
True |
False |
104,670 |
| 20 |
1.3233 |
1.2670 |
0.0563 |
4.3% |
0.0085 |
0.6% |
95% |
True |
False |
115,023 |
| 40 |
1.3233 |
1.2622 |
0.0611 |
4.6% |
0.0074 |
0.6% |
96% |
True |
False |
107,566 |
| 60 |
1.3233 |
1.2620 |
0.0613 |
4.6% |
0.0073 |
0.6% |
96% |
True |
False |
94,321 |
| 80 |
1.3233 |
1.2460 |
0.0773 |
5.9% |
0.0069 |
0.5% |
97% |
True |
False |
71,241 |
| 100 |
1.3233 |
1.2326 |
0.0907 |
6.9% |
0.0069 |
0.5% |
97% |
True |
False |
57,022 |
| 120 |
1.3233 |
1.2326 |
0.0907 |
6.9% |
0.0065 |
0.5% |
97% |
True |
False |
47,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3837 |
|
2.618 |
1.3605 |
|
1.618 |
1.3463 |
|
1.000 |
1.3375 |
|
0.618 |
1.3321 |
|
HIGH |
1.3233 |
|
0.618 |
1.3179 |
|
0.500 |
1.3162 |
|
0.382 |
1.3145 |
|
LOW |
1.3091 |
|
0.618 |
1.3003 |
|
1.000 |
1.2949 |
|
1.618 |
1.2861 |
|
2.618 |
1.2719 |
|
4.250 |
1.2488 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3191 |
1.3179 |
| PP |
1.3177 |
1.3151 |
| S1 |
1.3162 |
1.3124 |
|