CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3094 |
1.3216 |
0.0122 |
0.9% |
1.2948 |
| High |
1.3233 |
1.3226 |
-0.0007 |
-0.1% |
1.3233 |
| Low |
1.3091 |
1.3184 |
0.0093 |
0.7% |
1.2944 |
| Close |
1.3206 |
1.3194 |
-0.0012 |
-0.1% |
1.3206 |
| Range |
0.0142 |
0.0042 |
-0.0100 |
-70.4% |
0.0289 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
185,988 |
75,313 |
-110,675 |
-59.5% |
646,038 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3327 |
1.3303 |
1.3217 |
|
| R3 |
1.3285 |
1.3261 |
1.3206 |
|
| R2 |
1.3243 |
1.3243 |
1.3202 |
|
| R1 |
1.3219 |
1.3219 |
1.3198 |
1.3210 |
| PP |
1.3201 |
1.3201 |
1.3201 |
1.3197 |
| S1 |
1.3177 |
1.3177 |
1.3190 |
1.3168 |
| S2 |
1.3159 |
1.3159 |
1.3186 |
|
| S3 |
1.3117 |
1.3135 |
1.3182 |
|
| S4 |
1.3075 |
1.3093 |
1.3171 |
|
|
| 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 |
1.2978 |
0.0255 |
1.9% |
0.0085 |
0.6% |
85% |
False |
False |
124,208 |
| 10 |
1.3233 |
1.2767 |
0.0466 |
3.5% |
0.0082 |
0.6% |
92% |
False |
False |
106,179 |
| 20 |
1.3233 |
1.2670 |
0.0563 |
4.3% |
0.0083 |
0.6% |
93% |
False |
False |
112,709 |
| 40 |
1.3233 |
1.2622 |
0.0611 |
4.6% |
0.0074 |
0.6% |
94% |
False |
False |
106,842 |
| 60 |
1.3233 |
1.2620 |
0.0613 |
4.6% |
0.0072 |
0.5% |
94% |
False |
False |
95,541 |
| 80 |
1.3233 |
1.2460 |
0.0773 |
5.9% |
0.0068 |
0.5% |
95% |
False |
False |
72,181 |
| 100 |
1.3233 |
1.2326 |
0.0907 |
6.9% |
0.0068 |
0.5% |
96% |
False |
False |
57,775 |
| 120 |
1.3233 |
1.2326 |
0.0907 |
6.9% |
0.0065 |
0.5% |
96% |
False |
False |
48,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3405 |
|
2.618 |
1.3336 |
|
1.618 |
1.3294 |
|
1.000 |
1.3268 |
|
0.618 |
1.3252 |
|
HIGH |
1.3226 |
|
0.618 |
1.3210 |
|
0.500 |
1.3205 |
|
0.382 |
1.3200 |
|
LOW |
1.3184 |
|
0.618 |
1.3158 |
|
1.000 |
1.3142 |
|
1.618 |
1.3116 |
|
2.618 |
1.3074 |
|
4.250 |
1.3006 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3205 |
1.3182 |
| PP |
1.3201 |
1.3169 |
| S1 |
1.3198 |
1.3157 |
|