CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3216 |
1.3191 |
-0.0025 |
-0.2% |
1.2948 |
| High |
1.3226 |
1.3270 |
0.0044 |
0.3% |
1.3233 |
| Low |
1.3184 |
1.3184 |
0.0000 |
0.0% |
1.2944 |
| Close |
1.3194 |
1.3263 |
0.0069 |
0.5% |
1.3206 |
| Range |
0.0042 |
0.0086 |
0.0044 |
104.8% |
0.0289 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
0.8% |
0.0000 |
| Volume |
75,313 |
93,320 |
18,007 |
23.9% |
646,038 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3497 |
1.3466 |
1.3310 |
|
| R3 |
1.3411 |
1.3380 |
1.3287 |
|
| R2 |
1.3325 |
1.3325 |
1.3279 |
|
| R1 |
1.3294 |
1.3294 |
1.3271 |
1.3310 |
| PP |
1.3239 |
1.3239 |
1.3239 |
1.3247 |
| S1 |
1.3208 |
1.3208 |
1.3255 |
1.3224 |
| S2 |
1.3153 |
1.3153 |
1.3247 |
|
| S3 |
1.3067 |
1.3122 |
1.3239 |
|
| S4 |
1.2981 |
1.3036 |
1.3216 |
|
|
| 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 |
1.3270 |
1.3015 |
0.0255 |
1.9% |
0.0087 |
0.7% |
97% |
True |
False |
119,437 |
| 10 |
1.3270 |
1.2804 |
0.0466 |
3.5% |
0.0079 |
0.6% |
98% |
True |
False |
106,918 |
| 20 |
1.3270 |
1.2670 |
0.0600 |
4.5% |
0.0085 |
0.6% |
99% |
True |
False |
113,882 |
| 40 |
1.3270 |
1.2622 |
0.0648 |
4.9% |
0.0074 |
0.6% |
99% |
True |
False |
106,183 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
4.9% |
0.0073 |
0.5% |
99% |
True |
False |
97,039 |
| 80 |
1.3270 |
1.2460 |
0.0810 |
6.1% |
0.0069 |
0.5% |
99% |
True |
False |
73,348 |
| 100 |
1.3270 |
1.2326 |
0.0944 |
7.1% |
0.0069 |
0.5% |
99% |
True |
False |
58,706 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.1% |
0.0065 |
0.5% |
99% |
True |
False |
48,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3636 |
|
2.618 |
1.3495 |
|
1.618 |
1.3409 |
|
1.000 |
1.3356 |
|
0.618 |
1.3323 |
|
HIGH |
1.3270 |
|
0.618 |
1.3237 |
|
0.500 |
1.3227 |
|
0.382 |
1.3217 |
|
LOW |
1.3184 |
|
0.618 |
1.3131 |
|
1.000 |
1.3098 |
|
1.618 |
1.3045 |
|
2.618 |
1.2959 |
|
4.250 |
1.2819 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3251 |
1.3236 |
| PP |
1.3239 |
1.3208 |
| S1 |
1.3227 |
1.3181 |
|