CME British Pound Future September 2024
Trading Metrics calculated at close of trading on 28-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.3191 |
1.3263 |
0.0072 |
0.5% |
1.2948 |
High |
1.3270 |
1.3266 |
-0.0004 |
0.0% |
1.3233 |
Low |
1.3184 |
1.3171 |
-0.0013 |
-0.1% |
1.2944 |
Close |
1.3263 |
1.3189 |
-0.0074 |
-0.6% |
1.3206 |
Range |
0.0086 |
0.0095 |
0.0009 |
10.5% |
0.0289 |
ATR |
0.0078 |
0.0079 |
0.0001 |
1.6% |
0.0000 |
Volume |
93,320 |
118,391 |
25,071 |
26.9% |
646,038 |
|
Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3494 |
1.3436 |
1.3241 |
|
R3 |
1.3399 |
1.3341 |
1.3215 |
|
R2 |
1.3304 |
1.3304 |
1.3206 |
|
R1 |
1.3246 |
1.3246 |
1.3198 |
1.3228 |
PP |
1.3209 |
1.3209 |
1.3209 |
1.3199 |
S1 |
1.3151 |
1.3151 |
1.3180 |
1.3133 |
S2 |
1.3114 |
1.3114 |
1.3172 |
|
S3 |
1.3019 |
1.3056 |
1.3163 |
|
S4 |
1.2924 |
1.2961 |
1.3137 |
|
|
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 |
1.3080 |
0.0190 |
1.4% |
0.0084 |
0.6% |
57% |
False |
False |
117,367 |
10 |
1.3270 |
1.2804 |
0.0466 |
3.5% |
0.0083 |
0.6% |
83% |
False |
False |
110,541 |
20 |
1.3270 |
1.2670 |
0.0600 |
4.5% |
0.0087 |
0.7% |
87% |
False |
False |
114,051 |
40 |
1.3270 |
1.2670 |
0.0600 |
4.5% |
0.0074 |
0.6% |
87% |
False |
False |
106,832 |
60 |
1.3270 |
1.2620 |
0.0650 |
4.9% |
0.0073 |
0.5% |
88% |
False |
False |
98,968 |
80 |
1.3270 |
1.2460 |
0.0810 |
6.1% |
0.0069 |
0.5% |
90% |
False |
False |
74,825 |
100 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0069 |
0.5% |
91% |
False |
False |
59,888 |
120 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0065 |
0.5% |
91% |
False |
False |
49,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3670 |
2.618 |
1.3515 |
1.618 |
1.3420 |
1.000 |
1.3361 |
0.618 |
1.3325 |
HIGH |
1.3266 |
0.618 |
1.3230 |
0.500 |
1.3219 |
0.382 |
1.3207 |
LOW |
1.3171 |
0.618 |
1.3112 |
1.000 |
1.3076 |
1.618 |
1.3017 |
2.618 |
1.2922 |
4.250 |
1.2767 |
|
|
Fisher Pivots for day following 28-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.3219 |
1.3221 |
PP |
1.3209 |
1.3210 |
S1 |
1.3199 |
1.3200 |
|