CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3168 |
1.3129 |
-0.0039 |
-0.3% |
1.3216 |
| High |
1.3203 |
1.3158 |
-0.0045 |
-0.3% |
1.3270 |
| Low |
1.3112 |
1.3089 |
-0.0023 |
-0.2% |
1.3112 |
| Close |
1.3125 |
1.3102 |
-0.0023 |
-0.2% |
1.3125 |
| Range |
0.0091 |
0.0069 |
-0.0022 |
-24.2% |
0.0158 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
109,242 |
144,628 |
35,386 |
32.4% |
501,843 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3323 |
1.3282 |
1.3140 |
|
| R3 |
1.3254 |
1.3213 |
1.3121 |
|
| R2 |
1.3185 |
1.3185 |
1.3115 |
|
| R1 |
1.3144 |
1.3144 |
1.3108 |
1.3130 |
| PP |
1.3116 |
1.3116 |
1.3116 |
1.3110 |
| S1 |
1.3075 |
1.3075 |
1.3096 |
1.3061 |
| S2 |
1.3047 |
1.3047 |
1.3089 |
|
| S3 |
1.2978 |
1.3006 |
1.3083 |
|
| S4 |
1.2909 |
1.2937 |
1.3064 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3643 |
1.3542 |
1.3212 |
|
| R3 |
1.3485 |
1.3384 |
1.3168 |
|
| R2 |
1.3327 |
1.3327 |
1.3154 |
|
| R1 |
1.3226 |
1.3226 |
1.3139 |
1.3198 |
| PP |
1.3169 |
1.3169 |
1.3169 |
1.3155 |
| S1 |
1.3068 |
1.3068 |
1.3111 |
1.3040 |
| S2 |
1.3011 |
1.3011 |
1.3096 |
|
| S3 |
1.2853 |
1.2910 |
1.3082 |
|
| S4 |
1.2695 |
1.2752 |
1.3038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3270 |
1.3089 |
0.0181 |
1.4% |
0.0085 |
0.6% |
7% |
False |
True |
114,231 |
| 10 |
1.3270 |
1.2978 |
0.0292 |
2.2% |
0.0085 |
0.6% |
42% |
False |
False |
119,219 |
| 20 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0080 |
0.6% |
72% |
False |
False |
105,000 |
| 40 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0074 |
0.6% |
72% |
False |
False |
107,362 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
5.0% |
0.0074 |
0.6% |
74% |
False |
False |
104,721 |
| 80 |
1.3270 |
1.2460 |
0.0810 |
6.2% |
0.0070 |
0.5% |
79% |
False |
False |
79,315 |
| 100 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0069 |
0.5% |
82% |
False |
False |
63,480 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0066 |
0.5% |
82% |
False |
False |
52,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3451 |
|
2.618 |
1.3339 |
|
1.618 |
1.3270 |
|
1.000 |
1.3227 |
|
0.618 |
1.3201 |
|
HIGH |
1.3158 |
|
0.618 |
1.3132 |
|
0.500 |
1.3124 |
|
0.382 |
1.3115 |
|
LOW |
1.3089 |
|
0.618 |
1.3046 |
|
1.000 |
1.3020 |
|
1.618 |
1.2977 |
|
2.618 |
1.2908 |
|
4.250 |
1.2796 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3124 |
1.3160 |
| PP |
1.3116 |
1.3140 |
| S1 |
1.3109 |
1.3121 |
|