CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3129 |
1.3112 |
-0.0017 |
-0.1% |
1.3216 |
| High |
1.3158 |
1.3177 |
0.0019 |
0.1% |
1.3270 |
| Low |
1.3089 |
1.3103 |
0.0014 |
0.1% |
1.3112 |
| Close |
1.3102 |
1.3143 |
0.0041 |
0.3% |
1.3125 |
| Range |
0.0069 |
0.0074 |
0.0005 |
7.2% |
0.0158 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
144,628 |
105,558 |
-39,070 |
-27.0% |
501,843 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3363 |
1.3327 |
1.3184 |
|
| R3 |
1.3289 |
1.3253 |
1.3163 |
|
| R2 |
1.3215 |
1.3215 |
1.3157 |
|
| R1 |
1.3179 |
1.3179 |
1.3150 |
1.3197 |
| PP |
1.3141 |
1.3141 |
1.3141 |
1.3150 |
| S1 |
1.3105 |
1.3105 |
1.3136 |
1.3123 |
| S2 |
1.3067 |
1.3067 |
1.3129 |
|
| S3 |
1.2993 |
1.3031 |
1.3123 |
|
| S4 |
1.2919 |
1.2957 |
1.3102 |
|
|
| 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 |
1.3266 |
1.3089 |
0.0177 |
1.3% |
0.0082 |
0.6% |
31% |
False |
False |
116,679 |
| 10 |
1.3270 |
1.3015 |
0.0255 |
1.9% |
0.0085 |
0.6% |
50% |
False |
False |
118,058 |
| 20 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0078 |
0.6% |
79% |
False |
False |
102,919 |
| 40 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0075 |
0.6% |
79% |
False |
False |
107,874 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
4.9% |
0.0073 |
0.6% |
80% |
False |
False |
106,299 |
| 80 |
1.3270 |
1.2516 |
0.0754 |
5.7% |
0.0070 |
0.5% |
83% |
False |
False |
80,633 |
| 100 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0069 |
0.5% |
87% |
False |
False |
64,532 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0067 |
0.5% |
87% |
False |
False |
53,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3492 |
|
2.618 |
1.3371 |
|
1.618 |
1.3297 |
|
1.000 |
1.3251 |
|
0.618 |
1.3223 |
|
HIGH |
1.3177 |
|
0.618 |
1.3149 |
|
0.500 |
1.3140 |
|
0.382 |
1.3131 |
|
LOW |
1.3103 |
|
0.618 |
1.3057 |
|
1.000 |
1.3029 |
|
1.618 |
1.2983 |
|
2.618 |
1.2909 |
|
4.250 |
1.2789 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3142 |
1.3146 |
| PP |
1.3141 |
1.3145 |
| S1 |
1.3140 |
1.3144 |
|