CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3112 |
1.3148 |
0.0036 |
0.3% |
1.3216 |
| High |
1.3177 |
1.3187 |
0.0010 |
0.1% |
1.3270 |
| Low |
1.3103 |
1.3138 |
0.0035 |
0.3% |
1.3112 |
| Close |
1.3143 |
1.3173 |
0.0030 |
0.2% |
1.3125 |
| Range |
0.0074 |
0.0049 |
-0.0025 |
-33.8% |
0.0158 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
105,558 |
83,012 |
-22,546 |
-21.4% |
501,843 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3313 |
1.3292 |
1.3200 |
|
| R3 |
1.3264 |
1.3243 |
1.3186 |
|
| R2 |
1.3215 |
1.3215 |
1.3182 |
|
| R1 |
1.3194 |
1.3194 |
1.3177 |
1.3205 |
| PP |
1.3166 |
1.3166 |
1.3166 |
1.3171 |
| S1 |
1.3145 |
1.3145 |
1.3169 |
1.3156 |
| S2 |
1.3117 |
1.3117 |
1.3164 |
|
| S3 |
1.3068 |
1.3096 |
1.3160 |
|
| S4 |
1.3019 |
1.3047 |
1.3146 |
|
|
| 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 |
1.3230 |
1.3089 |
0.0141 |
1.1% |
0.0073 |
0.6% |
60% |
False |
False |
109,603 |
| 10 |
1.3270 |
1.3080 |
0.0190 |
1.4% |
0.0078 |
0.6% |
49% |
False |
False |
113,485 |
| 20 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0077 |
0.6% |
84% |
False |
False |
102,491 |
| 40 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0075 |
0.6% |
84% |
False |
False |
107,694 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
4.9% |
0.0073 |
0.6% |
85% |
False |
False |
107,167 |
| 80 |
1.3270 |
1.2531 |
0.0739 |
5.6% |
0.0070 |
0.5% |
87% |
False |
False |
81,670 |
| 100 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0068 |
0.5% |
90% |
False |
False |
65,361 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0067 |
0.5% |
90% |
False |
False |
54,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3395 |
|
2.618 |
1.3315 |
|
1.618 |
1.3266 |
|
1.000 |
1.3236 |
|
0.618 |
1.3217 |
|
HIGH |
1.3187 |
|
0.618 |
1.3168 |
|
0.500 |
1.3163 |
|
0.382 |
1.3157 |
|
LOW |
1.3138 |
|
0.618 |
1.3108 |
|
1.000 |
1.3089 |
|
1.618 |
1.3059 |
|
2.618 |
1.3010 |
|
4.250 |
1.2930 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3170 |
1.3161 |
| PP |
1.3166 |
1.3150 |
| S1 |
1.3163 |
1.3138 |
|