CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3148 |
1.3180 |
0.0032 |
0.2% |
1.3129 |
| High |
1.3187 |
1.3240 |
0.0053 |
0.4% |
1.3240 |
| Low |
1.3138 |
1.3111 |
-0.0027 |
-0.2% |
1.3089 |
| Close |
1.3173 |
1.3136 |
-0.0037 |
-0.3% |
1.3136 |
| Range |
0.0049 |
0.0129 |
0.0080 |
163.3% |
0.0151 |
| ATR |
0.0077 |
0.0081 |
0.0004 |
4.8% |
0.0000 |
| Volume |
83,012 |
167,381 |
84,369 |
101.6% |
500,579 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3549 |
1.3472 |
1.3207 |
|
| R3 |
1.3420 |
1.3343 |
1.3171 |
|
| R2 |
1.3291 |
1.3291 |
1.3160 |
|
| R1 |
1.3214 |
1.3214 |
1.3148 |
1.3188 |
| PP |
1.3162 |
1.3162 |
1.3162 |
1.3150 |
| S1 |
1.3085 |
1.3085 |
1.3124 |
1.3059 |
| S2 |
1.3033 |
1.3033 |
1.3112 |
|
| S3 |
1.2904 |
1.2956 |
1.3101 |
|
| S4 |
1.2775 |
1.2827 |
1.3065 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3608 |
1.3523 |
1.3219 |
|
| R3 |
1.3457 |
1.3372 |
1.3178 |
|
| R2 |
1.3306 |
1.3306 |
1.3164 |
|
| R1 |
1.3221 |
1.3221 |
1.3150 |
1.3264 |
| PP |
1.3155 |
1.3155 |
1.3155 |
1.3176 |
| S1 |
1.3070 |
1.3070 |
1.3122 |
1.3113 |
| S2 |
1.3004 |
1.3004 |
1.3108 |
|
| S3 |
1.2853 |
1.2919 |
1.3094 |
|
| S4 |
1.2702 |
1.2768 |
1.3053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3240 |
1.3089 |
0.0151 |
1.1% |
0.0082 |
0.6% |
31% |
True |
False |
121,964 |
| 10 |
1.3270 |
1.3089 |
0.0181 |
1.4% |
0.0086 |
0.7% |
26% |
False |
False |
118,841 |
| 20 |
1.3270 |
1.2732 |
0.0538 |
4.1% |
0.0079 |
0.6% |
75% |
False |
False |
105,746 |
| 40 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0075 |
0.6% |
78% |
False |
False |
108,116 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
4.9% |
0.0075 |
0.6% |
79% |
False |
False |
108,665 |
| 80 |
1.3270 |
1.2537 |
0.0733 |
5.6% |
0.0071 |
0.5% |
82% |
False |
False |
83,760 |
| 100 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0069 |
0.5% |
86% |
False |
False |
67,035 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0068 |
0.5% |
86% |
False |
False |
55,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3788 |
|
2.618 |
1.3578 |
|
1.618 |
1.3449 |
|
1.000 |
1.3369 |
|
0.618 |
1.3320 |
|
HIGH |
1.3240 |
|
0.618 |
1.3191 |
|
0.500 |
1.3176 |
|
0.382 |
1.3160 |
|
LOW |
1.3111 |
|
0.618 |
1.3031 |
|
1.000 |
1.2982 |
|
1.618 |
1.2902 |
|
2.618 |
1.2773 |
|
4.250 |
1.2563 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3176 |
1.3172 |
| PP |
1.3162 |
1.3160 |
| S1 |
1.3149 |
1.3148 |
|