CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3180 |
1.3128 |
-0.0052 |
-0.4% |
1.3129 |
| High |
1.3240 |
1.3145 |
-0.0095 |
-0.7% |
1.3240 |
| Low |
1.3111 |
1.3069 |
-0.0042 |
-0.3% |
1.3089 |
| Close |
1.3136 |
1.3079 |
-0.0057 |
-0.4% |
1.3136 |
| Range |
0.0129 |
0.0076 |
-0.0053 |
-41.1% |
0.0151 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
167,381 |
94,705 |
-72,676 |
-43.4% |
500,579 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3326 |
1.3278 |
1.3121 |
|
| R3 |
1.3250 |
1.3202 |
1.3100 |
|
| R2 |
1.3174 |
1.3174 |
1.3093 |
|
| R1 |
1.3126 |
1.3126 |
1.3086 |
1.3112 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3091 |
| S1 |
1.3050 |
1.3050 |
1.3072 |
1.3036 |
| S2 |
1.3022 |
1.3022 |
1.3065 |
|
| S3 |
1.2946 |
1.2974 |
1.3058 |
|
| S4 |
1.2870 |
1.2898 |
1.3037 |
|
|
| 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 |
1.3069 |
0.0171 |
1.3% |
0.0079 |
0.6% |
6% |
False |
True |
119,056 |
| 10 |
1.3270 |
1.3069 |
0.0201 |
1.5% |
0.0079 |
0.6% |
5% |
False |
True |
109,712 |
| 20 |
1.3270 |
1.2753 |
0.0517 |
4.0% |
0.0081 |
0.6% |
63% |
False |
False |
107,191 |
| 40 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0075 |
0.6% |
68% |
False |
False |
107,523 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
5.0% |
0.0074 |
0.6% |
71% |
False |
False |
107,860 |
| 80 |
1.3270 |
1.2604 |
0.0666 |
5.1% |
0.0071 |
0.5% |
71% |
False |
False |
84,940 |
| 100 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0069 |
0.5% |
80% |
False |
False |
67,980 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0068 |
0.5% |
80% |
False |
False |
56,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3468 |
|
2.618 |
1.3344 |
|
1.618 |
1.3268 |
|
1.000 |
1.3221 |
|
0.618 |
1.3192 |
|
HIGH |
1.3145 |
|
0.618 |
1.3116 |
|
0.500 |
1.3107 |
|
0.382 |
1.3098 |
|
LOW |
1.3069 |
|
0.618 |
1.3022 |
|
1.000 |
1.2993 |
|
1.618 |
1.2946 |
|
2.618 |
1.2870 |
|
4.250 |
1.2746 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3107 |
1.3155 |
| PP |
1.3098 |
1.3129 |
| S1 |
1.3088 |
1.3104 |
|