CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3128 |
1.3073 |
-0.0055 |
-0.4% |
1.3129 |
| High |
1.3145 |
1.3109 |
-0.0036 |
-0.3% |
1.3240 |
| Low |
1.3069 |
1.3050 |
-0.0019 |
-0.1% |
1.3089 |
| Close |
1.3079 |
1.3082 |
0.0003 |
0.0% |
1.3136 |
| Range |
0.0076 |
0.0059 |
-0.0017 |
-22.4% |
0.0151 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
94,705 |
141,705 |
47,000 |
49.6% |
500,579 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3257 |
1.3229 |
1.3114 |
|
| R3 |
1.3198 |
1.3170 |
1.3098 |
|
| R2 |
1.3139 |
1.3139 |
1.3093 |
|
| R1 |
1.3111 |
1.3111 |
1.3087 |
1.3125 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3088 |
| S1 |
1.3052 |
1.3052 |
1.3077 |
1.3066 |
| S2 |
1.3021 |
1.3021 |
1.3071 |
|
| S3 |
1.2962 |
1.2993 |
1.3066 |
|
| S4 |
1.2903 |
1.2934 |
1.3050 |
|
|
| 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 |
1.3050 |
0.0190 |
1.5% |
0.0077 |
0.6% |
17% |
False |
True |
118,472 |
| 10 |
1.3270 |
1.3050 |
0.0220 |
1.7% |
0.0081 |
0.6% |
15% |
False |
True |
116,351 |
| 20 |
1.3270 |
1.2767 |
0.0503 |
3.8% |
0.0081 |
0.6% |
63% |
False |
False |
111,265 |
| 40 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0076 |
0.6% |
69% |
False |
False |
108,128 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
5.0% |
0.0074 |
0.6% |
71% |
False |
False |
108,036 |
| 80 |
1.3270 |
1.2620 |
0.0650 |
5.0% |
0.0071 |
0.5% |
71% |
False |
False |
86,703 |
| 100 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0069 |
0.5% |
80% |
False |
False |
69,390 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0069 |
0.5% |
80% |
False |
False |
57,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3360 |
|
2.618 |
1.3263 |
|
1.618 |
1.3204 |
|
1.000 |
1.3168 |
|
0.618 |
1.3145 |
|
HIGH |
1.3109 |
|
0.618 |
1.3086 |
|
0.500 |
1.3080 |
|
0.382 |
1.3073 |
|
LOW |
1.3050 |
|
0.618 |
1.3014 |
|
1.000 |
1.2991 |
|
1.618 |
1.2955 |
|
2.618 |
1.2896 |
|
4.250 |
1.2799 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3081 |
1.3145 |
| PP |
1.3080 |
1.3124 |
| S1 |
1.3080 |
1.3103 |
|