CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3073 |
1.3078 |
0.0005 |
0.0% |
1.3129 |
| High |
1.3109 |
1.3113 |
0.0004 |
0.0% |
1.3240 |
| Low |
1.3050 |
1.3002 |
-0.0048 |
-0.4% |
1.3089 |
| Close |
1.3082 |
1.3044 |
-0.0038 |
-0.3% |
1.3136 |
| Range |
0.0059 |
0.0111 |
0.0052 |
88.1% |
0.0151 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.9% |
0.0000 |
| Volume |
141,705 |
253,057 |
111,352 |
78.6% |
500,579 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3386 |
1.3326 |
1.3105 |
|
| R3 |
1.3275 |
1.3215 |
1.3075 |
|
| R2 |
1.3164 |
1.3164 |
1.3064 |
|
| R1 |
1.3104 |
1.3104 |
1.3054 |
1.3079 |
| PP |
1.3053 |
1.3053 |
1.3053 |
1.3040 |
| S1 |
1.2993 |
1.2993 |
1.3034 |
1.2968 |
| S2 |
1.2942 |
1.2942 |
1.3024 |
|
| S3 |
1.2831 |
1.2882 |
1.3013 |
|
| S4 |
1.2720 |
1.2771 |
1.2983 |
|
|
| 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 |
1.3002 |
0.0238 |
1.8% |
0.0085 |
0.7% |
18% |
False |
True |
147,972 |
| 10 |
1.3266 |
1.3002 |
0.0264 |
2.0% |
0.0084 |
0.6% |
16% |
False |
True |
132,325 |
| 20 |
1.3270 |
1.2804 |
0.0466 |
3.6% |
0.0081 |
0.6% |
52% |
False |
False |
119,621 |
| 40 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0077 |
0.6% |
62% |
False |
False |
111,966 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
5.0% |
0.0074 |
0.6% |
65% |
False |
False |
109,634 |
| 80 |
1.3270 |
1.2620 |
0.0650 |
5.0% |
0.0072 |
0.6% |
65% |
False |
False |
89,858 |
| 100 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0070 |
0.5% |
76% |
False |
False |
71,919 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0069 |
0.5% |
76% |
False |
False |
59,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3585 |
|
2.618 |
1.3404 |
|
1.618 |
1.3293 |
|
1.000 |
1.3224 |
|
0.618 |
1.3182 |
|
HIGH |
1.3113 |
|
0.618 |
1.3071 |
|
0.500 |
1.3058 |
|
0.382 |
1.3044 |
|
LOW |
1.3002 |
|
0.618 |
1.2933 |
|
1.000 |
1.2891 |
|
1.618 |
1.2822 |
|
2.618 |
1.2711 |
|
4.250 |
1.2530 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3058 |
1.3074 |
| PP |
1.3053 |
1.3064 |
| S1 |
1.3049 |
1.3054 |
|