CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3078 |
1.3043 |
-0.0035 |
-0.3% |
1.3129 |
| High |
1.3113 |
1.3128 |
0.0015 |
0.1% |
1.3240 |
| Low |
1.3002 |
1.3032 |
0.0030 |
0.2% |
1.3089 |
| Close |
1.3044 |
1.3103 |
0.0059 |
0.5% |
1.3136 |
| Range |
0.0111 |
0.0096 |
-0.0015 |
-13.5% |
0.0151 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.3% |
0.0000 |
| Volume |
253,057 |
153,511 |
-99,546 |
-39.3% |
500,579 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3376 |
1.3335 |
1.3156 |
|
| R3 |
1.3280 |
1.3239 |
1.3129 |
|
| R2 |
1.3184 |
1.3184 |
1.3121 |
|
| R1 |
1.3143 |
1.3143 |
1.3112 |
1.3164 |
| PP |
1.3088 |
1.3088 |
1.3088 |
1.3098 |
| S1 |
1.3047 |
1.3047 |
1.3094 |
1.3068 |
| S2 |
1.2992 |
1.2992 |
1.3085 |
|
| S3 |
1.2896 |
1.2951 |
1.3077 |
|
| S4 |
1.2800 |
1.2855 |
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 |
1.3002 |
0.0238 |
1.8% |
0.0094 |
0.7% |
42% |
False |
False |
162,071 |
| 10 |
1.3240 |
1.3002 |
0.0238 |
1.8% |
0.0084 |
0.6% |
42% |
False |
False |
135,837 |
| 20 |
1.3270 |
1.2804 |
0.0466 |
3.6% |
0.0083 |
0.6% |
64% |
False |
False |
123,189 |
| 40 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0078 |
0.6% |
72% |
False |
False |
112,901 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
5.0% |
0.0074 |
0.6% |
74% |
False |
False |
110,533 |
| 80 |
1.3270 |
1.2620 |
0.0650 |
5.0% |
0.0072 |
0.6% |
74% |
False |
False |
91,775 |
| 100 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0070 |
0.5% |
82% |
False |
False |
73,453 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0068 |
0.5% |
82% |
False |
False |
61,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3536 |
|
2.618 |
1.3379 |
|
1.618 |
1.3283 |
|
1.000 |
1.3224 |
|
0.618 |
1.3187 |
|
HIGH |
1.3128 |
|
0.618 |
1.3091 |
|
0.500 |
1.3080 |
|
0.382 |
1.3069 |
|
LOW |
1.3032 |
|
0.618 |
1.2973 |
|
1.000 |
1.2936 |
|
1.618 |
1.2877 |
|
2.618 |
1.2781 |
|
4.250 |
1.2624 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3095 |
1.3090 |
| PP |
1.3088 |
1.3078 |
| S1 |
1.3080 |
1.3065 |
|