CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3043 |
1.3125 |
0.0082 |
0.6% |
1.3128 |
| High |
1.3128 |
1.3157 |
0.0029 |
0.2% |
1.3157 |
| Low |
1.3032 |
1.3114 |
0.0082 |
0.6% |
1.3002 |
| Close |
1.3103 |
1.3121 |
0.0018 |
0.1% |
1.3121 |
| Range |
0.0096 |
0.0043 |
-0.0053 |
-55.2% |
0.0155 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
153,511 |
32,393 |
-121,118 |
-78.9% |
675,371 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3260 |
1.3233 |
1.3145 |
|
| R3 |
1.3217 |
1.3190 |
1.3133 |
|
| R2 |
1.3174 |
1.3174 |
1.3129 |
|
| R1 |
1.3147 |
1.3147 |
1.3125 |
1.3139 |
| PP |
1.3131 |
1.3131 |
1.3131 |
1.3127 |
| S1 |
1.3104 |
1.3104 |
1.3117 |
1.3096 |
| S2 |
1.3088 |
1.3088 |
1.3113 |
|
| S3 |
1.3045 |
1.3061 |
1.3109 |
|
| S4 |
1.3002 |
1.3018 |
1.3097 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3558 |
1.3495 |
1.3206 |
|
| R3 |
1.3403 |
1.3340 |
1.3164 |
|
| R2 |
1.3248 |
1.3248 |
1.3149 |
|
| R1 |
1.3185 |
1.3185 |
1.3135 |
1.3139 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3071 |
| S1 |
1.3030 |
1.3030 |
1.3107 |
1.2984 |
| S2 |
1.2938 |
1.2938 |
1.3093 |
|
| S3 |
1.2783 |
1.2875 |
1.3078 |
|
| S4 |
1.2628 |
1.2720 |
1.3036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3157 |
1.3002 |
0.0155 |
1.2% |
0.0077 |
0.6% |
77% |
True |
False |
135,074 |
| 10 |
1.3240 |
1.3002 |
0.0238 |
1.8% |
0.0080 |
0.6% |
50% |
False |
False |
128,519 |
| 20 |
1.3270 |
1.2856 |
0.0414 |
3.2% |
0.0082 |
0.6% |
64% |
False |
False |
120,491 |
| 40 |
1.3270 |
1.2670 |
0.0600 |
4.6% |
0.0077 |
0.6% |
75% |
False |
False |
111,714 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
5.0% |
0.0074 |
0.6% |
77% |
False |
False |
109,648 |
| 80 |
1.3270 |
1.2620 |
0.0650 |
5.0% |
0.0073 |
0.6% |
77% |
False |
False |
92,177 |
| 100 |
1.3270 |
1.2348 |
0.0922 |
7.0% |
0.0070 |
0.5% |
84% |
False |
False |
73,776 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.2% |
0.0068 |
0.5% |
84% |
False |
False |
61,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3340 |
|
2.618 |
1.3270 |
|
1.618 |
1.3227 |
|
1.000 |
1.3200 |
|
0.618 |
1.3184 |
|
HIGH |
1.3157 |
|
0.618 |
1.3141 |
|
0.500 |
1.3136 |
|
0.382 |
1.3130 |
|
LOW |
1.3114 |
|
0.618 |
1.3087 |
|
1.000 |
1.3071 |
|
1.618 |
1.3044 |
|
2.618 |
1.3001 |
|
4.250 |
1.2931 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3136 |
1.3107 |
| PP |
1.3131 |
1.3093 |
| S1 |
1.3126 |
1.3080 |
|