CME British Pound Future September 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3125 |
1.3127 |
0.0002 |
0.0% |
1.3128 |
| High |
1.3157 |
1.3213 |
0.0056 |
0.4% |
1.3157 |
| Low |
1.3114 |
1.3127 |
0.0013 |
0.1% |
1.3002 |
| Close |
1.3121 |
1.3207 |
0.0086 |
0.7% |
1.3121 |
| Range |
0.0043 |
0.0086 |
0.0043 |
100.0% |
0.0155 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
1.1% |
0.0000 |
| Volume |
32,393 |
1,032 |
-31,361 |
-96.8% |
675,371 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3440 |
1.3410 |
1.3254 |
|
| R3 |
1.3354 |
1.3324 |
1.3231 |
|
| R2 |
1.3268 |
1.3268 |
1.3223 |
|
| R1 |
1.3238 |
1.3238 |
1.3215 |
1.3253 |
| PP |
1.3182 |
1.3182 |
1.3182 |
1.3190 |
| S1 |
1.3152 |
1.3152 |
1.3199 |
1.3167 |
| S2 |
1.3096 |
1.3096 |
1.3191 |
|
| S3 |
1.3010 |
1.3066 |
1.3183 |
|
| S4 |
1.2924 |
1.2980 |
1.3160 |
|
|
| 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 |
1.3213 |
1.3002 |
0.0211 |
1.6% |
0.0079 |
0.6% |
97% |
True |
False |
116,339 |
| 10 |
1.3240 |
1.3002 |
0.0238 |
1.8% |
0.0079 |
0.6% |
86% |
False |
False |
117,698 |
| 20 |
1.3270 |
1.2944 |
0.0326 |
2.5% |
0.0082 |
0.6% |
81% |
False |
False |
116,243 |
| 40 |
1.3270 |
1.2670 |
0.0600 |
4.5% |
0.0078 |
0.6% |
90% |
False |
False |
109,837 |
| 60 |
1.3270 |
1.2620 |
0.0650 |
4.9% |
0.0074 |
0.6% |
90% |
False |
False |
107,279 |
| 80 |
1.3270 |
1.2620 |
0.0650 |
4.9% |
0.0073 |
0.6% |
90% |
False |
False |
92,181 |
| 100 |
1.3270 |
1.2444 |
0.0826 |
6.3% |
0.0070 |
0.5% |
92% |
False |
False |
73,785 |
| 120 |
1.3270 |
1.2326 |
0.0944 |
7.1% |
0.0068 |
0.5% |
93% |
False |
False |
61,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3579 |
|
2.618 |
1.3438 |
|
1.618 |
1.3352 |
|
1.000 |
1.3299 |
|
0.618 |
1.3266 |
|
HIGH |
1.3213 |
|
0.618 |
1.3180 |
|
0.500 |
1.3170 |
|
0.382 |
1.3160 |
|
LOW |
1.3127 |
|
0.618 |
1.3074 |
|
1.000 |
1.3041 |
|
1.618 |
1.2988 |
|
2.618 |
1.2902 |
|
4.250 |
1.2762 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3195 |
1.3179 |
| PP |
1.3182 |
1.3151 |
| S1 |
1.3170 |
1.3123 |
|