CME British Pound Future December 2024


Trading Metrics calculated at close of trading on 15-Jul-2024
Day Change Summary
Previous Current
12-Jul-2024 15-Jul-2024 Change Change % Previous Week
Open 1.2946 1.2976 0.0030 0.2% 1.2833
High 1.3003 1.3001 -0.0002 0.0% 1.3003
Low 1.2916 1.2976 0.0060 0.5% 1.2797
Close 1.3001 1.2984 -0.0017 -0.1% 1.3001
Range 0.0087 0.0025 -0.0062 -71.3% 0.0206
ATR 0.0060 0.0057 -0.0002 -4.2% 0.0000
Volume 146 163 17 11.6% 857
Daily Pivots for day following 15-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.3062 1.3048 1.2998
R3 1.3037 1.3023 1.2991
R2 1.3012 1.3012 1.2989
R1 1.2998 1.2998 1.2986 1.3005
PP 1.2987 1.2987 1.2987 1.2991
S1 1.2973 1.2973 1.2982 1.2980
S2 1.2962 1.2962 1.2979
S3 1.2937 1.2948 1.2977
S4 1.2912 1.2923 1.2970
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.3552 1.3482 1.3114
R3 1.3346 1.3276 1.3058
R2 1.3140 1.3140 1.3039
R1 1.3070 1.3070 1.3020 1.3105
PP 1.2934 1.2934 1.2934 1.2951
S1 1.2864 1.2864 1.2982 1.2899
S2 1.2728 1.2728 1.2963
S3 1.2522 1.2658 1.2944
S4 1.2316 1.2452 1.2888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3003 1.2797 0.0206 1.6% 0.0061 0.5% 91% False False 189
10 1.3003 1.2646 0.0357 2.7% 0.0059 0.5% 95% False False 129
20 1.3003 1.2636 0.0367 2.8% 0.0052 0.4% 95% False False 88
40 1.3003 1.2636 0.0367 2.8% 0.0044 0.3% 95% False False 226
60 1.3003 1.2381 0.0622 4.8% 0.0042 0.3% 97% False False 249
80 1.3003 1.2381 0.0622 4.8% 0.0041 0.3% 97% False False 189
100 1.3003 1.2381 0.0622 4.8% 0.0037 0.3% 97% False False 155
120 1.3003 1.2381 0.0622 4.8% 0.0037 0.3% 97% False False 132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.3107
2.618 1.3066
1.618 1.3041
1.000 1.3026
0.618 1.3016
HIGH 1.3001
0.618 1.2991
0.500 1.2989
0.382 1.2986
LOW 1.2976
0.618 1.2961
1.000 1.2951
1.618 1.2936
2.618 1.2911
4.250 1.2870
Fisher Pivots for day following 15-Jul-2024
Pivot 1 day 3 day
R1 1.2989 1.2967
PP 1.2987 1.2951
S1 1.2986 1.2934

These figures are updated between 7pm and 10pm EST after a trading day.

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