CME British Pound Future December 2024


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 1.2866 1.2838 -0.0028 -0.2% 1.2807
High 1.2872 1.2880 0.0008 0.1% 1.2812
Low 1.2835 1.2820 -0.0015 -0.1% 1.2674
Close 1.2840 1.2872 0.0032 0.2% 1.2766
Range 0.0037 0.0060 0.0023 62.2% 0.0138
ATR 0.0064 0.0064 0.0000 -0.4% 0.0000
Volume 204 2,081 1,877 920.1% 2,622
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.3037 1.3015 1.2905
R3 1.2977 1.2955 1.2889
R2 1.2917 1.2917 1.2883
R1 1.2895 1.2895 1.2878 1.2906
PP 1.2857 1.2857 1.2857 1.2863
S1 1.2835 1.2835 1.2867 1.2846
S2 1.2797 1.2797 1.2861
S3 1.2737 1.2775 1.2856
S4 1.2677 1.2715 1.2839
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.3165 1.3103 1.2842
R3 1.3027 1.2965 1.2804
R2 1.2889 1.2889 1.2791
R1 1.2827 1.2827 1.2779 1.2789
PP 1.2751 1.2751 1.2751 1.2732
S1 1.2689 1.2689 1.2753 1.2651
S2 1.2613 1.2613 1.2741
S3 1.2475 1.2551 1.2728
S4 1.2337 1.2413 1.2690
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2880 1.2736 0.0144 1.1% 0.0055 0.4% 94% True False 612
10 1.2880 1.2674 0.0206 1.6% 0.0072 0.6% 96% True False 691
20 1.2960 1.2674 0.0286 2.2% 0.0061 0.5% 69% False False 525
40 1.3053 1.2636 0.0417 3.2% 0.0056 0.4% 57% False False 316
60 1.3053 1.2636 0.0417 3.2% 0.0051 0.4% 57% False False 267
80 1.3053 1.2381 0.0672 5.2% 0.0047 0.4% 73% False False 323
100 1.3053 1.2381 0.0672 5.2% 0.0044 0.3% 73% False False 260
120 1.3053 1.2381 0.0672 5.2% 0.0041 0.3% 73% False False 220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3135
2.618 1.3037
1.618 1.2977
1.000 1.2940
0.618 1.2917
HIGH 1.2880
0.618 1.2857
0.500 1.2850
0.382 1.2843
LOW 1.2820
0.618 1.2783
1.000 1.2760
1.618 1.2723
2.618 1.2663
4.250 1.2565
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 1.2865 1.2859
PP 1.2857 1.2846
S1 1.2850 1.2833

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

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