CME British Pound Future December 2024


Trading Metrics calculated at close of trading on 16-Aug-2024
Day Change Summary
Previous Current
15-Aug-2024 16-Aug-2024 Change Change % Previous Week
Open 1.2838 1.2866 0.0028 0.2% 1.2768
High 1.2880 1.2955 0.0075 0.6% 1.2955
Low 1.2820 1.2864 0.0044 0.3% 1.2758
Close 1.2872 1.2954 0.0082 0.6% 1.2954
Range 0.0060 0.0091 0.0031 51.7% 0.0197
ATR 0.0064 0.0065 0.0002 3.1% 0.0000
Volume 2,081 1,634 -447 -21.5% 4,620
Daily Pivots for day following 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.3197 1.3167 1.3004
R3 1.3106 1.3076 1.2979
R2 1.3015 1.3015 1.2971
R1 1.2985 1.2985 1.2962 1.3000
PP 1.2924 1.2924 1.2924 1.2932
S1 1.2894 1.2894 1.2946 1.2909
S2 1.2833 1.2833 1.2937
S3 1.2742 1.2803 1.2929
S4 1.2651 1.2712 1.2904
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.3480 1.3414 1.3062
R3 1.3283 1.3217 1.3008
R2 1.3086 1.3086 1.2990
R1 1.3020 1.3020 1.2972 1.3053
PP 1.2889 1.2889 1.2889 1.2906
S1 1.2823 1.2823 1.2936 1.2856
S2 1.2692 1.2692 1.2918
S3 1.2495 1.2626 1.2900
S4 1.2298 1.2429 1.2846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2955 1.2758 0.0197 1.5% 0.0064 0.5% 99% True False 924
10 1.2955 1.2674 0.0281 2.2% 0.0069 0.5% 100% True False 724
20 1.2955 1.2674 0.0281 2.2% 0.0063 0.5% 100% True False 604
40 1.3053 1.2636 0.0417 3.2% 0.0057 0.4% 76% False False 352
60 1.3053 1.2636 0.0417 3.2% 0.0053 0.4% 76% False False 294
80 1.3053 1.2459 0.0594 4.6% 0.0047 0.4% 83% False False 343
100 1.3053 1.2381 0.0672 5.2% 0.0044 0.3% 85% False False 276
120 1.3053 1.2381 0.0672 5.2% 0.0042 0.3% 85% False False 233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3342
2.618 1.3193
1.618 1.3102
1.000 1.3046
0.618 1.3011
HIGH 1.2955
0.618 1.2920
0.500 1.2910
0.382 1.2899
LOW 1.2864
0.618 1.2808
1.000 1.2773
1.618 1.2717
2.618 1.2626
4.250 1.2477
Fisher Pivots for day following 16-Aug-2024
Pivot 1 day 3 day
R1 1.2939 1.2932
PP 1.2924 1.2910
S1 1.2910 1.2888

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

View Archives - Comment on this page... - Back to Index of Symbols