CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2955 |
1.2993 |
0.0038 |
0.3% |
1.2768 |
| High |
1.3005 |
1.3060 |
0.0055 |
0.4% |
1.2955 |
| Low |
1.2953 |
1.2990 |
0.0037 |
0.3% |
1.2758 |
| Close |
1.3002 |
1.3040 |
0.0038 |
0.3% |
1.2954 |
| Range |
0.0052 |
0.0070 |
0.0018 |
34.6% |
0.0197 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.6% |
0.0000 |
| Volume |
936 |
762 |
-174 |
-18.6% |
4,620 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3240 |
1.3210 |
1.3079 |
|
| R3 |
1.3170 |
1.3140 |
1.3059 |
|
| R2 |
1.3100 |
1.3100 |
1.3053 |
|
| R1 |
1.3070 |
1.3070 |
1.3046 |
1.3085 |
| PP |
1.3030 |
1.3030 |
1.3030 |
1.3038 |
| S1 |
1.3000 |
1.3000 |
1.3034 |
1.3015 |
| S2 |
1.2960 |
1.2960 |
1.3027 |
|
| S3 |
1.2890 |
1.2930 |
1.3021 |
|
| S4 |
1.2820 |
1.2860 |
1.3002 |
|
|
| 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 |
1.3060 |
1.2820 |
0.0240 |
1.8% |
0.0062 |
0.5% |
92% |
True |
False |
1,123 |
| 10 |
1.3060 |
1.2674 |
0.0386 |
3.0% |
0.0062 |
0.5% |
95% |
True |
False |
709 |
| 20 |
1.3060 |
1.2674 |
0.0386 |
3.0% |
0.0066 |
0.5% |
95% |
True |
False |
684 |
| 40 |
1.3060 |
1.2636 |
0.0424 |
3.3% |
0.0058 |
0.4% |
95% |
True |
False |
392 |
| 60 |
1.3060 |
1.2636 |
0.0424 |
3.3% |
0.0054 |
0.4% |
95% |
True |
False |
322 |
| 80 |
1.3060 |
1.2483 |
0.0577 |
4.4% |
0.0048 |
0.4% |
97% |
True |
False |
363 |
| 100 |
1.3060 |
1.2381 |
0.0679 |
5.2% |
0.0045 |
0.3% |
97% |
True |
False |
293 |
| 120 |
1.3060 |
1.2381 |
0.0679 |
5.2% |
0.0043 |
0.3% |
97% |
True |
False |
247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3358 |
|
2.618 |
1.3243 |
|
1.618 |
1.3173 |
|
1.000 |
1.3130 |
|
0.618 |
1.3103 |
|
HIGH |
1.3060 |
|
0.618 |
1.3033 |
|
0.500 |
1.3025 |
|
0.382 |
1.3017 |
|
LOW |
1.2990 |
|
0.618 |
1.2947 |
|
1.000 |
1.2920 |
|
1.618 |
1.2877 |
|
2.618 |
1.2807 |
|
4.250 |
1.2693 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.3014 |
| PP |
1.3030 |
1.2988 |
| S1 |
1.3025 |
1.2962 |
|