CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3217 |
1.3197 |
-0.0020 |
-0.2% |
1.2955 |
| High |
1.3222 |
1.3272 |
0.0050 |
0.4% |
1.3237 |
| Low |
1.3189 |
1.3190 |
0.0001 |
0.0% |
1.2953 |
| Close |
1.3199 |
1.3267 |
0.0068 |
0.5% |
1.3211 |
| Range |
0.0033 |
0.0082 |
0.0049 |
148.5% |
0.0284 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.4% |
0.0000 |
| Volume |
739 |
2,400 |
1,661 |
224.8% |
7,554 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3489 |
1.3460 |
1.3312 |
|
| R3 |
1.3407 |
1.3378 |
1.3290 |
|
| R2 |
1.3325 |
1.3325 |
1.3282 |
|
| R1 |
1.3296 |
1.3296 |
1.3275 |
1.3311 |
| PP |
1.3243 |
1.3243 |
1.3243 |
1.3250 |
| S1 |
1.3214 |
1.3214 |
1.3259 |
1.3229 |
| S2 |
1.3161 |
1.3161 |
1.3252 |
|
| S3 |
1.3079 |
1.3132 |
1.3244 |
|
| S4 |
1.2997 |
1.3050 |
1.3222 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3986 |
1.3882 |
1.3367 |
|
| R3 |
1.3702 |
1.3598 |
1.3289 |
|
| R2 |
1.3418 |
1.3418 |
1.3263 |
|
| R1 |
1.3314 |
1.3314 |
1.3237 |
1.3366 |
| PP |
1.3134 |
1.3134 |
1.3134 |
1.3160 |
| S1 |
1.3030 |
1.3030 |
1.3185 |
1.3082 |
| S2 |
1.2850 |
1.2850 |
1.3159 |
|
| S3 |
1.2566 |
1.2746 |
1.3133 |
|
| S4 |
1.2282 |
1.2462 |
1.3055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3272 |
1.3023 |
0.0249 |
1.9% |
0.0080 |
0.6% |
98% |
True |
False |
1,799 |
| 10 |
1.3272 |
1.2820 |
0.0452 |
3.4% |
0.0071 |
0.5% |
99% |
True |
False |
1,461 |
| 20 |
1.3272 |
1.2674 |
0.0598 |
4.5% |
0.0074 |
0.6% |
99% |
True |
False |
980 |
| 40 |
1.3272 |
1.2646 |
0.0626 |
4.7% |
0.0062 |
0.5% |
99% |
True |
False |
610 |
| 60 |
1.3272 |
1.2636 |
0.0636 |
4.8% |
0.0057 |
0.4% |
99% |
True |
False |
470 |
| 80 |
1.3272 |
1.2483 |
0.0789 |
5.9% |
0.0051 |
0.4% |
99% |
True |
False |
475 |
| 100 |
1.3272 |
1.2381 |
0.0891 |
6.7% |
0.0049 |
0.4% |
99% |
True |
False |
383 |
| 120 |
1.3272 |
1.2381 |
0.0891 |
6.7% |
0.0046 |
0.3% |
99% |
True |
False |
322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3621 |
|
2.618 |
1.3487 |
|
1.618 |
1.3405 |
|
1.000 |
1.3354 |
|
0.618 |
1.3323 |
|
HIGH |
1.3272 |
|
0.618 |
1.3241 |
|
0.500 |
1.3231 |
|
0.382 |
1.3221 |
|
LOW |
1.3190 |
|
0.618 |
1.3139 |
|
1.000 |
1.3108 |
|
1.618 |
1.3057 |
|
2.618 |
1.2975 |
|
4.250 |
1.2842 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3255 |
1.3240 |
| PP |
1.3243 |
1.3213 |
| S1 |
1.3231 |
1.3186 |
|