CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3171 |
1.3134 |
-0.0037 |
-0.3% |
1.3217 |
| High |
1.3206 |
1.3160 |
-0.0046 |
-0.3% |
1.3272 |
| Low |
1.3117 |
1.3094 |
-0.0023 |
-0.2% |
1.3117 |
| Close |
1.3129 |
1.3106 |
-0.0023 |
-0.2% |
1.3129 |
| Range |
0.0089 |
0.0066 |
-0.0023 |
-25.8% |
0.0155 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
6,555 |
7,720 |
1,165 |
17.8% |
16,724 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3318 |
1.3278 |
1.3142 |
|
| R3 |
1.3252 |
1.3212 |
1.3124 |
|
| R2 |
1.3186 |
1.3186 |
1.3118 |
|
| R1 |
1.3146 |
1.3146 |
1.3112 |
1.3133 |
| PP |
1.3120 |
1.3120 |
1.3120 |
1.3114 |
| S1 |
1.3080 |
1.3080 |
1.3100 |
1.3067 |
| S2 |
1.3054 |
1.3054 |
1.3094 |
|
| S3 |
1.2988 |
1.3014 |
1.3088 |
|
| S4 |
1.2922 |
1.2948 |
1.3070 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3638 |
1.3538 |
1.3214 |
|
| R3 |
1.3483 |
1.3383 |
1.3172 |
|
| R2 |
1.3328 |
1.3328 |
1.3157 |
|
| R1 |
1.3228 |
1.3228 |
1.3143 |
1.3201 |
| PP |
1.3173 |
1.3173 |
1.3173 |
1.3159 |
| S1 |
1.3073 |
1.3073 |
1.3115 |
1.3046 |
| S2 |
1.3018 |
1.3018 |
1.3101 |
|
| S3 |
1.2863 |
1.2918 |
1.3086 |
|
| S4 |
1.2708 |
1.2763 |
1.3044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3272 |
1.3094 |
0.0178 |
1.4% |
0.0081 |
0.6% |
7% |
False |
True |
4,741 |
| 10 |
1.3272 |
1.2990 |
0.0282 |
2.2% |
0.0079 |
0.6% |
41% |
False |
False |
3,106 |
| 20 |
1.3272 |
1.2674 |
0.0598 |
4.6% |
0.0072 |
0.5% |
72% |
False |
False |
1,878 |
| 40 |
1.3272 |
1.2674 |
0.0598 |
4.6% |
0.0065 |
0.5% |
72% |
False |
False |
1,137 |
| 60 |
1.3272 |
1.2636 |
0.0636 |
4.9% |
0.0061 |
0.5% |
74% |
False |
False |
820 |
| 80 |
1.3272 |
1.2483 |
0.0789 |
6.0% |
0.0054 |
0.4% |
79% |
False |
False |
741 |
| 100 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0050 |
0.4% |
81% |
False |
False |
595 |
| 120 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0047 |
0.4% |
81% |
False |
False |
497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3441 |
|
2.618 |
1.3333 |
|
1.618 |
1.3267 |
|
1.000 |
1.3226 |
|
0.618 |
1.3201 |
|
HIGH |
1.3160 |
|
0.618 |
1.3135 |
|
0.500 |
1.3127 |
|
0.382 |
1.3119 |
|
LOW |
1.3094 |
|
0.618 |
1.3053 |
|
1.000 |
1.3028 |
|
1.618 |
1.2987 |
|
2.618 |
1.2921 |
|
4.250 |
1.2814 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3127 |
1.3163 |
| PP |
1.3120 |
1.3144 |
| S1 |
1.3113 |
1.3125 |
|