CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3134 |
1.3117 |
-0.0017 |
-0.1% |
1.3217 |
| High |
1.3160 |
1.3180 |
0.0020 |
0.2% |
1.3272 |
| Low |
1.3094 |
1.3109 |
0.0015 |
0.1% |
1.3117 |
| Close |
1.3106 |
1.3147 |
0.0041 |
0.3% |
1.3129 |
| Range |
0.0066 |
0.0071 |
0.0005 |
7.6% |
0.0155 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.2% |
0.0000 |
| Volume |
7,720 |
23,315 |
15,595 |
202.0% |
16,724 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3358 |
1.3324 |
1.3186 |
|
| R3 |
1.3287 |
1.3253 |
1.3167 |
|
| R2 |
1.3216 |
1.3216 |
1.3160 |
|
| R1 |
1.3182 |
1.3182 |
1.3154 |
1.3199 |
| PP |
1.3145 |
1.3145 |
1.3145 |
1.3154 |
| S1 |
1.3111 |
1.3111 |
1.3140 |
1.3128 |
| S2 |
1.3074 |
1.3074 |
1.3134 |
|
| S3 |
1.3003 |
1.3040 |
1.3127 |
|
| S4 |
1.2932 |
1.2969 |
1.3108 |
|
|
| 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 |
1.3268 |
1.3094 |
0.0174 |
1.3% |
0.0078 |
0.6% |
30% |
False |
False |
8,924 |
| 10 |
1.3272 |
1.3023 |
0.0249 |
1.9% |
0.0079 |
0.6% |
50% |
False |
False |
5,361 |
| 20 |
1.3272 |
1.2674 |
0.0598 |
4.5% |
0.0070 |
0.5% |
79% |
False |
False |
3,035 |
| 40 |
1.3272 |
1.2674 |
0.0598 |
4.5% |
0.0066 |
0.5% |
79% |
False |
False |
1,716 |
| 60 |
1.3272 |
1.2636 |
0.0636 |
4.8% |
0.0060 |
0.5% |
80% |
False |
False |
1,205 |
| 80 |
1.3272 |
1.2538 |
0.0734 |
5.6% |
0.0054 |
0.4% |
83% |
False |
False |
1,033 |
| 100 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0050 |
0.4% |
86% |
False |
False |
828 |
| 120 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0048 |
0.4% |
86% |
False |
False |
692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3482 |
|
2.618 |
1.3366 |
|
1.618 |
1.3295 |
|
1.000 |
1.3251 |
|
0.618 |
1.3224 |
|
HIGH |
1.3180 |
|
0.618 |
1.3153 |
|
0.500 |
1.3145 |
|
0.382 |
1.3136 |
|
LOW |
1.3109 |
|
0.618 |
1.3065 |
|
1.000 |
1.3038 |
|
1.618 |
1.2994 |
|
2.618 |
1.2923 |
|
4.250 |
1.2807 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3146 |
1.3150 |
| PP |
1.3145 |
1.3149 |
| S1 |
1.3145 |
1.3148 |
|