CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3117 |
1.3152 |
0.0035 |
0.3% |
1.3217 |
| High |
1.3180 |
1.3190 |
0.0010 |
0.1% |
1.3272 |
| Low |
1.3109 |
1.3144 |
0.0035 |
0.3% |
1.3117 |
| Close |
1.3147 |
1.3177 |
0.0030 |
0.2% |
1.3129 |
| Range |
0.0071 |
0.0046 |
-0.0025 |
-35.2% |
0.0155 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
23,315 |
5,833 |
-17,482 |
-75.0% |
16,724 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3308 |
1.3289 |
1.3202 |
|
| R3 |
1.3262 |
1.3243 |
1.3190 |
|
| R2 |
1.3216 |
1.3216 |
1.3185 |
|
| R1 |
1.3197 |
1.3197 |
1.3181 |
1.3207 |
| PP |
1.3170 |
1.3170 |
1.3170 |
1.3175 |
| S1 |
1.3151 |
1.3151 |
1.3173 |
1.3161 |
| S2 |
1.3124 |
1.3124 |
1.3169 |
|
| S3 |
1.3078 |
1.3105 |
1.3164 |
|
| S4 |
1.3032 |
1.3059 |
1.3152 |
|
|
| 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 |
1.3231 |
1.3094 |
0.0137 |
1.0% |
0.0070 |
0.5% |
61% |
False |
False |
9,931 |
| 10 |
1.3272 |
1.3087 |
0.0185 |
1.4% |
0.0074 |
0.6% |
49% |
False |
False |
5,819 |
| 20 |
1.3272 |
1.2674 |
0.0598 |
4.5% |
0.0071 |
0.5% |
84% |
False |
False |
3,305 |
| 40 |
1.3272 |
1.2674 |
0.0598 |
4.5% |
0.0066 |
0.5% |
84% |
False |
False |
1,856 |
| 60 |
1.3272 |
1.2636 |
0.0636 |
4.8% |
0.0061 |
0.5% |
85% |
False |
False |
1,270 |
| 80 |
1.3272 |
1.2551 |
0.0721 |
5.5% |
0.0055 |
0.4% |
87% |
False |
False |
1,104 |
| 100 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0050 |
0.4% |
89% |
False |
False |
887 |
| 120 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0048 |
0.4% |
89% |
False |
False |
740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3386 |
|
2.618 |
1.3310 |
|
1.618 |
1.3264 |
|
1.000 |
1.3236 |
|
0.618 |
1.3218 |
|
HIGH |
1.3190 |
|
0.618 |
1.3172 |
|
0.500 |
1.3167 |
|
0.382 |
1.3162 |
|
LOW |
1.3144 |
|
0.618 |
1.3116 |
|
1.000 |
1.3098 |
|
1.618 |
1.3070 |
|
2.618 |
1.3024 |
|
4.250 |
1.2949 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3174 |
1.3165 |
| PP |
1.3170 |
1.3154 |
| S1 |
1.3167 |
1.3142 |
|