CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3152 |
1.3182 |
0.0030 |
0.2% |
1.3134 |
| High |
1.3190 |
1.3242 |
0.0052 |
0.4% |
1.3242 |
| Low |
1.3144 |
1.3116 |
-0.0028 |
-0.2% |
1.3094 |
| Close |
1.3177 |
1.3140 |
-0.0037 |
-0.3% |
1.3140 |
| Range |
0.0046 |
0.0126 |
0.0080 |
173.9% |
0.0148 |
| ATR |
0.0070 |
0.0074 |
0.0004 |
5.7% |
0.0000 |
| Volume |
5,833 |
38,354 |
32,521 |
557.5% |
75,222 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3544 |
1.3468 |
1.3209 |
|
| R3 |
1.3418 |
1.3342 |
1.3175 |
|
| R2 |
1.3292 |
1.3292 |
1.3163 |
|
| R1 |
1.3216 |
1.3216 |
1.3152 |
1.3191 |
| PP |
1.3166 |
1.3166 |
1.3166 |
1.3154 |
| S1 |
1.3090 |
1.3090 |
1.3128 |
1.3065 |
| S2 |
1.3040 |
1.3040 |
1.3117 |
|
| S3 |
1.2914 |
1.2964 |
1.3105 |
|
| S4 |
1.2788 |
1.2838 |
1.3071 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3603 |
1.3519 |
1.3221 |
|
| R3 |
1.3455 |
1.3371 |
1.3181 |
|
| R2 |
1.3307 |
1.3307 |
1.3167 |
|
| R1 |
1.3223 |
1.3223 |
1.3154 |
1.3265 |
| PP |
1.3159 |
1.3159 |
1.3159 |
1.3180 |
| S1 |
1.3075 |
1.3075 |
1.3126 |
1.3117 |
| S2 |
1.3011 |
1.3011 |
1.3113 |
|
| S3 |
1.2863 |
1.2927 |
1.3099 |
|
| S4 |
1.2715 |
1.2779 |
1.3059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3242 |
1.3094 |
0.0148 |
1.1% |
0.0080 |
0.6% |
31% |
True |
False |
16,355 |
| 10 |
1.3272 |
1.3094 |
0.0178 |
1.4% |
0.0082 |
0.6% |
26% |
False |
False |
9,526 |
| 20 |
1.3272 |
1.2736 |
0.0536 |
4.1% |
0.0073 |
0.6% |
75% |
False |
False |
5,209 |
| 40 |
1.3272 |
1.2674 |
0.0598 |
4.6% |
0.0066 |
0.5% |
78% |
False |
False |
2,809 |
| 60 |
1.3272 |
1.2636 |
0.0636 |
4.8% |
0.0062 |
0.5% |
79% |
False |
False |
1,905 |
| 80 |
1.3272 |
1.2551 |
0.0721 |
5.5% |
0.0056 |
0.4% |
82% |
False |
False |
1,583 |
| 100 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0051 |
0.4% |
85% |
False |
False |
1,270 |
| 120 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0049 |
0.4% |
85% |
False |
False |
1,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3778 |
|
2.618 |
1.3572 |
|
1.618 |
1.3446 |
|
1.000 |
1.3368 |
|
0.618 |
1.3320 |
|
HIGH |
1.3242 |
|
0.618 |
1.3194 |
|
0.500 |
1.3179 |
|
0.382 |
1.3164 |
|
LOW |
1.3116 |
|
0.618 |
1.3038 |
|
1.000 |
1.2990 |
|
1.618 |
1.2912 |
|
2.618 |
1.2786 |
|
4.250 |
1.2581 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3179 |
1.3176 |
| PP |
1.3166 |
1.3164 |
| S1 |
1.3153 |
1.3152 |
|