CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3080 |
1.3081 |
0.0001 |
0.0% |
1.3134 |
| High |
1.3112 |
1.3115 |
0.0003 |
0.0% |
1.3242 |
| Low |
1.3054 |
1.3008 |
-0.0046 |
-0.4% |
1.3094 |
| Close |
1.3086 |
1.3050 |
-0.0036 |
-0.3% |
1.3140 |
| Range |
0.0058 |
0.0107 |
0.0049 |
84.5% |
0.0148 |
| ATR |
0.0073 |
0.0076 |
0.0002 |
3.3% |
0.0000 |
| Volume |
82,117 |
181,306 |
99,189 |
120.8% |
75,222 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3379 |
1.3321 |
1.3109 |
|
| R3 |
1.3272 |
1.3214 |
1.3079 |
|
| R2 |
1.3165 |
1.3165 |
1.3070 |
|
| R1 |
1.3107 |
1.3107 |
1.3060 |
1.3083 |
| PP |
1.3058 |
1.3058 |
1.3058 |
1.3045 |
| S1 |
1.3000 |
1.3000 |
1.3040 |
1.2976 |
| S2 |
1.2951 |
1.2951 |
1.3030 |
|
| S3 |
1.2844 |
1.2893 |
1.3021 |
|
| S4 |
1.2737 |
1.2786 |
1.2991 |
|
|
| 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 |
1.3008 |
0.0234 |
1.8% |
0.0082 |
0.6% |
18% |
False |
True |
66,633 |
| 10 |
1.3268 |
1.3008 |
0.0260 |
2.0% |
0.0080 |
0.6% |
16% |
False |
True |
37,778 |
| 20 |
1.3272 |
1.2820 |
0.0452 |
3.5% |
0.0076 |
0.6% |
51% |
False |
False |
19,619 |
| 40 |
1.3272 |
1.2674 |
0.0598 |
4.6% |
0.0069 |
0.5% |
63% |
False |
False |
10,023 |
| 60 |
1.3272 |
1.2636 |
0.0636 |
4.9% |
0.0063 |
0.5% |
65% |
False |
False |
6,713 |
| 80 |
1.3272 |
1.2636 |
0.0636 |
4.9% |
0.0057 |
0.4% |
65% |
False |
False |
5,077 |
| 100 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0052 |
0.4% |
75% |
False |
False |
4,160 |
| 120 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0050 |
0.4% |
75% |
False |
False |
3,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3570 |
|
2.618 |
1.3395 |
|
1.618 |
1.3288 |
|
1.000 |
1.3222 |
|
0.618 |
1.3181 |
|
HIGH |
1.3115 |
|
0.618 |
1.3074 |
|
0.500 |
1.3062 |
|
0.382 |
1.3049 |
|
LOW |
1.3008 |
|
0.618 |
1.2942 |
|
1.000 |
1.2901 |
|
1.618 |
1.2835 |
|
2.618 |
1.2728 |
|
4.250 |
1.2553 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3062 |
1.3078 |
| PP |
1.3058 |
1.3069 |
| S1 |
1.3054 |
1.3059 |
|