CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3081 |
1.3050 |
-0.0031 |
-0.2% |
1.3134 |
| High |
1.3115 |
1.3132 |
0.0017 |
0.1% |
1.3242 |
| Low |
1.3008 |
1.3039 |
0.0031 |
0.2% |
1.3094 |
| Close |
1.3050 |
1.3107 |
0.0057 |
0.4% |
1.3140 |
| Range |
0.0107 |
0.0093 |
-0.0014 |
-13.1% |
0.0148 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.6% |
0.0000 |
| Volume |
181,306 |
127,470 |
-53,836 |
-29.7% |
75,222 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3372 |
1.3332 |
1.3158 |
|
| R3 |
1.3279 |
1.3239 |
1.3133 |
|
| R2 |
1.3186 |
1.3186 |
1.3124 |
|
| R1 |
1.3146 |
1.3146 |
1.3116 |
1.3166 |
| PP |
1.3093 |
1.3093 |
1.3093 |
1.3103 |
| S1 |
1.3053 |
1.3053 |
1.3098 |
1.3073 |
| S2 |
1.3000 |
1.3000 |
1.3090 |
|
| S3 |
1.2907 |
1.2960 |
1.3081 |
|
| S4 |
1.2814 |
1.2867 |
1.3056 |
|
|
| 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% |
0.0092 |
0.7% |
42% |
False |
False |
90,960 |
| 10 |
1.3242 |
1.3008 |
0.0234 |
1.8% |
0.0081 |
0.6% |
42% |
False |
False |
50,445 |
| 20 |
1.3272 |
1.2820 |
0.0452 |
3.4% |
0.0079 |
0.6% |
63% |
False |
False |
25,983 |
| 40 |
1.3272 |
1.2674 |
0.0598 |
4.6% |
0.0069 |
0.5% |
72% |
False |
False |
13,206 |
| 60 |
1.3272 |
1.2636 |
0.0636 |
4.9% |
0.0063 |
0.5% |
74% |
False |
False |
8,837 |
| 80 |
1.3272 |
1.2636 |
0.0636 |
4.9% |
0.0057 |
0.4% |
74% |
False |
False |
6,670 |
| 100 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0052 |
0.4% |
81% |
False |
False |
5,434 |
| 120 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0050 |
0.4% |
81% |
False |
False |
4,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3527 |
|
2.618 |
1.3375 |
|
1.618 |
1.3282 |
|
1.000 |
1.3225 |
|
0.618 |
1.3189 |
|
HIGH |
1.3132 |
|
0.618 |
1.3096 |
|
0.500 |
1.3086 |
|
0.382 |
1.3075 |
|
LOW |
1.3039 |
|
0.618 |
1.2982 |
|
1.000 |
1.2946 |
|
1.618 |
1.2889 |
|
2.618 |
1.2796 |
|
4.250 |
1.2644 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3100 |
1.3095 |
| PP |
1.3093 |
1.3082 |
| S1 |
1.3086 |
1.3070 |
|