CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3131 |
1.3220 |
0.0089 |
0.7% |
1.3139 |
| High |
1.3221 |
1.3232 |
0.0011 |
0.1% |
1.3161 |
| Low |
1.3129 |
1.3149 |
0.0020 |
0.2% |
1.3008 |
| Close |
1.3210 |
1.3169 |
-0.0041 |
-0.3% |
1.3124 |
| Range |
0.0092 |
0.0083 |
-0.0009 |
-9.8% |
0.0153 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
77,935 |
86,480 |
8,545 |
11.0% |
553,499 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3432 |
1.3384 |
1.3215 |
|
| R3 |
1.3349 |
1.3301 |
1.3192 |
|
| R2 |
1.3266 |
1.3266 |
1.3184 |
|
| R1 |
1.3218 |
1.3218 |
1.3177 |
1.3201 |
| PP |
1.3183 |
1.3183 |
1.3183 |
1.3175 |
| S1 |
1.3135 |
1.3135 |
1.3161 |
1.3118 |
| S2 |
1.3100 |
1.3100 |
1.3154 |
|
| S3 |
1.3017 |
1.3052 |
1.3146 |
|
| S4 |
1.2934 |
1.2969 |
1.3123 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3557 |
1.3493 |
1.3208 |
|
| R3 |
1.3404 |
1.3340 |
1.3166 |
|
| R2 |
1.3251 |
1.3251 |
1.3152 |
|
| R1 |
1.3187 |
1.3187 |
1.3138 |
1.3143 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3075 |
| S1 |
1.3034 |
1.3034 |
1.3110 |
1.2990 |
| S2 |
1.2945 |
1.2945 |
1.3096 |
|
| S3 |
1.2792 |
1.2881 |
1.3082 |
|
| S4 |
1.2639 |
1.2728 |
1.3040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3232 |
1.3008 |
0.0224 |
1.7% |
0.0083 |
0.6% |
72% |
True |
False |
122,048 |
| 10 |
1.3242 |
1.3008 |
0.0234 |
1.8% |
0.0079 |
0.6% |
69% |
False |
False |
78,541 |
| 20 |
1.3272 |
1.2990 |
0.0282 |
2.1% |
0.0079 |
0.6% |
63% |
False |
False |
40,823 |
| 40 |
1.3272 |
1.2674 |
0.0598 |
4.5% |
0.0072 |
0.5% |
83% |
False |
False |
20,736 |
| 60 |
1.3272 |
1.2636 |
0.0636 |
4.8% |
0.0065 |
0.5% |
84% |
False |
False |
13,857 |
| 80 |
1.3272 |
1.2636 |
0.0636 |
4.8% |
0.0059 |
0.5% |
84% |
False |
False |
10,438 |
| 100 |
1.3272 |
1.2483 |
0.0789 |
6.0% |
0.0053 |
0.4% |
87% |
False |
False |
8,448 |
| 120 |
1.3272 |
1.2381 |
0.0891 |
6.8% |
0.0051 |
0.4% |
88% |
False |
False |
7,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3585 |
|
2.618 |
1.3449 |
|
1.618 |
1.3366 |
|
1.000 |
1.3315 |
|
0.618 |
1.3283 |
|
HIGH |
1.3232 |
|
0.618 |
1.3200 |
|
0.500 |
1.3191 |
|
0.382 |
1.3181 |
|
LOW |
1.3149 |
|
0.618 |
1.3098 |
|
1.000 |
1.3066 |
|
1.618 |
1.3015 |
|
2.618 |
1.2932 |
|
4.250 |
1.2796 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3191 |
1.3176 |
| PP |
1.3183 |
1.3173 |
| S1 |
1.3176 |
1.3171 |
|