CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3220 |
1.3161 |
-0.0059 |
-0.4% |
1.3139 |
| High |
1.3232 |
1.3298 |
0.0066 |
0.5% |
1.3161 |
| Low |
1.3149 |
1.3158 |
0.0009 |
0.1% |
1.3008 |
| Close |
1.3169 |
1.3249 |
0.0080 |
0.6% |
1.3124 |
| Range |
0.0083 |
0.0140 |
0.0057 |
68.7% |
0.0153 |
| ATR |
0.0077 |
0.0082 |
0.0004 |
5.8% |
0.0000 |
| Volume |
86,480 |
120,602 |
34,122 |
39.5% |
553,499 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3655 |
1.3592 |
1.3326 |
|
| R3 |
1.3515 |
1.3452 |
1.3288 |
|
| R2 |
1.3375 |
1.3375 |
1.3275 |
|
| R1 |
1.3312 |
1.3312 |
1.3262 |
1.3344 |
| PP |
1.3235 |
1.3235 |
1.3235 |
1.3251 |
| S1 |
1.3172 |
1.3172 |
1.3236 |
1.3204 |
| S2 |
1.3095 |
1.3095 |
1.3223 |
|
| S3 |
1.2955 |
1.3032 |
1.3211 |
|
| S4 |
1.2815 |
1.2892 |
1.3172 |
|
|
| 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 |
1.3298 |
1.3039 |
0.0259 |
2.0% |
0.0090 |
0.7% |
81% |
True |
False |
109,907 |
| 10 |
1.3298 |
1.3008 |
0.0290 |
2.2% |
0.0086 |
0.7% |
83% |
True |
False |
88,270 |
| 20 |
1.3298 |
1.3008 |
0.0290 |
2.2% |
0.0083 |
0.6% |
83% |
True |
False |
46,815 |
| 40 |
1.3298 |
1.2674 |
0.0624 |
4.7% |
0.0074 |
0.6% |
92% |
True |
False |
23,750 |
| 60 |
1.3298 |
1.2636 |
0.0662 |
5.0% |
0.0066 |
0.5% |
93% |
True |
False |
15,866 |
| 80 |
1.3298 |
1.2636 |
0.0662 |
5.0% |
0.0061 |
0.5% |
93% |
True |
False |
11,946 |
| 100 |
1.3298 |
1.2483 |
0.0815 |
6.2% |
0.0055 |
0.4% |
94% |
True |
False |
9,654 |
| 120 |
1.3298 |
1.2381 |
0.0917 |
6.9% |
0.0052 |
0.4% |
95% |
True |
False |
8,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3893 |
|
2.618 |
1.3665 |
|
1.618 |
1.3525 |
|
1.000 |
1.3438 |
|
0.618 |
1.3385 |
|
HIGH |
1.3298 |
|
0.618 |
1.3245 |
|
0.500 |
1.3228 |
|
0.382 |
1.3211 |
|
LOW |
1.3158 |
|
0.618 |
1.3071 |
|
1.000 |
1.3018 |
|
1.618 |
1.2931 |
|
2.618 |
1.2791 |
|
4.250 |
1.2563 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3242 |
1.3237 |
| PP |
1.3235 |
1.3225 |
| S1 |
1.3228 |
1.3214 |
|