CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3161 |
1.3216 |
0.0055 |
0.4% |
1.3139 |
| High |
1.3298 |
1.3313 |
0.0015 |
0.1% |
1.3161 |
| Low |
1.3158 |
1.3153 |
-0.0005 |
0.0% |
1.3008 |
| Close |
1.3249 |
1.3281 |
0.0032 |
0.2% |
1.3124 |
| Range |
0.0140 |
0.0160 |
0.0020 |
14.3% |
0.0153 |
| ATR |
0.0082 |
0.0087 |
0.0006 |
6.8% |
0.0000 |
| Volume |
120,602 |
141,622 |
21,020 |
17.4% |
553,499 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3729 |
1.3665 |
1.3369 |
|
| R3 |
1.3569 |
1.3505 |
1.3325 |
|
| R2 |
1.3409 |
1.3409 |
1.3310 |
|
| R1 |
1.3345 |
1.3345 |
1.3296 |
1.3377 |
| PP |
1.3249 |
1.3249 |
1.3249 |
1.3265 |
| S1 |
1.3185 |
1.3185 |
1.3266 |
1.3217 |
| S2 |
1.3089 |
1.3089 |
1.3252 |
|
| S3 |
1.2929 |
1.3025 |
1.3237 |
|
| S4 |
1.2769 |
1.2865 |
1.3193 |
|
|
| 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 |
1.3313 |
1.3119 |
0.0194 |
1.5% |
0.0103 |
0.8% |
84% |
True |
False |
112,738 |
| 10 |
1.3313 |
1.3008 |
0.0305 |
2.3% |
0.0098 |
0.7% |
90% |
True |
False |
101,849 |
| 20 |
1.3313 |
1.3008 |
0.0305 |
2.3% |
0.0086 |
0.6% |
90% |
True |
False |
53,834 |
| 40 |
1.3313 |
1.2674 |
0.0639 |
4.8% |
0.0077 |
0.6% |
95% |
True |
False |
27,288 |
| 60 |
1.3313 |
1.2636 |
0.0677 |
5.1% |
0.0069 |
0.5% |
95% |
True |
False |
18,227 |
| 80 |
1.3313 |
1.2636 |
0.0677 |
5.1% |
0.0062 |
0.5% |
95% |
True |
False |
13,716 |
| 100 |
1.3313 |
1.2483 |
0.0830 |
6.2% |
0.0056 |
0.4% |
96% |
True |
False |
11,070 |
| 120 |
1.3313 |
1.2381 |
0.0932 |
7.0% |
0.0053 |
0.4% |
97% |
True |
False |
9,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3993 |
|
2.618 |
1.3732 |
|
1.618 |
1.3572 |
|
1.000 |
1.3473 |
|
0.618 |
1.3412 |
|
HIGH |
1.3313 |
|
0.618 |
1.3252 |
|
0.500 |
1.3233 |
|
0.382 |
1.3214 |
|
LOW |
1.3153 |
|
0.618 |
1.3054 |
|
1.000 |
1.2993 |
|
1.618 |
1.2894 |
|
2.618 |
1.2734 |
|
4.250 |
1.2473 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3265 |
1.3264 |
| PP |
1.3249 |
1.3248 |
| S1 |
1.3233 |
1.3231 |
|