CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3216 |
1.3284 |
0.0068 |
0.5% |
1.3131 |
| High |
1.3313 |
1.3338 |
0.0025 |
0.2% |
1.3338 |
| Low |
1.3153 |
1.3266 |
0.0113 |
0.9% |
1.3129 |
| Close |
1.3281 |
1.3316 |
0.0035 |
0.3% |
1.3316 |
| Range |
0.0160 |
0.0072 |
-0.0088 |
-55.0% |
0.0209 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
141,622 |
125,825 |
-15,797 |
-11.2% |
552,464 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3523 |
1.3491 |
1.3356 |
|
| R3 |
1.3451 |
1.3419 |
1.3336 |
|
| R2 |
1.3379 |
1.3379 |
1.3329 |
|
| R1 |
1.3347 |
1.3347 |
1.3323 |
1.3363 |
| PP |
1.3307 |
1.3307 |
1.3307 |
1.3315 |
| S1 |
1.3275 |
1.3275 |
1.3309 |
1.3291 |
| S2 |
1.3235 |
1.3235 |
1.3303 |
|
| S3 |
1.3163 |
1.3203 |
1.3296 |
|
| S4 |
1.3091 |
1.3131 |
1.3276 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3888 |
1.3811 |
1.3431 |
|
| R3 |
1.3679 |
1.3602 |
1.3373 |
|
| R2 |
1.3470 |
1.3470 |
1.3354 |
|
| R1 |
1.3393 |
1.3393 |
1.3335 |
1.3432 |
| PP |
1.3261 |
1.3261 |
1.3261 |
1.3280 |
| S1 |
1.3184 |
1.3184 |
1.3297 |
1.3223 |
| S2 |
1.3052 |
1.3052 |
1.3278 |
|
| S3 |
1.2843 |
1.2975 |
1.3259 |
|
| S4 |
1.2634 |
1.2766 |
1.3201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3338 |
1.3129 |
0.0209 |
1.6% |
0.0109 |
0.8% |
89% |
True |
False |
110,492 |
| 10 |
1.3338 |
1.3008 |
0.0330 |
2.5% |
0.0092 |
0.7% |
93% |
True |
False |
110,596 |
| 20 |
1.3338 |
1.3008 |
0.0330 |
2.5% |
0.0087 |
0.7% |
93% |
True |
False |
60,061 |
| 40 |
1.3338 |
1.2674 |
0.0664 |
5.0% |
0.0077 |
0.6% |
97% |
True |
False |
30,367 |
| 60 |
1.3338 |
1.2637 |
0.0701 |
5.3% |
0.0069 |
0.5% |
97% |
True |
False |
20,323 |
| 80 |
1.3338 |
1.2636 |
0.0702 |
5.3% |
0.0063 |
0.5% |
97% |
True |
False |
15,287 |
| 100 |
1.3338 |
1.2483 |
0.0855 |
6.4% |
0.0056 |
0.4% |
97% |
True |
False |
12,328 |
| 120 |
1.3338 |
1.2381 |
0.0957 |
7.2% |
0.0053 |
0.4% |
98% |
True |
False |
10,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3644 |
|
2.618 |
1.3526 |
|
1.618 |
1.3454 |
|
1.000 |
1.3410 |
|
0.618 |
1.3382 |
|
HIGH |
1.3338 |
|
0.618 |
1.3310 |
|
0.500 |
1.3302 |
|
0.382 |
1.3294 |
|
LOW |
1.3266 |
|
0.618 |
1.3222 |
|
1.000 |
1.3194 |
|
1.618 |
1.3150 |
|
2.618 |
1.3078 |
|
4.250 |
1.2960 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3311 |
1.3293 |
| PP |
1.3307 |
1.3269 |
| S1 |
1.3302 |
1.3246 |
|