CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3324 |
1.3342 |
0.0018 |
0.1% |
1.3131 |
| High |
1.3357 |
1.3413 |
0.0056 |
0.4% |
1.3338 |
| Low |
1.3246 |
1.3329 |
0.0083 |
0.6% |
1.3129 |
| Close |
1.3344 |
1.3398 |
0.0054 |
0.4% |
1.3316 |
| Range |
0.0111 |
0.0084 |
-0.0027 |
-24.3% |
0.0209 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
117,323 |
86,576 |
-30,747 |
-26.2% |
552,464 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3632 |
1.3599 |
1.3444 |
|
| R3 |
1.3548 |
1.3515 |
1.3421 |
|
| R2 |
1.3464 |
1.3464 |
1.3413 |
|
| R1 |
1.3431 |
1.3431 |
1.3406 |
1.3448 |
| PP |
1.3380 |
1.3380 |
1.3380 |
1.3388 |
| S1 |
1.3347 |
1.3347 |
1.3390 |
1.3364 |
| S2 |
1.3296 |
1.3296 |
1.3383 |
|
| S3 |
1.3212 |
1.3263 |
1.3375 |
|
| S4 |
1.3128 |
1.3179 |
1.3352 |
|
|
| 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 |
1.3413 |
1.3153 |
0.0260 |
1.9% |
0.0113 |
0.8% |
94% |
True |
False |
118,389 |
| 10 |
1.3413 |
1.3008 |
0.0405 |
3.0% |
0.0098 |
0.7% |
96% |
True |
False |
120,219 |
| 20 |
1.3413 |
1.3008 |
0.0405 |
3.0% |
0.0088 |
0.7% |
96% |
True |
False |
70,053 |
| 40 |
1.3413 |
1.2674 |
0.0739 |
5.5% |
0.0080 |
0.6% |
98% |
True |
False |
35,457 |
| 60 |
1.3413 |
1.2646 |
0.0767 |
5.7% |
0.0071 |
0.5% |
98% |
True |
False |
23,720 |
| 80 |
1.3413 |
1.2636 |
0.0777 |
5.8% |
0.0064 |
0.5% |
98% |
True |
False |
17,836 |
| 100 |
1.3413 |
1.2483 |
0.0930 |
6.9% |
0.0058 |
0.4% |
98% |
True |
False |
14,367 |
| 120 |
1.3413 |
1.2381 |
0.1032 |
7.7% |
0.0055 |
0.4% |
99% |
True |
False |
11,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3770 |
|
2.618 |
1.3633 |
|
1.618 |
1.3549 |
|
1.000 |
1.3497 |
|
0.618 |
1.3465 |
|
HIGH |
1.3413 |
|
0.618 |
1.3381 |
|
0.500 |
1.3371 |
|
0.382 |
1.3361 |
|
LOW |
1.3329 |
|
0.618 |
1.3277 |
|
1.000 |
1.3245 |
|
1.618 |
1.3193 |
|
2.618 |
1.3109 |
|
4.250 |
1.2972 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3389 |
1.3375 |
| PP |
1.3380 |
1.3352 |
| S1 |
1.3371 |
1.3330 |
|