CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3342 |
1.3409 |
0.0067 |
0.5% |
1.3131 |
| High |
1.3413 |
1.3426 |
0.0013 |
0.1% |
1.3338 |
| Low |
1.3329 |
1.3309 |
-0.0020 |
-0.2% |
1.3129 |
| Close |
1.3398 |
1.3317 |
-0.0081 |
-0.6% |
1.3316 |
| Range |
0.0084 |
0.0117 |
0.0033 |
39.3% |
0.0209 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.4% |
0.0000 |
| Volume |
86,576 |
113,550 |
26,974 |
31.2% |
552,464 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3702 |
1.3626 |
1.3381 |
|
| R3 |
1.3585 |
1.3509 |
1.3349 |
|
| R2 |
1.3468 |
1.3468 |
1.3338 |
|
| R1 |
1.3392 |
1.3392 |
1.3328 |
1.3372 |
| PP |
1.3351 |
1.3351 |
1.3351 |
1.3340 |
| S1 |
1.3275 |
1.3275 |
1.3306 |
1.3255 |
| S2 |
1.3234 |
1.3234 |
1.3296 |
|
| S3 |
1.3117 |
1.3158 |
1.3285 |
|
| S4 |
1.3000 |
1.3041 |
1.3253 |
|
|
| 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 |
1.3426 |
1.3153 |
0.0273 |
2.1% |
0.0109 |
0.8% |
60% |
True |
False |
116,979 |
| 10 |
1.3426 |
1.3039 |
0.0387 |
2.9% |
0.0099 |
0.7% |
72% |
True |
False |
113,443 |
| 20 |
1.3426 |
1.3008 |
0.0418 |
3.1% |
0.0090 |
0.7% |
74% |
True |
False |
75,610 |
| 40 |
1.3426 |
1.2674 |
0.0752 |
5.6% |
0.0082 |
0.6% |
86% |
True |
False |
38,295 |
| 60 |
1.3426 |
1.2646 |
0.0780 |
5.9% |
0.0071 |
0.5% |
86% |
True |
False |
25,610 |
| 80 |
1.3426 |
1.2636 |
0.0790 |
5.9% |
0.0065 |
0.5% |
86% |
True |
False |
19,255 |
| 100 |
1.3426 |
1.2483 |
0.0943 |
7.1% |
0.0059 |
0.4% |
88% |
True |
False |
15,502 |
| 120 |
1.3426 |
1.2381 |
0.1045 |
7.8% |
0.0056 |
0.4% |
90% |
True |
False |
12,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3923 |
|
2.618 |
1.3732 |
|
1.618 |
1.3615 |
|
1.000 |
1.3543 |
|
0.618 |
1.3498 |
|
HIGH |
1.3426 |
|
0.618 |
1.3381 |
|
0.500 |
1.3368 |
|
0.382 |
1.3354 |
|
LOW |
1.3309 |
|
0.618 |
1.3237 |
|
1.000 |
1.3192 |
|
1.618 |
1.3120 |
|
2.618 |
1.3003 |
|
4.250 |
1.2812 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3368 |
1.3336 |
| PP |
1.3351 |
1.3330 |
| S1 |
1.3334 |
1.3323 |
|