CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3409 |
1.3320 |
-0.0089 |
-0.7% |
1.3131 |
| High |
1.3426 |
1.3431 |
0.0005 |
0.0% |
1.3338 |
| Low |
1.3309 |
1.3310 |
0.0001 |
0.0% |
1.3129 |
| Close |
1.3317 |
1.3416 |
0.0099 |
0.7% |
1.3316 |
| Range |
0.0117 |
0.0121 |
0.0004 |
3.4% |
0.0209 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.5% |
0.0000 |
| Volume |
113,550 |
116,424 |
2,874 |
2.5% |
552,464 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3749 |
1.3703 |
1.3483 |
|
| R3 |
1.3628 |
1.3582 |
1.3449 |
|
| R2 |
1.3507 |
1.3507 |
1.3438 |
|
| R1 |
1.3461 |
1.3461 |
1.3427 |
1.3484 |
| PP |
1.3386 |
1.3386 |
1.3386 |
1.3397 |
| S1 |
1.3340 |
1.3340 |
1.3405 |
1.3363 |
| S2 |
1.3265 |
1.3265 |
1.3394 |
|
| S3 |
1.3144 |
1.3219 |
1.3383 |
|
| S4 |
1.3023 |
1.3098 |
1.3349 |
|
|
| 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 |
1.3431 |
1.3246 |
0.0185 |
1.4% |
0.0101 |
0.8% |
92% |
True |
False |
111,939 |
| 10 |
1.3431 |
1.3119 |
0.0312 |
2.3% |
0.0102 |
0.8% |
95% |
True |
False |
112,338 |
| 20 |
1.3431 |
1.3008 |
0.0423 |
3.2% |
0.0091 |
0.7% |
96% |
True |
False |
81,392 |
| 40 |
1.3431 |
1.2674 |
0.0757 |
5.6% |
0.0084 |
0.6% |
98% |
True |
False |
41,205 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.6% |
0.0073 |
0.5% |
98% |
True |
False |
27,550 |
| 80 |
1.3431 |
1.2636 |
0.0795 |
5.9% |
0.0066 |
0.5% |
98% |
True |
False |
20,708 |
| 100 |
1.3431 |
1.2483 |
0.0948 |
7.1% |
0.0060 |
0.4% |
98% |
True |
False |
16,666 |
| 120 |
1.3431 |
1.2381 |
0.1050 |
7.8% |
0.0056 |
0.4% |
99% |
True |
False |
13,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3945 |
|
2.618 |
1.3748 |
|
1.618 |
1.3627 |
|
1.000 |
1.3552 |
|
0.618 |
1.3506 |
|
HIGH |
1.3431 |
|
0.618 |
1.3385 |
|
0.500 |
1.3371 |
|
0.382 |
1.3356 |
|
LOW |
1.3310 |
|
0.618 |
1.3235 |
|
1.000 |
1.3189 |
|
1.618 |
1.3114 |
|
2.618 |
1.2993 |
|
4.250 |
1.2796 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3401 |
1.3401 |
| PP |
1.3386 |
1.3385 |
| S1 |
1.3371 |
1.3370 |
|