CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3320 |
1.3409 |
0.0089 |
0.7% |
1.3324 |
| High |
1.3431 |
1.3425 |
-0.0006 |
0.0% |
1.3431 |
| Low |
1.3310 |
1.3357 |
0.0047 |
0.4% |
1.3246 |
| Close |
1.3416 |
1.3383 |
-0.0033 |
-0.2% |
1.3383 |
| Range |
0.0121 |
0.0068 |
-0.0053 |
-43.8% |
0.0185 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
116,424 |
96,973 |
-19,451 |
-16.7% |
530,846 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3592 |
1.3556 |
1.3420 |
|
| R3 |
1.3524 |
1.3488 |
1.3402 |
|
| R2 |
1.3456 |
1.3456 |
1.3395 |
|
| R1 |
1.3420 |
1.3420 |
1.3389 |
1.3404 |
| PP |
1.3388 |
1.3388 |
1.3388 |
1.3381 |
| S1 |
1.3352 |
1.3352 |
1.3377 |
1.3336 |
| S2 |
1.3320 |
1.3320 |
1.3371 |
|
| S3 |
1.3252 |
1.3284 |
1.3364 |
|
| S4 |
1.3184 |
1.3216 |
1.3346 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3908 |
1.3831 |
1.3485 |
|
| R3 |
1.3723 |
1.3646 |
1.3434 |
|
| R2 |
1.3538 |
1.3538 |
1.3417 |
|
| R1 |
1.3461 |
1.3461 |
1.3400 |
1.3500 |
| PP |
1.3353 |
1.3353 |
1.3353 |
1.3373 |
| S1 |
1.3276 |
1.3276 |
1.3366 |
1.3315 |
| S2 |
1.3168 |
1.3168 |
1.3349 |
|
| S3 |
1.2983 |
1.3091 |
1.3332 |
|
| S4 |
1.2798 |
1.2906 |
1.3281 |
|
|
| 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% |
0.0100 |
0.7% |
74% |
False |
False |
106,169 |
| 10 |
1.3431 |
1.3129 |
0.0302 |
2.3% |
0.0105 |
0.8% |
84% |
False |
False |
108,331 |
| 20 |
1.3431 |
1.3008 |
0.0423 |
3.2% |
0.0091 |
0.7% |
89% |
False |
False |
85,929 |
| 40 |
1.3431 |
1.2674 |
0.0757 |
5.7% |
0.0083 |
0.6% |
94% |
False |
False |
43,621 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.7% |
0.0072 |
0.5% |
94% |
False |
False |
29,165 |
| 80 |
1.3431 |
1.2636 |
0.0795 |
5.9% |
0.0067 |
0.5% |
94% |
False |
False |
21,920 |
| 100 |
1.3431 |
1.2483 |
0.0948 |
7.1% |
0.0060 |
0.5% |
95% |
False |
False |
17,636 |
| 120 |
1.3431 |
1.2381 |
0.1050 |
7.8% |
0.0057 |
0.4% |
95% |
False |
False |
14,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3714 |
|
2.618 |
1.3603 |
|
1.618 |
1.3535 |
|
1.000 |
1.3493 |
|
0.618 |
1.3467 |
|
HIGH |
1.3425 |
|
0.618 |
1.3399 |
|
0.500 |
1.3391 |
|
0.382 |
1.3383 |
|
LOW |
1.3357 |
|
0.618 |
1.3315 |
|
1.000 |
1.3289 |
|
1.618 |
1.3247 |
|
2.618 |
1.3179 |
|
4.250 |
1.3068 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3391 |
1.3379 |
| PP |
1.3388 |
1.3374 |
| S1 |
1.3386 |
1.3370 |
|