CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3409 |
1.3370 |
-0.0039 |
-0.3% |
1.3324 |
| High |
1.3425 |
1.3421 |
-0.0004 |
0.0% |
1.3431 |
| Low |
1.3357 |
1.3348 |
-0.0009 |
-0.1% |
1.3246 |
| Close |
1.3383 |
1.3374 |
-0.0009 |
-0.1% |
1.3383 |
| Range |
0.0068 |
0.0073 |
0.0005 |
7.4% |
0.0185 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
96,973 |
138,693 |
41,720 |
43.0% |
530,846 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3600 |
1.3560 |
1.3414 |
|
| R3 |
1.3527 |
1.3487 |
1.3394 |
|
| R2 |
1.3454 |
1.3454 |
1.3387 |
|
| R1 |
1.3414 |
1.3414 |
1.3381 |
1.3434 |
| PP |
1.3381 |
1.3381 |
1.3381 |
1.3391 |
| S1 |
1.3341 |
1.3341 |
1.3367 |
1.3361 |
| S2 |
1.3308 |
1.3308 |
1.3361 |
|
| S3 |
1.3235 |
1.3268 |
1.3354 |
|
| S4 |
1.3162 |
1.3195 |
1.3334 |
|
|
| 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 |
1.3309 |
0.0122 |
0.9% |
0.0093 |
0.7% |
53% |
False |
False |
110,443 |
| 10 |
1.3431 |
1.3149 |
0.0282 |
2.1% |
0.0103 |
0.8% |
80% |
False |
False |
114,406 |
| 20 |
1.3431 |
1.3008 |
0.0423 |
3.2% |
0.0090 |
0.7% |
87% |
False |
False |
92,536 |
| 40 |
1.3431 |
1.2674 |
0.0757 |
5.7% |
0.0082 |
0.6% |
92% |
False |
False |
47,056 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.7% |
0.0073 |
0.5% |
92% |
False |
False |
31,476 |
| 80 |
1.3431 |
1.2636 |
0.0795 |
5.9% |
0.0068 |
0.5% |
93% |
False |
False |
23,653 |
| 100 |
1.3431 |
1.2483 |
0.0948 |
7.1% |
0.0061 |
0.5% |
94% |
False |
False |
19,023 |
| 120 |
1.3431 |
1.2381 |
0.1050 |
7.9% |
0.0057 |
0.4% |
95% |
False |
False |
15,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3731 |
|
2.618 |
1.3612 |
|
1.618 |
1.3539 |
|
1.000 |
1.3494 |
|
0.618 |
1.3466 |
|
HIGH |
1.3421 |
|
0.618 |
1.3393 |
|
0.500 |
1.3385 |
|
0.382 |
1.3376 |
|
LOW |
1.3348 |
|
0.618 |
1.3303 |
|
1.000 |
1.3275 |
|
1.618 |
1.3230 |
|
2.618 |
1.3157 |
|
4.250 |
1.3038 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3385 |
1.3373 |
| PP |
1.3381 |
1.3372 |
| S1 |
1.3378 |
1.3371 |
|