CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3370 |
1.3371 |
0.0001 |
0.0% |
1.3324 |
| High |
1.3421 |
1.3388 |
-0.0033 |
-0.2% |
1.3431 |
| Low |
1.3348 |
1.3235 |
-0.0113 |
-0.8% |
1.3246 |
| Close |
1.3374 |
1.3283 |
-0.0091 |
-0.7% |
1.3383 |
| Range |
0.0073 |
0.0153 |
0.0080 |
109.6% |
0.0185 |
| ATR |
0.0089 |
0.0094 |
0.0005 |
5.1% |
0.0000 |
| Volume |
138,693 |
131,588 |
-7,105 |
-5.1% |
530,846 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3761 |
1.3675 |
1.3367 |
|
| R3 |
1.3608 |
1.3522 |
1.3325 |
|
| R2 |
1.3455 |
1.3455 |
1.3311 |
|
| R1 |
1.3369 |
1.3369 |
1.3297 |
1.3336 |
| PP |
1.3302 |
1.3302 |
1.3302 |
1.3285 |
| S1 |
1.3216 |
1.3216 |
1.3269 |
1.3183 |
| S2 |
1.3149 |
1.3149 |
1.3255 |
|
| S3 |
1.2996 |
1.3063 |
1.3241 |
|
| S4 |
1.2843 |
1.2910 |
1.3199 |
|
|
| 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 |
1.3235 |
0.0196 |
1.5% |
0.0106 |
0.8% |
24% |
False |
True |
119,445 |
| 10 |
1.3431 |
1.3153 |
0.0278 |
2.1% |
0.0110 |
0.8% |
47% |
False |
False |
118,917 |
| 20 |
1.3431 |
1.3008 |
0.0423 |
3.2% |
0.0095 |
0.7% |
65% |
False |
False |
98,729 |
| 40 |
1.3431 |
1.2674 |
0.0757 |
5.7% |
0.0083 |
0.6% |
80% |
False |
False |
50,303 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.7% |
0.0075 |
0.6% |
80% |
False |
False |
33,668 |
| 80 |
1.3431 |
1.2636 |
0.0795 |
6.0% |
0.0069 |
0.5% |
81% |
False |
False |
25,297 |
| 100 |
1.3431 |
1.2483 |
0.0948 |
7.1% |
0.0062 |
0.5% |
84% |
False |
False |
20,339 |
| 120 |
1.3431 |
1.2381 |
0.1050 |
7.9% |
0.0057 |
0.4% |
86% |
False |
False |
16,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4038 |
|
2.618 |
1.3789 |
|
1.618 |
1.3636 |
|
1.000 |
1.3541 |
|
0.618 |
1.3483 |
|
HIGH |
1.3388 |
|
0.618 |
1.3330 |
|
0.500 |
1.3312 |
|
0.382 |
1.3293 |
|
LOW |
1.3235 |
|
0.618 |
1.3140 |
|
1.000 |
1.3082 |
|
1.618 |
1.2987 |
|
2.618 |
1.2834 |
|
4.250 |
1.2585 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3312 |
1.3330 |
| PP |
1.3302 |
1.3314 |
| S1 |
1.3293 |
1.3299 |
|