CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3371 |
1.3278 |
-0.0093 |
-0.7% |
1.3324 |
| High |
1.3388 |
1.3304 |
-0.0084 |
-0.6% |
1.3431 |
| Low |
1.3235 |
1.3244 |
0.0009 |
0.1% |
1.3246 |
| Close |
1.3283 |
1.3260 |
-0.0023 |
-0.2% |
1.3383 |
| Range |
0.0153 |
0.0060 |
-0.0093 |
-60.8% |
0.0185 |
| ATR |
0.0094 |
0.0091 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
131,588 |
80,684 |
-50,904 |
-38.7% |
530,846 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3449 |
1.3415 |
1.3293 |
|
| R3 |
1.3389 |
1.3355 |
1.3277 |
|
| R2 |
1.3329 |
1.3329 |
1.3271 |
|
| R1 |
1.3295 |
1.3295 |
1.3266 |
1.3282 |
| PP |
1.3269 |
1.3269 |
1.3269 |
1.3263 |
| S1 |
1.3235 |
1.3235 |
1.3255 |
1.3222 |
| S2 |
1.3209 |
1.3209 |
1.3249 |
|
| S3 |
1.3149 |
1.3175 |
1.3244 |
|
| S4 |
1.3089 |
1.3115 |
1.3227 |
|
|
| 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% |
0.0095 |
0.7% |
13% |
False |
False |
112,872 |
| 10 |
1.3431 |
1.3153 |
0.0278 |
2.1% |
0.0102 |
0.8% |
38% |
False |
False |
114,925 |
| 20 |
1.3431 |
1.3008 |
0.0423 |
3.2% |
0.0094 |
0.7% |
60% |
False |
False |
101,598 |
| 40 |
1.3431 |
1.2674 |
0.0757 |
5.7% |
0.0082 |
0.6% |
77% |
False |
False |
52,316 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.7% |
0.0075 |
0.6% |
77% |
False |
False |
35,010 |
| 80 |
1.3431 |
1.2636 |
0.0795 |
6.0% |
0.0068 |
0.5% |
78% |
False |
False |
26,303 |
| 100 |
1.3431 |
1.2538 |
0.0893 |
6.7% |
0.0062 |
0.5% |
81% |
False |
False |
21,146 |
| 120 |
1.3431 |
1.2381 |
0.1050 |
7.9% |
0.0058 |
0.4% |
84% |
False |
False |
17,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3559 |
|
2.618 |
1.3461 |
|
1.618 |
1.3401 |
|
1.000 |
1.3364 |
|
0.618 |
1.3341 |
|
HIGH |
1.3304 |
|
0.618 |
1.3281 |
|
0.500 |
1.3274 |
|
0.382 |
1.3267 |
|
LOW |
1.3244 |
|
0.618 |
1.3207 |
|
1.000 |
1.3184 |
|
1.618 |
1.3147 |
|
2.618 |
1.3087 |
|
4.250 |
1.2989 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3274 |
1.3328 |
| PP |
1.3269 |
1.3305 |
| S1 |
1.3265 |
1.3283 |
|