CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3278 |
1.3265 |
-0.0013 |
-0.1% |
1.3324 |
| High |
1.3304 |
1.3269 |
-0.0035 |
-0.3% |
1.3431 |
| Low |
1.3244 |
1.3090 |
-0.0154 |
-1.2% |
1.3246 |
| Close |
1.3260 |
1.3112 |
-0.0148 |
-1.1% |
1.3383 |
| Range |
0.0060 |
0.0179 |
0.0119 |
198.3% |
0.0185 |
| ATR |
0.0091 |
0.0097 |
0.0006 |
6.9% |
0.0000 |
| Volume |
80,684 |
189,520 |
108,836 |
134.9% |
530,846 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3694 |
1.3582 |
1.3210 |
|
| R3 |
1.3515 |
1.3403 |
1.3161 |
|
| R2 |
1.3336 |
1.3336 |
1.3145 |
|
| R1 |
1.3224 |
1.3224 |
1.3128 |
1.3191 |
| PP |
1.3157 |
1.3157 |
1.3157 |
1.3140 |
| S1 |
1.3045 |
1.3045 |
1.3096 |
1.3012 |
| S2 |
1.2978 |
1.2978 |
1.3079 |
|
| S3 |
1.2799 |
1.2866 |
1.3063 |
|
| S4 |
1.2620 |
1.2687 |
1.3014 |
|
|
| 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 |
1.3425 |
1.3090 |
0.0335 |
2.6% |
0.0107 |
0.8% |
7% |
False |
True |
127,491 |
| 10 |
1.3431 |
1.3090 |
0.0341 |
2.6% |
0.0104 |
0.8% |
6% |
False |
True |
119,715 |
| 20 |
1.3431 |
1.3008 |
0.0423 |
3.2% |
0.0101 |
0.8% |
25% |
False |
False |
110,782 |
| 40 |
1.3431 |
1.2674 |
0.0757 |
5.8% |
0.0086 |
0.7% |
58% |
False |
False |
57,043 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.8% |
0.0077 |
0.6% |
58% |
False |
False |
38,165 |
| 80 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0071 |
0.5% |
60% |
False |
False |
28,648 |
| 100 |
1.3431 |
1.2551 |
0.0880 |
6.7% |
0.0064 |
0.5% |
64% |
False |
False |
23,040 |
| 120 |
1.3431 |
1.2381 |
0.1050 |
8.0% |
0.0058 |
0.4% |
70% |
False |
False |
19,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4030 |
|
2.618 |
1.3738 |
|
1.618 |
1.3559 |
|
1.000 |
1.3448 |
|
0.618 |
1.3380 |
|
HIGH |
1.3269 |
|
0.618 |
1.3201 |
|
0.500 |
1.3180 |
|
0.382 |
1.3158 |
|
LOW |
1.3090 |
|
0.618 |
1.2979 |
|
1.000 |
1.2911 |
|
1.618 |
1.2800 |
|
2.618 |
1.2621 |
|
4.250 |
1.2329 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3180 |
1.3239 |
| PP |
1.3157 |
1.3197 |
| S1 |
1.3135 |
1.3154 |
|