CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3122 |
1.3121 |
-0.0001 |
0.0% |
1.3370 |
| High |
1.3173 |
1.3134 |
-0.0039 |
-0.3% |
1.3421 |
| Low |
1.3069 |
1.3058 |
-0.0011 |
-0.1% |
1.3069 |
| Close |
1.3121 |
1.3071 |
-0.0050 |
-0.4% |
1.3121 |
| Range |
0.0104 |
0.0076 |
-0.0028 |
-26.9% |
0.0352 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
160,823 |
79,971 |
-80,852 |
-50.3% |
701,308 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3316 |
1.3269 |
1.3113 |
|
| R3 |
1.3240 |
1.3193 |
1.3092 |
|
| R2 |
1.3164 |
1.3164 |
1.3085 |
|
| R1 |
1.3117 |
1.3117 |
1.3078 |
1.3103 |
| PP |
1.3088 |
1.3088 |
1.3088 |
1.3080 |
| S1 |
1.3041 |
1.3041 |
1.3064 |
1.3027 |
| S2 |
1.3012 |
1.3012 |
1.3057 |
|
| S3 |
1.2936 |
1.2965 |
1.3050 |
|
| S4 |
1.2860 |
1.2889 |
1.3029 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4260 |
1.4042 |
1.3315 |
|
| R3 |
1.3908 |
1.3690 |
1.3218 |
|
| R2 |
1.3556 |
1.3556 |
1.3186 |
|
| R1 |
1.3338 |
1.3338 |
1.3153 |
1.3271 |
| PP |
1.3204 |
1.3204 |
1.3204 |
1.3170 |
| S1 |
1.2986 |
1.2986 |
1.3089 |
1.2919 |
| S2 |
1.2852 |
1.2852 |
1.3056 |
|
| S3 |
1.2500 |
1.2634 |
1.3024 |
|
| S4 |
1.2148 |
1.2282 |
1.2927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3388 |
1.3058 |
0.0330 |
2.5% |
0.0114 |
0.9% |
4% |
False |
True |
128,517 |
| 10 |
1.3431 |
1.3058 |
0.0373 |
2.9% |
0.0104 |
0.8% |
3% |
False |
True |
119,480 |
| 20 |
1.3431 |
1.3008 |
0.0423 |
3.2% |
0.0100 |
0.8% |
15% |
False |
False |
119,626 |
| 40 |
1.3431 |
1.2758 |
0.0673 |
5.1% |
0.0087 |
0.7% |
47% |
False |
False |
63,055 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.8% |
0.0077 |
0.6% |
52% |
False |
False |
42,171 |
| 80 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0071 |
0.5% |
55% |
False |
False |
31,653 |
| 100 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0065 |
0.5% |
55% |
False |
False |
25,405 |
| 120 |
1.3431 |
1.2381 |
0.1050 |
8.0% |
0.0059 |
0.5% |
66% |
False |
False |
21,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3457 |
|
2.618 |
1.3333 |
|
1.618 |
1.3257 |
|
1.000 |
1.3210 |
|
0.618 |
1.3181 |
|
HIGH |
1.3134 |
|
0.618 |
1.3105 |
|
0.500 |
1.3096 |
|
0.382 |
1.3087 |
|
LOW |
1.3058 |
|
0.618 |
1.3011 |
|
1.000 |
1.2982 |
|
1.618 |
1.2935 |
|
2.618 |
1.2859 |
|
4.250 |
1.2735 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3096 |
1.3164 |
| PP |
1.3088 |
1.3133 |
| S1 |
1.3079 |
1.3102 |
|