CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3074 |
1.3065 |
-0.0009 |
-0.1% |
1.3121 |
| High |
1.3093 |
1.3083 |
-0.0010 |
-0.1% |
1.3134 |
| Low |
1.3010 |
1.3042 |
0.0032 |
0.2% |
1.3010 |
| Close |
1.3046 |
1.3071 |
0.0025 |
0.2% |
1.3071 |
| Range |
0.0083 |
0.0041 |
-0.0042 |
-50.6% |
0.0124 |
| ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
96,423 |
55,031 |
-41,392 |
-42.9% |
356,329 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3188 |
1.3171 |
1.3094 |
|
| R3 |
1.3147 |
1.3130 |
1.3082 |
|
| R2 |
1.3106 |
1.3106 |
1.3079 |
|
| R1 |
1.3089 |
1.3089 |
1.3075 |
1.3098 |
| PP |
1.3065 |
1.3065 |
1.3065 |
1.3070 |
| S1 |
1.3048 |
1.3048 |
1.3067 |
1.3057 |
| S2 |
1.3024 |
1.3024 |
1.3063 |
|
| S3 |
1.2983 |
1.3007 |
1.3060 |
|
| S4 |
1.2942 |
1.2966 |
1.3048 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3444 |
1.3381 |
1.3139 |
|
| R3 |
1.3320 |
1.3257 |
1.3105 |
|
| R2 |
1.3196 |
1.3196 |
1.3094 |
|
| R1 |
1.3133 |
1.3133 |
1.3082 |
1.3103 |
| PP |
1.3072 |
1.3072 |
1.3072 |
1.3056 |
| S1 |
1.3009 |
1.3009 |
1.3060 |
1.2979 |
| S2 |
1.2948 |
1.2948 |
1.3048 |
|
| S3 |
1.2824 |
1.2885 |
1.3037 |
|
| S4 |
1.2700 |
1.2761 |
1.3003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3134 |
1.3010 |
0.0124 |
0.9% |
0.0060 |
0.5% |
49% |
False |
False |
71,265 |
| 10 |
1.3421 |
1.3010 |
0.0411 |
3.1% |
0.0087 |
0.7% |
15% |
False |
False |
105,763 |
| 20 |
1.3431 |
1.3010 |
0.0421 |
3.2% |
0.0096 |
0.7% |
14% |
False |
False |
107,047 |
| 40 |
1.3431 |
1.2864 |
0.0567 |
4.3% |
0.0087 |
0.7% |
37% |
False |
False |
69,889 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.8% |
0.0078 |
0.6% |
52% |
False |
False |
46,768 |
| 80 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0072 |
0.5% |
55% |
False |
False |
35,102 |
| 100 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0065 |
0.5% |
55% |
False |
False |
28,116 |
| 120 |
1.3431 |
1.2381 |
0.1050 |
8.0% |
0.0060 |
0.5% |
66% |
False |
False |
23,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3257 |
|
2.618 |
1.3190 |
|
1.618 |
1.3149 |
|
1.000 |
1.3124 |
|
0.618 |
1.3108 |
|
HIGH |
1.3083 |
|
0.618 |
1.3067 |
|
0.500 |
1.3063 |
|
0.382 |
1.3058 |
|
LOW |
1.3042 |
|
0.618 |
1.3017 |
|
1.000 |
1.3001 |
|
1.618 |
1.2976 |
|
2.618 |
1.2935 |
|
4.250 |
1.2868 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3068 |
1.3067 |
| PP |
1.3065 |
1.3062 |
| S1 |
1.3063 |
1.3058 |
|