CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3071 |
1.3060 |
-0.0011 |
-0.1% |
1.3121 |
| High |
1.3071 |
1.3102 |
0.0031 |
0.2% |
1.3134 |
| Low |
1.3029 |
1.3035 |
0.0006 |
0.0% |
1.3010 |
| Close |
1.3050 |
1.3067 |
0.0017 |
0.1% |
1.3071 |
| Range |
0.0042 |
0.0067 |
0.0025 |
59.5% |
0.0124 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
61,014 |
87,969 |
26,955 |
44.2% |
356,329 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3269 |
1.3235 |
1.3104 |
|
| R3 |
1.3202 |
1.3168 |
1.3085 |
|
| R2 |
1.3135 |
1.3135 |
1.3079 |
|
| R1 |
1.3101 |
1.3101 |
1.3073 |
1.3118 |
| PP |
1.3068 |
1.3068 |
1.3068 |
1.3077 |
| S1 |
1.3034 |
1.3034 |
1.3061 |
1.3051 |
| S2 |
1.3001 |
1.3001 |
1.3055 |
|
| S3 |
1.2934 |
1.2967 |
1.3049 |
|
| S4 |
1.2867 |
1.2900 |
1.3030 |
|
|
| 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 |
1.3105 |
1.3010 |
0.0095 |
0.7% |
0.0057 |
0.4% |
60% |
False |
False |
72,214 |
| 10 |
1.3304 |
1.3010 |
0.0294 |
2.2% |
0.0075 |
0.6% |
19% |
False |
False |
93,633 |
| 20 |
1.3431 |
1.3010 |
0.0421 |
3.2% |
0.0093 |
0.7% |
14% |
False |
False |
106,275 |
| 40 |
1.3431 |
1.2990 |
0.0441 |
3.4% |
0.0086 |
0.7% |
17% |
False |
False |
73,549 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.8% |
0.0079 |
0.6% |
52% |
False |
False |
49,249 |
| 80 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0072 |
0.5% |
54% |
False |
False |
36,961 |
| 100 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0066 |
0.5% |
54% |
False |
False |
29,605 |
| 120 |
1.3431 |
1.2483 |
0.0948 |
7.3% |
0.0060 |
0.5% |
62% |
False |
False |
24,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3387 |
|
2.618 |
1.3277 |
|
1.618 |
1.3210 |
|
1.000 |
1.3169 |
|
0.618 |
1.3143 |
|
HIGH |
1.3102 |
|
0.618 |
1.3076 |
|
0.500 |
1.3069 |
|
0.382 |
1.3061 |
|
LOW |
1.3035 |
|
0.618 |
1.2994 |
|
1.000 |
1.2968 |
|
1.618 |
1.2927 |
|
2.618 |
1.2860 |
|
4.250 |
1.2750 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3069 |
1.3067 |
| PP |
1.3068 |
1.3066 |
| S1 |
1.3068 |
1.3066 |
|