CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.3071 |
0.0011 |
0.1% |
1.3121 |
| High |
1.3102 |
1.3077 |
-0.0025 |
-0.2% |
1.3134 |
| Low |
1.3035 |
1.2977 |
-0.0058 |
-0.4% |
1.3010 |
| Close |
1.3067 |
1.2983 |
-0.0084 |
-0.6% |
1.3071 |
| Range |
0.0067 |
0.0100 |
0.0033 |
49.3% |
0.0124 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.6% |
0.0000 |
| Volume |
87,969 |
120,050 |
32,081 |
36.5% |
356,329 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3312 |
1.3248 |
1.3038 |
|
| R3 |
1.3212 |
1.3148 |
1.3011 |
|
| R2 |
1.3112 |
1.3112 |
1.3001 |
|
| R1 |
1.3048 |
1.3048 |
1.2992 |
1.3030 |
| PP |
1.3012 |
1.3012 |
1.3012 |
1.3004 |
| S1 |
1.2948 |
1.2948 |
1.2974 |
1.2930 |
| S2 |
1.2912 |
1.2912 |
1.2965 |
|
| S3 |
1.2812 |
1.2848 |
1.2956 |
|
| S4 |
1.2712 |
1.2748 |
1.2928 |
|
|
| 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 |
1.3102 |
1.2977 |
0.0125 |
1.0% |
0.0067 |
0.5% |
5% |
False |
True |
84,097 |
| 10 |
1.3269 |
1.2977 |
0.0292 |
2.2% |
0.0079 |
0.6% |
2% |
False |
True |
97,570 |
| 20 |
1.3431 |
1.2977 |
0.0454 |
3.5% |
0.0091 |
0.7% |
1% |
False |
True |
106,248 |
| 40 |
1.3431 |
1.2977 |
0.0454 |
3.5% |
0.0087 |
0.7% |
1% |
False |
True |
76,532 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.8% |
0.0080 |
0.6% |
41% |
False |
False |
51,249 |
| 80 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0072 |
0.6% |
44% |
False |
False |
38,462 |
| 100 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0067 |
0.5% |
44% |
False |
False |
30,806 |
| 120 |
1.3431 |
1.2483 |
0.0948 |
7.3% |
0.0061 |
0.5% |
53% |
False |
False |
25,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3502 |
|
2.618 |
1.3339 |
|
1.618 |
1.3239 |
|
1.000 |
1.3177 |
|
0.618 |
1.3139 |
|
HIGH |
1.3077 |
|
0.618 |
1.3039 |
|
0.500 |
1.3027 |
|
0.382 |
1.3015 |
|
LOW |
1.2977 |
|
0.618 |
1.2915 |
|
1.000 |
1.2877 |
|
1.618 |
1.2815 |
|
2.618 |
1.2715 |
|
4.250 |
1.2552 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3027 |
1.3040 |
| PP |
1.3012 |
1.3021 |
| S1 |
1.2998 |
1.3002 |
|