CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3009 |
1.3050 |
0.0041 |
0.3% |
1.3071 |
| High |
1.3070 |
1.3057 |
-0.0013 |
-0.1% |
1.3102 |
| Low |
1.3008 |
1.2976 |
-0.0032 |
-0.2% |
1.2974 |
| Close |
1.3045 |
1.2978 |
-0.0067 |
-0.5% |
1.3045 |
| Range |
0.0062 |
0.0081 |
0.0019 |
30.6% |
0.0128 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.2% |
0.0000 |
| Volume |
77,567 |
59,238 |
-18,329 |
-23.6% |
436,624 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3247 |
1.3193 |
1.3023 |
|
| R3 |
1.3166 |
1.3112 |
1.3000 |
|
| R2 |
1.3085 |
1.3085 |
1.2993 |
|
| R1 |
1.3031 |
1.3031 |
1.2985 |
1.3018 |
| PP |
1.3004 |
1.3004 |
1.3004 |
1.2997 |
| S1 |
1.2950 |
1.2950 |
1.2971 |
1.2937 |
| S2 |
1.2923 |
1.2923 |
1.2963 |
|
| S3 |
1.2842 |
1.2869 |
1.2956 |
|
| S4 |
1.2761 |
1.2788 |
1.2933 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3424 |
1.3363 |
1.3115 |
|
| R3 |
1.3296 |
1.3235 |
1.3080 |
|
| R2 |
1.3168 |
1.3168 |
1.3068 |
|
| R1 |
1.3107 |
1.3107 |
1.3057 |
1.3074 |
| PP |
1.3040 |
1.3040 |
1.3040 |
1.3024 |
| S1 |
1.2979 |
1.2979 |
1.3033 |
1.2946 |
| S2 |
1.2912 |
1.2912 |
1.3022 |
|
| S3 |
1.2784 |
1.2851 |
1.3010 |
|
| S4 |
1.2656 |
1.2723 |
1.2975 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3102 |
1.2974 |
0.0128 |
1.0% |
0.0072 |
0.6% |
3% |
False |
False |
86,969 |
| 10 |
1.3114 |
1.2974 |
0.0140 |
1.1% |
0.0063 |
0.5% |
3% |
False |
False |
77,222 |
| 20 |
1.3431 |
1.2974 |
0.0457 |
3.5% |
0.0083 |
0.6% |
1% |
False |
False |
98,351 |
| 40 |
1.3431 |
1.2974 |
0.0457 |
3.5% |
0.0084 |
0.6% |
1% |
False |
False |
82,056 |
| 60 |
1.3431 |
1.2674 |
0.0757 |
5.8% |
0.0081 |
0.6% |
40% |
False |
False |
54,980 |
| 80 |
1.3431 |
1.2637 |
0.0794 |
6.1% |
0.0074 |
0.6% |
43% |
False |
False |
41,297 |
| 100 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0068 |
0.5% |
43% |
False |
False |
33,073 |
| 120 |
1.3431 |
1.2483 |
0.0948 |
7.3% |
0.0062 |
0.5% |
52% |
False |
False |
27,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3401 |
|
2.618 |
1.3269 |
|
1.618 |
1.3188 |
|
1.000 |
1.3138 |
|
0.618 |
1.3107 |
|
HIGH |
1.3057 |
|
0.618 |
1.3026 |
|
0.500 |
1.3017 |
|
0.382 |
1.3007 |
|
LOW |
1.2976 |
|
0.618 |
1.2926 |
|
1.000 |
1.2895 |
|
1.618 |
1.2845 |
|
2.618 |
1.2764 |
|
4.250 |
1.2632 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3017 |
1.3022 |
| PP |
1.3004 |
1.3007 |
| S1 |
1.2991 |
1.2993 |
|