CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3129 |
1.3131 |
0.0002 |
0.0% |
1.3139 |
| High |
1.3161 |
1.3221 |
0.0060 |
0.5% |
1.3161 |
| Low |
1.3119 |
1.3129 |
0.0010 |
0.1% |
1.3008 |
| Close |
1.3124 |
1.3210 |
0.0086 |
0.7% |
1.3124 |
| Range |
0.0042 |
0.0092 |
0.0050 |
119.0% |
0.0153 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.1% |
0.0000 |
| Volume |
137,051 |
77,935 |
-59,116 |
-43.1% |
553,499 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3463 |
1.3428 |
1.3261 |
|
| R3 |
1.3371 |
1.3336 |
1.3235 |
|
| R2 |
1.3279 |
1.3279 |
1.3227 |
|
| R1 |
1.3244 |
1.3244 |
1.3218 |
1.3262 |
| PP |
1.3187 |
1.3187 |
1.3187 |
1.3195 |
| S1 |
1.3152 |
1.3152 |
1.3202 |
1.3170 |
| S2 |
1.3095 |
1.3095 |
1.3193 |
|
| S3 |
1.3003 |
1.3060 |
1.3185 |
|
| S4 |
1.2911 |
1.2968 |
1.3159 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3557 |
1.3493 |
1.3208 |
|
| R3 |
1.3404 |
1.3340 |
1.3166 |
|
| R2 |
1.3251 |
1.3251 |
1.3152 |
|
| R1 |
1.3187 |
1.3187 |
1.3138 |
1.3143 |
| PP |
1.3098 |
1.3098 |
1.3098 |
1.3075 |
| S1 |
1.3034 |
1.3034 |
1.3110 |
1.2990 |
| S2 |
1.2945 |
1.2945 |
1.3096 |
|
| S3 |
1.2792 |
1.2881 |
1.3082 |
|
| S4 |
1.2639 |
1.2728 |
1.3040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3221 |
1.3008 |
0.0213 |
1.6% |
0.0078 |
0.6% |
95% |
True |
False |
121,175 |
| 10 |
1.3242 |
1.3008 |
0.0234 |
1.8% |
0.0078 |
0.6% |
86% |
False |
False |
70,665 |
| 20 |
1.3272 |
1.2953 |
0.0319 |
2.4% |
0.0078 |
0.6% |
81% |
False |
False |
36,546 |
| 40 |
1.3272 |
1.2674 |
0.0598 |
4.5% |
0.0070 |
0.5% |
90% |
False |
False |
18,575 |
| 60 |
1.3272 |
1.2636 |
0.0636 |
4.8% |
0.0064 |
0.5% |
90% |
False |
False |
12,417 |
| 80 |
1.3272 |
1.2636 |
0.0636 |
4.8% |
0.0059 |
0.4% |
90% |
False |
False |
9,357 |
| 100 |
1.3272 |
1.2459 |
0.0813 |
6.2% |
0.0053 |
0.4% |
92% |
False |
False |
7,584 |
| 120 |
1.3272 |
1.2381 |
0.0891 |
6.7% |
0.0050 |
0.4% |
93% |
False |
False |
6,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3612 |
|
2.618 |
1.3462 |
|
1.618 |
1.3370 |
|
1.000 |
1.3313 |
|
0.618 |
1.3278 |
|
HIGH |
1.3221 |
|
0.618 |
1.3186 |
|
0.500 |
1.3175 |
|
0.382 |
1.3164 |
|
LOW |
1.3129 |
|
0.618 |
1.3072 |
|
1.000 |
1.3037 |
|
1.618 |
1.2980 |
|
2.618 |
1.2888 |
|
4.250 |
1.2738 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3198 |
1.3183 |
| PP |
1.3187 |
1.3157 |
| S1 |
1.3175 |
1.3130 |
|