CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.3284 |
1.3324 |
0.0040 |
0.3% |
1.3131 |
| High |
1.3338 |
1.3357 |
0.0019 |
0.1% |
1.3338 |
| Low |
1.3266 |
1.3246 |
-0.0020 |
-0.2% |
1.3129 |
| Close |
1.3316 |
1.3344 |
0.0028 |
0.2% |
1.3316 |
| Range |
0.0072 |
0.0111 |
0.0039 |
54.2% |
0.0209 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.1% |
0.0000 |
| Volume |
125,825 |
117,323 |
-8,502 |
-6.8% |
552,464 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3649 |
1.3607 |
1.3405 |
|
| R3 |
1.3538 |
1.3496 |
1.3375 |
|
| R2 |
1.3427 |
1.3427 |
1.3364 |
|
| R1 |
1.3385 |
1.3385 |
1.3354 |
1.3406 |
| PP |
1.3316 |
1.3316 |
1.3316 |
1.3326 |
| S1 |
1.3274 |
1.3274 |
1.3334 |
1.3295 |
| S2 |
1.3205 |
1.3205 |
1.3324 |
|
| S3 |
1.3094 |
1.3163 |
1.3313 |
|
| S4 |
1.2983 |
1.3052 |
1.3283 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3888 |
1.3811 |
1.3431 |
|
| R3 |
1.3679 |
1.3602 |
1.3373 |
|
| R2 |
1.3470 |
1.3470 |
1.3354 |
|
| R1 |
1.3393 |
1.3393 |
1.3335 |
1.3432 |
| PP |
1.3261 |
1.3261 |
1.3261 |
1.3280 |
| S1 |
1.3184 |
1.3184 |
1.3297 |
1.3223 |
| S2 |
1.3052 |
1.3052 |
1.3278 |
|
| S3 |
1.2843 |
1.2975 |
1.3259 |
|
| S4 |
1.2634 |
1.2766 |
1.3201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3357 |
1.3149 |
0.0208 |
1.6% |
0.0113 |
0.8% |
94% |
True |
False |
118,370 |
| 10 |
1.3357 |
1.3008 |
0.0349 |
2.6% |
0.0096 |
0.7% |
96% |
True |
False |
119,773 |
| 20 |
1.3357 |
1.3008 |
0.0349 |
2.6% |
0.0086 |
0.6% |
96% |
True |
False |
65,761 |
| 40 |
1.3357 |
1.2674 |
0.0683 |
5.1% |
0.0080 |
0.6% |
98% |
True |
False |
33,295 |
| 60 |
1.3357 |
1.2637 |
0.0720 |
5.4% |
0.0071 |
0.5% |
98% |
True |
False |
22,279 |
| 80 |
1.3357 |
1.2636 |
0.0721 |
5.4% |
0.0064 |
0.5% |
98% |
True |
False |
16,754 |
| 100 |
1.3357 |
1.2483 |
0.0874 |
6.5% |
0.0057 |
0.4% |
99% |
True |
False |
13,501 |
| 120 |
1.3357 |
1.2381 |
0.0976 |
7.3% |
0.0054 |
0.4% |
99% |
True |
False |
11,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3829 |
|
2.618 |
1.3648 |
|
1.618 |
1.3537 |
|
1.000 |
1.3468 |
|
0.618 |
1.3426 |
|
HIGH |
1.3357 |
|
0.618 |
1.3315 |
|
0.500 |
1.3302 |
|
0.382 |
1.3288 |
|
LOW |
1.3246 |
|
0.618 |
1.3177 |
|
1.000 |
1.3135 |
|
1.618 |
1.3066 |
|
2.618 |
1.2955 |
|
4.250 |
1.2774 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3330 |
1.3314 |
| PP |
1.3316 |
1.3285 |
| S1 |
1.3302 |
1.3255 |
|