CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2958 |
1.2959 |
0.0001 |
0.0% |
1.2961 |
| High |
1.2998 |
1.3042 |
0.0044 |
0.3% |
1.3043 |
| Low |
1.2934 |
1.2947 |
0.0013 |
0.1% |
1.2843 |
| Close |
1.2952 |
1.3020 |
0.0068 |
0.5% |
1.2925 |
| Range |
0.0064 |
0.0095 |
0.0031 |
48.4% |
0.0200 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.0% |
0.0000 |
| Volume |
105,561 |
63,605 |
-41,956 |
-39.7% |
577,715 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3288 |
1.3249 |
1.3072 |
|
| R3 |
1.3193 |
1.3154 |
1.3046 |
|
| R2 |
1.3098 |
1.3098 |
1.3037 |
|
| R1 |
1.3059 |
1.3059 |
1.3029 |
1.3079 |
| PP |
1.3003 |
1.3003 |
1.3003 |
1.3013 |
| S1 |
1.2964 |
1.2964 |
1.3011 |
1.2984 |
| S2 |
1.2908 |
1.2908 |
1.3003 |
|
| S3 |
1.2813 |
1.2869 |
1.2994 |
|
| S4 |
1.2718 |
1.2774 |
1.2968 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3537 |
1.3431 |
1.3035 |
|
| R3 |
1.3337 |
1.3231 |
1.2980 |
|
| R2 |
1.3137 |
1.3137 |
1.2962 |
|
| R1 |
1.3031 |
1.3031 |
1.2943 |
1.2984 |
| PP |
1.2937 |
1.2937 |
1.2937 |
1.2914 |
| S1 |
1.2831 |
1.2831 |
1.2907 |
1.2784 |
| S2 |
1.2737 |
1.2737 |
1.2888 |
|
| S3 |
1.2537 |
1.2631 |
1.2870 |
|
| S4 |
1.2337 |
1.2431 |
1.2815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3043 |
1.2843 |
0.0200 |
1.5% |
0.0103 |
0.8% |
89% |
False |
False |
122,003 |
| 10 |
1.3043 |
1.2843 |
0.0200 |
1.5% |
0.0085 |
0.7% |
89% |
False |
False |
94,467 |
| 20 |
1.3105 |
1.2843 |
0.0262 |
2.0% |
0.0075 |
0.6% |
68% |
False |
False |
86,231 |
| 40 |
1.3431 |
1.2843 |
0.0588 |
4.5% |
0.0087 |
0.7% |
30% |
False |
False |
102,483 |
| 60 |
1.3431 |
1.2785 |
0.0646 |
5.0% |
0.0083 |
0.6% |
36% |
False |
False |
71,845 |
| 80 |
1.3431 |
1.2674 |
0.0757 |
5.8% |
0.0077 |
0.6% |
46% |
False |
False |
53,988 |
| 100 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0072 |
0.6% |
48% |
False |
False |
43,208 |
| 120 |
1.3431 |
1.2636 |
0.0795 |
6.1% |
0.0066 |
0.5% |
48% |
False |
False |
36,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3446 |
|
2.618 |
1.3291 |
|
1.618 |
1.3196 |
|
1.000 |
1.3137 |
|
0.618 |
1.3101 |
|
HIGH |
1.3042 |
|
0.618 |
1.3006 |
|
0.500 |
1.2995 |
|
0.382 |
1.2983 |
|
LOW |
1.2947 |
|
0.618 |
1.2888 |
|
1.000 |
1.2852 |
|
1.618 |
1.2793 |
|
2.618 |
1.2698 |
|
4.250 |
1.2543 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.3012 |
1.3001 |
| PP |
1.3003 |
1.2982 |
| S1 |
1.2995 |
1.2964 |
|