CME British Pound Future December 2024


Trading Metrics calculated at close of trading on 11-Nov-2024
Day Change Summary
Previous Current
08-Nov-2024 11-Nov-2024 Change Change % Previous Week
Open 1.2984 1.2912 -0.0072 -0.6% 1.2958
High 1.2989 1.2925 -0.0064 -0.5% 1.3048
Low 1.2883 1.2855 -0.0028 -0.2% 1.2833
Close 1.2912 1.2861 -0.0051 -0.4% 1.2912
Range 0.0106 0.0070 -0.0036 -34.0% 0.0215
ATR 0.0097 0.0095 -0.0002 -2.0% 0.0000
Volume 89,264 69,482 -19,782 -22.2% 547,877
Daily Pivots for day following 11-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.3090 1.3046 1.2900
R3 1.3020 1.2976 1.2880
R2 1.2950 1.2950 1.2874
R1 1.2906 1.2906 1.2867 1.2893
PP 1.2880 1.2880 1.2880 1.2874
S1 1.2836 1.2836 1.2855 1.2823
S2 1.2810 1.2810 1.2848
S3 1.2740 1.2766 1.2842
S4 1.2670 1.2696 1.2823
Weekly Pivots for week ending 08-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.3576 1.3459 1.3030
R3 1.3361 1.3244 1.2971
R2 1.3146 1.3146 1.2951
R1 1.3029 1.3029 1.2932 1.2980
PP 1.2931 1.2931 1.2931 1.2907
S1 1.2814 1.2814 1.2892 1.2765
S2 1.2716 1.2716 1.2873
S3 1.2501 1.2599 1.2853
S4 1.2286 1.2384 1.2794
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3048 1.2833 0.0215 1.7% 0.0124 1.0% 13% False False 102,359
10 1.3048 1.2833 0.0215 1.7% 0.0110 0.9% 13% False False 113,963
20 1.3102 1.2833 0.0269 2.1% 0.0090 0.7% 10% False False 94,986
40 1.3431 1.2833 0.0598 4.6% 0.0092 0.7% 5% False False 100,593
60 1.3431 1.2833 0.0598 4.6% 0.0087 0.7% 5% False False 79,244
80 1.3431 1.2674 0.0757 5.9% 0.0081 0.6% 25% False False 59,584
100 1.3431 1.2636 0.0795 6.2% 0.0075 0.6% 28% False False 47,687
120 1.3431 1.2636 0.0795 6.2% 0.0070 0.5% 28% False False 39,769
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3223
2.618 1.3108
1.618 1.3038
1.000 1.2995
0.618 1.2968
HIGH 1.2925
0.618 1.2898
0.500 1.2890
0.382 1.2882
LOW 1.2855
0.618 1.2812
1.000 1.2785
1.618 1.2742
2.618 1.2672
4.250 1.2558
Fisher Pivots for day following 11-Nov-2024
Pivot 1 day 3 day
R1 1.2890 1.2932
PP 1.2880 1.2908
S1 1.2871 1.2885

These figures are updated between 7pm and 10pm EST after a trading day.

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