CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2912 |
1.2870 |
-0.0042 |
-0.3% |
1.2958 |
| High |
1.2925 |
1.2873 |
-0.0052 |
-0.4% |
1.3048 |
| Low |
1.2855 |
1.2718 |
-0.0137 |
-1.1% |
1.2833 |
| Close |
1.2861 |
1.2736 |
-0.0125 |
-1.0% |
1.2912 |
| Range |
0.0070 |
0.0155 |
0.0085 |
121.4% |
0.0215 |
| ATR |
0.0095 |
0.0099 |
0.0004 |
4.5% |
0.0000 |
| Volume |
69,482 |
128,085 |
58,603 |
84.3% |
547,877 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3241 |
1.3143 |
1.2821 |
|
| R3 |
1.3086 |
1.2988 |
1.2779 |
|
| R2 |
1.2931 |
1.2931 |
1.2764 |
|
| R1 |
1.2833 |
1.2833 |
1.2750 |
1.2805 |
| PP |
1.2776 |
1.2776 |
1.2776 |
1.2761 |
| S1 |
1.2678 |
1.2678 |
1.2722 |
1.2650 |
| S2 |
1.2621 |
1.2621 |
1.2708 |
|
| S3 |
1.2466 |
1.2523 |
1.2693 |
|
| S4 |
1.2311 |
1.2368 |
1.2651 |
|
|
| 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 |
1.2718 |
0.0330 |
2.6% |
0.0136 |
1.1% |
5% |
False |
True |
115,255 |
| 10 |
1.3048 |
1.2718 |
0.0330 |
2.6% |
0.0120 |
0.9% |
5% |
False |
True |
118,629 |
| 20 |
1.3077 |
1.2718 |
0.0359 |
2.8% |
0.0095 |
0.7% |
5% |
False |
True |
96,992 |
| 40 |
1.3431 |
1.2718 |
0.0713 |
5.6% |
0.0094 |
0.7% |
3% |
False |
True |
101,633 |
| 60 |
1.3431 |
1.2718 |
0.0713 |
5.6% |
0.0089 |
0.7% |
3% |
False |
True |
81,363 |
| 80 |
1.3431 |
1.2674 |
0.0757 |
5.9% |
0.0083 |
0.6% |
8% |
False |
False |
61,185 |
| 100 |
1.3431 |
1.2636 |
0.0795 |
6.2% |
0.0076 |
0.6% |
13% |
False |
False |
48,967 |
| 120 |
1.3431 |
1.2636 |
0.0795 |
6.2% |
0.0071 |
0.6% |
13% |
False |
False |
40,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3532 |
|
2.618 |
1.3279 |
|
1.618 |
1.3124 |
|
1.000 |
1.3028 |
|
0.618 |
1.2969 |
|
HIGH |
1.2873 |
|
0.618 |
1.2814 |
|
0.500 |
1.2796 |
|
0.382 |
1.2777 |
|
LOW |
1.2718 |
|
0.618 |
1.2622 |
|
1.000 |
1.2563 |
|
1.618 |
1.2467 |
|
2.618 |
1.2312 |
|
4.250 |
1.2059 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2796 |
1.2854 |
| PP |
1.2776 |
1.2814 |
| S1 |
1.2756 |
1.2775 |
|