CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2710 |
1.2667 |
-0.0043 |
-0.3% |
1.2912 |
| High |
1.2719 |
1.2696 |
-0.0023 |
-0.2% |
1.2925 |
| Low |
1.2629 |
1.2597 |
-0.0032 |
-0.3% |
1.2597 |
| Close |
1.2687 |
1.2611 |
-0.0076 |
-0.6% |
1.2611 |
| Range |
0.0090 |
0.0099 |
0.0009 |
10.0% |
0.0328 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.1% |
0.0000 |
| Volume |
138,974 |
121,463 |
-17,511 |
-12.6% |
583,913 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2932 |
1.2870 |
1.2665 |
|
| R3 |
1.2833 |
1.2771 |
1.2638 |
|
| R2 |
1.2734 |
1.2734 |
1.2629 |
|
| R1 |
1.2672 |
1.2672 |
1.2620 |
1.2654 |
| PP |
1.2635 |
1.2635 |
1.2635 |
1.2625 |
| S1 |
1.2573 |
1.2573 |
1.2602 |
1.2555 |
| S2 |
1.2536 |
1.2536 |
1.2593 |
|
| S3 |
1.2437 |
1.2474 |
1.2584 |
|
| S4 |
1.2338 |
1.2375 |
1.2557 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3695 |
1.3481 |
1.2791 |
|
| R3 |
1.3367 |
1.3153 |
1.2701 |
|
| R2 |
1.3039 |
1.3039 |
1.2671 |
|
| R1 |
1.2825 |
1.2825 |
1.2641 |
1.2768 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2683 |
| S1 |
1.2497 |
1.2497 |
1.2581 |
1.2440 |
| S2 |
1.2383 |
1.2383 |
1.2551 |
|
| S3 |
1.2055 |
1.2169 |
1.2521 |
|
| S4 |
1.1727 |
1.1841 |
1.2431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2925 |
1.2597 |
0.0328 |
2.6% |
0.0099 |
0.8% |
4% |
False |
True |
116,782 |
| 10 |
1.3048 |
1.2597 |
0.0451 |
3.6% |
0.0111 |
0.9% |
3% |
False |
True |
113,179 |
| 20 |
1.3057 |
1.2597 |
0.0460 |
3.6% |
0.0098 |
0.8% |
3% |
False |
True |
101,927 |
| 40 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0091 |
0.7% |
2% |
False |
True |
101,591 |
| 60 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0090 |
0.7% |
2% |
False |
True |
87,748 |
| 80 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0084 |
0.7% |
2% |
False |
True |
65,979 |
| 100 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0078 |
0.6% |
2% |
False |
True |
52,830 |
| 120 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0072 |
0.6% |
2% |
False |
True |
44,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3117 |
|
2.618 |
1.2955 |
|
1.618 |
1.2856 |
|
1.000 |
1.2795 |
|
0.618 |
1.2757 |
|
HIGH |
1.2696 |
|
0.618 |
1.2658 |
|
0.500 |
1.2647 |
|
0.382 |
1.2635 |
|
LOW |
1.2597 |
|
0.618 |
1.2536 |
|
1.000 |
1.2498 |
|
1.618 |
1.2437 |
|
2.618 |
1.2338 |
|
4.250 |
1.2176 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2647 |
1.2683 |
| PP |
1.2635 |
1.2659 |
| S1 |
1.2623 |
1.2635 |
|