CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2667 |
1.2618 |
-0.0049 |
-0.4% |
1.2912 |
| High |
1.2696 |
1.2686 |
-0.0010 |
-0.1% |
1.2925 |
| Low |
1.2597 |
1.2609 |
0.0012 |
0.1% |
1.2597 |
| Close |
1.2611 |
1.2669 |
0.0058 |
0.5% |
1.2611 |
| Range |
0.0099 |
0.0077 |
-0.0022 |
-22.2% |
0.0328 |
| ATR |
0.0098 |
0.0096 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
121,463 |
80,471 |
-40,992 |
-33.7% |
583,913 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2886 |
1.2854 |
1.2711 |
|
| R3 |
1.2809 |
1.2777 |
1.2690 |
|
| R2 |
1.2732 |
1.2732 |
1.2683 |
|
| R1 |
1.2700 |
1.2700 |
1.2676 |
1.2716 |
| PP |
1.2655 |
1.2655 |
1.2655 |
1.2663 |
| S1 |
1.2623 |
1.2623 |
1.2662 |
1.2639 |
| S2 |
1.2578 |
1.2578 |
1.2655 |
|
| S3 |
1.2501 |
1.2546 |
1.2648 |
|
| S4 |
1.2424 |
1.2469 |
1.2627 |
|
|
| 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 |
1.2873 |
1.2597 |
0.0276 |
2.2% |
0.0101 |
0.8% |
26% |
False |
False |
118,980 |
| 10 |
1.3048 |
1.2597 |
0.0451 |
3.6% |
0.0113 |
0.9% |
16% |
False |
False |
110,670 |
| 20 |
1.3048 |
1.2597 |
0.0451 |
3.6% |
0.0098 |
0.8% |
16% |
False |
False |
102,988 |
| 40 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0090 |
0.7% |
9% |
False |
False |
100,670 |
| 60 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0089 |
0.7% |
9% |
False |
False |
89,033 |
| 80 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0085 |
0.7% |
9% |
False |
False |
66,982 |
| 100 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0079 |
0.6% |
9% |
False |
False |
53,635 |
| 120 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0073 |
0.6% |
9% |
False |
False |
44,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3013 |
|
2.618 |
1.2888 |
|
1.618 |
1.2811 |
|
1.000 |
1.2763 |
|
0.618 |
1.2734 |
|
HIGH |
1.2686 |
|
0.618 |
1.2657 |
|
0.500 |
1.2648 |
|
0.382 |
1.2638 |
|
LOW |
1.2609 |
|
0.618 |
1.2561 |
|
1.000 |
1.2532 |
|
1.618 |
1.2484 |
|
2.618 |
1.2407 |
|
4.250 |
1.2282 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2662 |
1.2665 |
| PP |
1.2655 |
1.2662 |
| S1 |
1.2648 |
1.2658 |
|