CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2618 |
1.2681 |
0.0063 |
0.5% |
1.2912 |
| High |
1.2686 |
1.2689 |
0.0003 |
0.0% |
1.2925 |
| Low |
1.2609 |
1.2612 |
0.0003 |
0.0% |
1.2597 |
| Close |
1.2669 |
1.2676 |
0.0007 |
0.1% |
1.2611 |
| Range |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0328 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
80,471 |
100,900 |
20,429 |
25.4% |
583,913 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2890 |
1.2860 |
1.2718 |
|
| R3 |
1.2813 |
1.2783 |
1.2697 |
|
| R2 |
1.2736 |
1.2736 |
1.2690 |
|
| R1 |
1.2706 |
1.2706 |
1.2683 |
1.2683 |
| PP |
1.2659 |
1.2659 |
1.2659 |
1.2647 |
| S1 |
1.2629 |
1.2629 |
1.2669 |
1.2606 |
| S2 |
1.2582 |
1.2582 |
1.2662 |
|
| S3 |
1.2505 |
1.2552 |
1.2655 |
|
| S4 |
1.2428 |
1.2475 |
1.2634 |
|
|
| 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 |
1.2769 |
1.2597 |
0.0172 |
1.4% |
0.0085 |
0.7% |
46% |
False |
False |
113,543 |
| 10 |
1.3048 |
1.2597 |
0.0451 |
3.6% |
0.0111 |
0.9% |
18% |
False |
False |
114,399 |
| 20 |
1.3048 |
1.2597 |
0.0451 |
3.6% |
0.0098 |
0.8% |
18% |
False |
False |
104,433 |
| 40 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0090 |
0.7% |
9% |
False |
False |
101,028 |
| 60 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0089 |
0.7% |
9% |
False |
False |
90,703 |
| 80 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0085 |
0.7% |
9% |
False |
False |
68,242 |
| 100 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0079 |
0.6% |
9% |
False |
False |
54,643 |
| 120 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0073 |
0.6% |
9% |
False |
False |
45,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3016 |
|
2.618 |
1.2891 |
|
1.618 |
1.2814 |
|
1.000 |
1.2766 |
|
0.618 |
1.2737 |
|
HIGH |
1.2689 |
|
0.618 |
1.2660 |
|
0.500 |
1.2651 |
|
0.382 |
1.2641 |
|
LOW |
1.2612 |
|
0.618 |
1.2564 |
|
1.000 |
1.2535 |
|
1.618 |
1.2487 |
|
2.618 |
1.2410 |
|
4.250 |
1.2285 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2668 |
1.2666 |
| PP |
1.2659 |
1.2656 |
| S1 |
1.2651 |
1.2647 |
|