CME British Pound Future December 2024


Trading Metrics calculated at close of trading on 21-Nov-2024
Day Change Summary
Previous Current
20-Nov-2024 21-Nov-2024 Change Change % Previous Week
Open 1.2682 1.2652 -0.0030 -0.2% 1.2912
High 1.2723 1.2660 -0.0063 -0.5% 1.2925
Low 1.2630 1.2576 -0.0054 -0.4% 1.2597
Close 1.2646 1.2600 -0.0046 -0.4% 1.2611
Range 0.0093 0.0084 -0.0009 -9.7% 0.0328
ATR 0.0095 0.0094 -0.0001 -0.8% 0.0000
Volume 76,236 80,390 4,154 5.4% 583,913
Daily Pivots for day following 21-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.2864 1.2816 1.2646
R3 1.2780 1.2732 1.2623
R2 1.2696 1.2696 1.2615
R1 1.2648 1.2648 1.2608 1.2630
PP 1.2612 1.2612 1.2612 1.2603
S1 1.2564 1.2564 1.2592 1.2546
S2 1.2528 1.2528 1.2585
S3 1.2444 1.2480 1.2577
S4 1.2360 1.2396 1.2554
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 1.2723 1.2576 0.0147 1.2% 0.0086 0.7% 16% False True 91,892
10 1.2989 1.2576 0.0413 3.3% 0.0093 0.7% 6% False True 101,117
20 1.3048 1.2576 0.0472 3.7% 0.0098 0.8% 5% False True 104,934
40 1.3425 1.2576 0.0849 6.7% 0.0089 0.7% 3% False True 99,194
60 1.3431 1.2576 0.0855 6.8% 0.0090 0.7% 3% False True 93,260
80 1.3431 1.2576 0.0855 6.8% 0.0086 0.7% 3% False True 70,200
100 1.3431 1.2576 0.0855 6.8% 0.0079 0.6% 3% False True 56,208
120 1.3431 1.2576 0.0855 6.8% 0.0074 0.6% 3% False True 46,870
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3017
2.618 1.2880
1.618 1.2796
1.000 1.2744
0.618 1.2712
HIGH 1.2660
0.618 1.2628
0.500 1.2618
0.382 1.2608
LOW 1.2576
0.618 1.2524
1.000 1.2492
1.618 1.2440
2.618 1.2356
4.250 1.2219
Fisher Pivots for day following 21-Nov-2024
Pivot 1 day 3 day
R1 1.2618 1.2650
PP 1.2612 1.2633
S1 1.2606 1.2617

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

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