CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2652 |
1.2590 |
-0.0062 |
-0.5% |
1.2618 |
| High |
1.2660 |
1.2594 |
-0.0066 |
-0.5% |
1.2723 |
| Low |
1.2576 |
1.2487 |
-0.0089 |
-0.7% |
1.2487 |
| Close |
1.2600 |
1.2525 |
-0.0075 |
-0.6% |
1.2525 |
| Range |
0.0084 |
0.0107 |
0.0023 |
27.4% |
0.0236 |
| ATR |
0.0094 |
0.0095 |
0.0001 |
1.4% |
0.0000 |
| Volume |
80,390 |
124,002 |
43,612 |
54.3% |
461,999 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2856 |
1.2798 |
1.2584 |
|
| R3 |
1.2749 |
1.2691 |
1.2554 |
|
| R2 |
1.2642 |
1.2642 |
1.2545 |
|
| R1 |
1.2584 |
1.2584 |
1.2535 |
1.2560 |
| PP |
1.2535 |
1.2535 |
1.2535 |
1.2523 |
| S1 |
1.2477 |
1.2477 |
1.2515 |
1.2453 |
| S2 |
1.2428 |
1.2428 |
1.2505 |
|
| S3 |
1.2321 |
1.2370 |
1.2496 |
|
| S4 |
1.2214 |
1.2263 |
1.2466 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3286 |
1.3142 |
1.2655 |
|
| R3 |
1.3050 |
1.2906 |
1.2590 |
|
| R2 |
1.2814 |
1.2814 |
1.2568 |
|
| R1 |
1.2670 |
1.2670 |
1.2547 |
1.2624 |
| PP |
1.2578 |
1.2578 |
1.2578 |
1.2556 |
| S1 |
1.2434 |
1.2434 |
1.2503 |
1.2388 |
| S2 |
1.2342 |
1.2342 |
1.2482 |
|
| S3 |
1.2106 |
1.2198 |
1.2460 |
|
| S4 |
1.1870 |
1.1962 |
1.2395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2723 |
1.2487 |
0.0236 |
1.9% |
0.0088 |
0.7% |
16% |
False |
True |
92,399 |
| 10 |
1.2925 |
1.2487 |
0.0438 |
3.5% |
0.0094 |
0.7% |
9% |
False |
True |
104,591 |
| 20 |
1.3048 |
1.2487 |
0.0561 |
4.5% |
0.0102 |
0.8% |
7% |
False |
True |
108,575 |
| 40 |
1.3421 |
1.2487 |
0.0934 |
7.5% |
0.0090 |
0.7% |
4% |
False |
True |
99,870 |
| 60 |
1.3431 |
1.2487 |
0.0944 |
7.5% |
0.0090 |
0.7% |
4% |
False |
True |
95,223 |
| 80 |
1.3431 |
1.2487 |
0.0944 |
7.5% |
0.0086 |
0.7% |
4% |
False |
True |
71,745 |
| 100 |
1.3431 |
1.2487 |
0.0944 |
7.5% |
0.0079 |
0.6% |
4% |
False |
True |
57,447 |
| 120 |
1.3431 |
1.2487 |
0.0944 |
7.5% |
0.0074 |
0.6% |
4% |
False |
True |
47,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3049 |
|
2.618 |
1.2874 |
|
1.618 |
1.2767 |
|
1.000 |
1.2701 |
|
0.618 |
1.2660 |
|
HIGH |
1.2594 |
|
0.618 |
1.2553 |
|
0.500 |
1.2541 |
|
0.382 |
1.2528 |
|
LOW |
1.2487 |
|
0.618 |
1.2421 |
|
1.000 |
1.2380 |
|
1.618 |
1.2314 |
|
2.618 |
1.2207 |
|
4.250 |
1.2032 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2541 |
1.2605 |
| PP |
1.2535 |
1.2578 |
| S1 |
1.2530 |
1.2552 |
|