CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2568 |
1.2681 |
0.0113 |
0.9% |
1.2555 |
| High |
1.2695 |
1.2750 |
0.0055 |
0.4% |
1.2750 |
| Low |
1.2566 |
1.2645 |
0.0079 |
0.6% |
1.2506 |
| Close |
1.2672 |
1.2724 |
0.0052 |
0.4% |
1.2724 |
| Range |
0.0129 |
0.0105 |
-0.0024 |
-18.6% |
0.0244 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.4% |
0.0000 |
| Volume |
112,670 |
130,091 |
17,421 |
15.5% |
469,538 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3021 |
1.2978 |
1.2782 |
|
| R3 |
1.2916 |
1.2873 |
1.2753 |
|
| R2 |
1.2811 |
1.2811 |
1.2743 |
|
| R1 |
1.2768 |
1.2768 |
1.2734 |
1.2790 |
| PP |
1.2706 |
1.2706 |
1.2706 |
1.2717 |
| S1 |
1.2663 |
1.2663 |
1.2714 |
1.2685 |
| S2 |
1.2601 |
1.2601 |
1.2705 |
|
| S3 |
1.2496 |
1.2558 |
1.2695 |
|
| S4 |
1.2391 |
1.2453 |
1.2666 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3392 |
1.3302 |
1.2858 |
|
| R3 |
1.3148 |
1.3058 |
1.2791 |
|
| R2 |
1.2904 |
1.2904 |
1.2769 |
|
| R1 |
1.2814 |
1.2814 |
1.2746 |
1.2859 |
| PP |
1.2660 |
1.2660 |
1.2660 |
1.2683 |
| S1 |
1.2570 |
1.2570 |
1.2702 |
1.2615 |
| S2 |
1.2416 |
1.2416 |
1.2679 |
|
| S3 |
1.2172 |
1.2326 |
1.2657 |
|
| S4 |
1.1928 |
1.2082 |
1.2590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2750 |
1.2487 |
0.0263 |
2.1% |
0.0104 |
0.8% |
90% |
True |
False |
118,708 |
| 10 |
1.2750 |
1.2487 |
0.0263 |
2.1% |
0.0095 |
0.7% |
90% |
True |
False |
105,300 |
| 20 |
1.3048 |
1.2487 |
0.0561 |
4.4% |
0.0103 |
0.8% |
42% |
False |
False |
109,301 |
| 40 |
1.3173 |
1.2487 |
0.0686 |
5.4% |
0.0088 |
0.7% |
35% |
False |
False |
98,096 |
| 60 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0092 |
0.7% |
25% |
False |
False |
102,325 |
| 80 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0087 |
0.7% |
25% |
False |
False |
77,570 |
| 100 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0082 |
0.6% |
25% |
False |
False |
62,137 |
| 120 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0077 |
0.6% |
25% |
False |
False |
51,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3196 |
|
2.618 |
1.3025 |
|
1.618 |
1.2920 |
|
1.000 |
1.2855 |
|
0.618 |
1.2815 |
|
HIGH |
1.2750 |
|
0.618 |
1.2710 |
|
0.500 |
1.2698 |
|
0.382 |
1.2685 |
|
LOW |
1.2645 |
|
0.618 |
1.2580 |
|
1.000 |
1.2540 |
|
1.618 |
1.2475 |
|
2.618 |
1.2370 |
|
4.250 |
1.2199 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2715 |
1.2692 |
| PP |
1.2706 |
1.2660 |
| S1 |
1.2698 |
1.2628 |
|