CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2672 |
1.2703 |
0.0031 |
0.2% |
1.2555 |
| High |
1.2721 |
1.2771 |
0.0050 |
0.4% |
1.2750 |
| Low |
1.2630 |
1.2693 |
0.0063 |
0.5% |
1.2506 |
| Close |
1.2700 |
1.2757 |
0.0057 |
0.4% |
1.2724 |
| Range |
0.0091 |
0.0078 |
-0.0013 |
-14.3% |
0.0244 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
111,863 |
88,687 |
-23,176 |
-20.7% |
469,538 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2974 |
1.2944 |
1.2800 |
|
| R3 |
1.2896 |
1.2866 |
1.2778 |
|
| R2 |
1.2818 |
1.2818 |
1.2771 |
|
| R1 |
1.2788 |
1.2788 |
1.2764 |
1.2803 |
| PP |
1.2740 |
1.2740 |
1.2740 |
1.2748 |
| S1 |
1.2710 |
1.2710 |
1.2750 |
1.2725 |
| S2 |
1.2662 |
1.2662 |
1.2743 |
|
| S3 |
1.2584 |
1.2632 |
1.2736 |
|
| S4 |
1.2506 |
1.2554 |
1.2714 |
|
|
| 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 |
1.2771 |
1.2617 |
0.0154 |
1.2% |
0.0091 |
0.7% |
91% |
True |
False |
106,535 |
| 10 |
1.2771 |
1.2487 |
0.0284 |
2.2% |
0.0096 |
0.7% |
95% |
True |
False |
107,651 |
| 20 |
1.3009 |
1.2487 |
0.0522 |
4.1% |
0.0097 |
0.8% |
52% |
False |
False |
106,381 |
| 40 |
1.3102 |
1.2487 |
0.0615 |
4.8% |
0.0090 |
0.7% |
44% |
False |
False |
99,018 |
| 60 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0092 |
0.7% |
29% |
False |
False |
103,579 |
| 80 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0088 |
0.7% |
29% |
False |
False |
82,589 |
| 100 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0083 |
0.6% |
29% |
False |
False |
66,156 |
| 120 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0077 |
0.6% |
29% |
False |
False |
55,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3103 |
|
2.618 |
1.2975 |
|
1.618 |
1.2897 |
|
1.000 |
1.2849 |
|
0.618 |
1.2819 |
|
HIGH |
1.2771 |
|
0.618 |
1.2741 |
|
0.500 |
1.2732 |
|
0.382 |
1.2723 |
|
LOW |
1.2693 |
|
0.618 |
1.2645 |
|
1.000 |
1.2615 |
|
1.618 |
1.2567 |
|
2.618 |
1.2489 |
|
4.250 |
1.2362 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2749 |
1.2738 |
| PP |
1.2740 |
1.2719 |
| S1 |
1.2732 |
1.2701 |
|