CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2681 |
1.2682 |
0.0001 |
0.0% |
1.2912 |
| High |
1.2689 |
1.2723 |
0.0034 |
0.3% |
1.2925 |
| Low |
1.2612 |
1.2630 |
0.0018 |
0.1% |
1.2597 |
| Close |
1.2676 |
1.2646 |
-0.0030 |
-0.2% |
1.2611 |
| Range |
0.0077 |
0.0093 |
0.0016 |
20.8% |
0.0328 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
100,900 |
76,236 |
-24,664 |
-24.4% |
583,913 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2945 |
1.2889 |
1.2697 |
|
| R3 |
1.2852 |
1.2796 |
1.2672 |
|
| R2 |
1.2759 |
1.2759 |
1.2663 |
|
| R1 |
1.2703 |
1.2703 |
1.2655 |
1.2685 |
| PP |
1.2666 |
1.2666 |
1.2666 |
1.2657 |
| S1 |
1.2610 |
1.2610 |
1.2637 |
1.2592 |
| S2 |
1.2573 |
1.2573 |
1.2629 |
|
| S3 |
1.2480 |
1.2517 |
1.2620 |
|
| S4 |
1.2387 |
1.2424 |
1.2595 |
|
|
| 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 |
1.2597 |
0.0126 |
1.0% |
0.0087 |
0.7% |
39% |
True |
False |
103,608 |
| 10 |
1.3009 |
1.2597 |
0.0412 |
3.3% |
0.0099 |
0.8% |
12% |
False |
False |
105,110 |
| 20 |
1.3048 |
1.2597 |
0.0451 |
3.6% |
0.0098 |
0.8% |
11% |
False |
False |
104,673 |
| 40 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0090 |
0.7% |
6% |
False |
False |
100,095 |
| 60 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0090 |
0.7% |
6% |
False |
False |
91,933 |
| 80 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0086 |
0.7% |
6% |
False |
False |
69,195 |
| 100 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0079 |
0.6% |
6% |
False |
False |
55,404 |
| 120 |
1.3431 |
1.2597 |
0.0834 |
6.6% |
0.0073 |
0.6% |
6% |
False |
False |
46,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3118 |
|
2.618 |
1.2966 |
|
1.618 |
1.2873 |
|
1.000 |
1.2816 |
|
0.618 |
1.2780 |
|
HIGH |
1.2723 |
|
0.618 |
1.2687 |
|
0.500 |
1.2677 |
|
0.382 |
1.2666 |
|
LOW |
1.2630 |
|
0.618 |
1.2573 |
|
1.000 |
1.2537 |
|
1.618 |
1.2480 |
|
2.618 |
1.2387 |
|
4.250 |
1.2235 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2677 |
1.2666 |
| PP |
1.2666 |
1.2659 |
| S1 |
1.2656 |
1.2653 |
|