CME British Pound Future December 2024
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2567 |
1.2568 |
0.0001 |
0.0% |
1.2618 |
| High |
1.2615 |
1.2695 |
0.0080 |
0.6% |
1.2723 |
| Low |
1.2506 |
1.2566 |
0.0060 |
0.5% |
1.2487 |
| Close |
1.2546 |
1.2672 |
0.0126 |
1.0% |
1.2525 |
| Range |
0.0109 |
0.0129 |
0.0020 |
18.3% |
0.0236 |
| ATR |
0.0096 |
0.0100 |
0.0004 |
4.0% |
0.0000 |
| Volume |
118,705 |
112,670 |
-6,035 |
-5.1% |
461,999 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3031 |
1.2981 |
1.2743 |
|
| R3 |
1.2902 |
1.2852 |
1.2707 |
|
| R2 |
1.2773 |
1.2773 |
1.2696 |
|
| R1 |
1.2723 |
1.2723 |
1.2684 |
1.2748 |
| PP |
1.2644 |
1.2644 |
1.2644 |
1.2657 |
| S1 |
1.2594 |
1.2594 |
1.2660 |
1.2619 |
| S2 |
1.2515 |
1.2515 |
1.2648 |
|
| S3 |
1.2386 |
1.2465 |
1.2637 |
|
| S4 |
1.2257 |
1.2336 |
1.2601 |
|
|
| 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 |
1.2695 |
1.2487 |
0.0208 |
1.6% |
0.0100 |
0.8% |
89% |
True |
False |
108,767 |
| 10 |
1.2723 |
1.2487 |
0.0236 |
1.9% |
0.0094 |
0.7% |
78% |
False |
False |
106,188 |
| 20 |
1.3048 |
1.2487 |
0.0561 |
4.4% |
0.0106 |
0.8% |
33% |
False |
False |
111,036 |
| 40 |
1.3269 |
1.2487 |
0.0782 |
6.2% |
0.0090 |
0.7% |
24% |
False |
False |
99,582 |
| 60 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0091 |
0.7% |
20% |
False |
False |
100,254 |
| 80 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0086 |
0.7% |
20% |
False |
False |
75,949 |
| 100 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0081 |
0.6% |
20% |
False |
False |
60,839 |
| 120 |
1.3431 |
1.2487 |
0.0944 |
7.4% |
0.0076 |
0.6% |
20% |
False |
False |
50,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3243 |
|
2.618 |
1.3033 |
|
1.618 |
1.2904 |
|
1.000 |
1.2824 |
|
0.618 |
1.2775 |
|
HIGH |
1.2695 |
|
0.618 |
1.2646 |
|
0.500 |
1.2631 |
|
0.382 |
1.2615 |
|
LOW |
1.2566 |
|
0.618 |
1.2486 |
|
1.000 |
1.2437 |
|
1.618 |
1.2357 |
|
2.618 |
1.2228 |
|
4.250 |
1.2018 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2658 |
1.2648 |
| PP |
1.2644 |
1.2624 |
| S1 |
1.2631 |
1.2601 |
|