CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3842 |
1.3843 |
0.0001 |
0.0% |
1.3855 |
| High |
1.3890 |
1.3890 |
0.0000 |
0.0% |
1.3890 |
| Low |
1.3828 |
1.3798 |
-0.0030 |
-0.2% |
1.3727 |
| Close |
1.3847 |
1.3834 |
-0.0013 |
-0.1% |
1.3847 |
| Range |
0.0062 |
0.0092 |
0.0030 |
48.4% |
0.0163 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.3% |
0.0000 |
| Volume |
90,222 |
68,663 |
-21,559 |
-23.9% |
322,921 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4117 |
1.4067 |
1.3885 |
|
| R3 |
1.4025 |
1.3975 |
1.3859 |
|
| R2 |
1.3933 |
1.3933 |
1.3851 |
|
| R1 |
1.3883 |
1.3883 |
1.3842 |
1.3862 |
| PP |
1.3841 |
1.3841 |
1.3841 |
1.3830 |
| S1 |
1.3791 |
1.3791 |
1.3826 |
1.3770 |
| S2 |
1.3749 |
1.3749 |
1.3817 |
|
| S3 |
1.3657 |
1.3699 |
1.3809 |
|
| S4 |
1.3565 |
1.3607 |
1.3783 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4310 |
1.4242 |
1.3937 |
|
| R3 |
1.4147 |
1.4079 |
1.3892 |
|
| R2 |
1.3984 |
1.3984 |
1.3877 |
|
| R1 |
1.3916 |
1.3916 |
1.3862 |
1.3869 |
| PP |
1.3821 |
1.3821 |
1.3821 |
1.3798 |
| S1 |
1.3753 |
1.3753 |
1.3832 |
1.3706 |
| S2 |
1.3658 |
1.3658 |
1.3817 |
|
| S3 |
1.3495 |
1.3590 |
1.3802 |
|
| S4 |
1.3332 |
1.3427 |
1.3757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3890 |
1.3727 |
0.0163 |
1.2% |
0.0086 |
0.6% |
66% |
True |
False |
78,316 |
| 10 |
1.3894 |
1.3727 |
0.0167 |
1.2% |
0.0075 |
0.5% |
64% |
False |
False |
40,323 |
| 20 |
1.3894 |
1.3606 |
0.0288 |
2.1% |
0.0076 |
0.5% |
79% |
False |
False |
20,354 |
| 40 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0079 |
0.6% |
63% |
False |
False |
10,217 |
| 60 |
1.4001 |
1.3576 |
0.0425 |
3.1% |
0.0083 |
0.6% |
61% |
False |
False |
6,826 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
38% |
False |
False |
5,128 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
38% |
False |
False |
4,107 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0082 |
0.6% |
38% |
False |
False |
3,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4281 |
|
2.618 |
1.4131 |
|
1.618 |
1.4039 |
|
1.000 |
1.3982 |
|
0.618 |
1.3947 |
|
HIGH |
1.3890 |
|
0.618 |
1.3855 |
|
0.500 |
1.3844 |
|
0.382 |
1.3833 |
|
LOW |
1.3798 |
|
0.618 |
1.3741 |
|
1.000 |
1.3706 |
|
1.618 |
1.3649 |
|
2.618 |
1.3557 |
|
4.250 |
1.3407 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3844 |
1.3830 |
| PP |
1.3841 |
1.3826 |
| S1 |
1.3837 |
1.3823 |
|