CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 14-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2021 |
14-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3843 |
1.3841 |
-0.0002 |
0.0% |
1.3855 |
| High |
1.3890 |
1.3917 |
0.0027 |
0.2% |
1.3890 |
| Low |
1.3798 |
1.3805 |
0.0007 |
0.1% |
1.3727 |
| Close |
1.3834 |
1.3816 |
-0.0018 |
-0.1% |
1.3847 |
| Range |
0.0092 |
0.0112 |
0.0020 |
21.7% |
0.0163 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
3.0% |
0.0000 |
| Volume |
68,663 |
109,017 |
40,354 |
58.8% |
322,921 |
|
| Daily Pivots for day following 14-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4182 |
1.4111 |
1.3878 |
|
| R3 |
1.4070 |
1.3999 |
1.3847 |
|
| R2 |
1.3958 |
1.3958 |
1.3837 |
|
| R1 |
1.3887 |
1.3887 |
1.3826 |
1.3867 |
| PP |
1.3846 |
1.3846 |
1.3846 |
1.3836 |
| S1 |
1.3775 |
1.3775 |
1.3806 |
1.3755 |
| S2 |
1.3734 |
1.3734 |
1.3795 |
|
| S3 |
1.3622 |
1.3663 |
1.3785 |
|
| S4 |
1.3510 |
1.3551 |
1.3754 |
|
|
| 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 |
1.3917 |
1.3727 |
0.0190 |
1.4% |
0.0088 |
0.6% |
47% |
True |
False |
92,173 |
| 10 |
1.3917 |
1.3727 |
0.0190 |
1.4% |
0.0082 |
0.6% |
47% |
True |
False |
51,175 |
| 20 |
1.3917 |
1.3606 |
0.0311 |
2.3% |
0.0079 |
0.6% |
68% |
True |
False |
25,803 |
| 40 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0079 |
0.6% |
59% |
False |
False |
12,939 |
| 60 |
1.4001 |
1.3576 |
0.0425 |
3.1% |
0.0083 |
0.6% |
56% |
False |
False |
8,643 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
36% |
False |
False |
6,490 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
36% |
False |
False |
5,197 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
36% |
False |
False |
4,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4393 |
|
2.618 |
1.4210 |
|
1.618 |
1.4098 |
|
1.000 |
1.4029 |
|
0.618 |
1.3986 |
|
HIGH |
1.3917 |
|
0.618 |
1.3874 |
|
0.500 |
1.3861 |
|
0.382 |
1.3848 |
|
LOW |
1.3805 |
|
0.618 |
1.3736 |
|
1.000 |
1.3693 |
|
1.618 |
1.3624 |
|
2.618 |
1.3512 |
|
4.250 |
1.3329 |
|
|
| Fisher Pivots for day following 14-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3861 |
1.3858 |
| PP |
1.3846 |
1.3844 |
| S1 |
1.3831 |
1.3830 |
|