CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 16-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2021 |
16-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3812 |
1.3845 |
0.0033 |
0.2% |
1.3855 |
| High |
1.3856 |
1.3855 |
-0.0001 |
0.0% |
1.3890 |
| Low |
1.3794 |
1.3766 |
-0.0028 |
-0.2% |
1.3727 |
| Close |
1.3834 |
1.3792 |
-0.0042 |
-0.3% |
1.3847 |
| Range |
0.0062 |
0.0089 |
0.0027 |
43.5% |
0.0163 |
| ATR |
0.0080 |
0.0081 |
0.0001 |
0.8% |
0.0000 |
| Volume |
62,836 |
83,879 |
21,043 |
33.5% |
322,921 |
|
| Daily Pivots for day following 16-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4071 |
1.4021 |
1.3841 |
|
| R3 |
1.3982 |
1.3932 |
1.3816 |
|
| R2 |
1.3893 |
1.3893 |
1.3808 |
|
| R1 |
1.3843 |
1.3843 |
1.3800 |
1.3824 |
| PP |
1.3804 |
1.3804 |
1.3804 |
1.3795 |
| S1 |
1.3754 |
1.3754 |
1.3784 |
1.3735 |
| S2 |
1.3715 |
1.3715 |
1.3776 |
|
| S3 |
1.3626 |
1.3665 |
1.3768 |
|
| S4 |
1.3537 |
1.3576 |
1.3743 |
|
|
| 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 |
1.3766 |
0.0151 |
1.1% |
0.0083 |
0.6% |
17% |
False |
True |
82,923 |
| 10 |
1.3917 |
1.3727 |
0.0190 |
1.4% |
0.0084 |
0.6% |
34% |
False |
False |
65,340 |
| 20 |
1.3917 |
1.3606 |
0.0311 |
2.3% |
0.0078 |
0.6% |
60% |
False |
False |
33,104 |
| 40 |
1.3986 |
1.3606 |
0.0380 |
2.8% |
0.0077 |
0.6% |
49% |
False |
False |
16,602 |
| 60 |
1.4001 |
1.3576 |
0.0425 |
3.1% |
0.0081 |
0.6% |
51% |
False |
False |
11,084 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0085 |
0.6% |
32% |
False |
False |
8,324 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
32% |
False |
False |
6,664 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
32% |
False |
False |
5,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4233 |
|
2.618 |
1.4088 |
|
1.618 |
1.3999 |
|
1.000 |
1.3944 |
|
0.618 |
1.3910 |
|
HIGH |
1.3855 |
|
0.618 |
1.3821 |
|
0.500 |
1.3811 |
|
0.382 |
1.3800 |
|
LOW |
1.3766 |
|
0.618 |
1.3711 |
|
1.000 |
1.3677 |
|
1.618 |
1.3622 |
|
2.618 |
1.3533 |
|
4.250 |
1.3388 |
|
|
| Fisher Pivots for day following 16-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3811 |
1.3842 |
| PP |
1.3804 |
1.3825 |
| S1 |
1.3798 |
1.3809 |
|