CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 21-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2021 |
21-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3731 |
1.3662 |
-0.0069 |
-0.5% |
1.3843 |
| High |
1.3737 |
1.3694 |
-0.0043 |
-0.3% |
1.3917 |
| Low |
1.3642 |
1.3643 |
0.0001 |
0.0% |
1.3719 |
| Close |
1.3647 |
1.3665 |
0.0018 |
0.1% |
1.3739 |
| Range |
0.0095 |
0.0051 |
-0.0044 |
-46.3% |
0.0198 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
119,781 |
90,640 |
-29,141 |
-24.3% |
397,843 |
|
| Daily Pivots for day following 21-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3820 |
1.3794 |
1.3693 |
|
| R3 |
1.3769 |
1.3743 |
1.3679 |
|
| R2 |
1.3718 |
1.3718 |
1.3674 |
|
| R1 |
1.3692 |
1.3692 |
1.3670 |
1.3705 |
| PP |
1.3667 |
1.3667 |
1.3667 |
1.3674 |
| S1 |
1.3641 |
1.3641 |
1.3660 |
1.3654 |
| S2 |
1.3616 |
1.3616 |
1.3656 |
|
| S3 |
1.3565 |
1.3590 |
1.3651 |
|
| S4 |
1.3514 |
1.3539 |
1.3637 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4386 |
1.4260 |
1.3848 |
|
| R3 |
1.4188 |
1.4062 |
1.3793 |
|
| R2 |
1.3990 |
1.3990 |
1.3775 |
|
| R1 |
1.3864 |
1.3864 |
1.3757 |
1.3828 |
| PP |
1.3792 |
1.3792 |
1.3792 |
1.3774 |
| S1 |
1.3666 |
1.3666 |
1.3721 |
1.3630 |
| S2 |
1.3594 |
1.3594 |
1.3703 |
|
| S3 |
1.3396 |
1.3468 |
1.3685 |
|
| S4 |
1.3198 |
1.3270 |
1.3630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3856 |
1.3642 |
0.0214 |
1.6% |
0.0078 |
0.6% |
11% |
False |
False |
86,116 |
| 10 |
1.3917 |
1.3642 |
0.0275 |
2.0% |
0.0083 |
0.6% |
8% |
False |
False |
89,145 |
| 20 |
1.3917 |
1.3642 |
0.0275 |
2.0% |
0.0077 |
0.6% |
8% |
False |
False |
47,253 |
| 40 |
1.3986 |
1.3606 |
0.0380 |
2.8% |
0.0077 |
0.6% |
16% |
False |
False |
23,694 |
| 60 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0081 |
0.6% |
22% |
False |
False |
15,814 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
13% |
False |
False |
11,872 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
13% |
False |
False |
9,503 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
13% |
False |
False |
7,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3911 |
|
2.618 |
1.3828 |
|
1.618 |
1.3777 |
|
1.000 |
1.3745 |
|
0.618 |
1.3726 |
|
HIGH |
1.3694 |
|
0.618 |
1.3675 |
|
0.500 |
1.3669 |
|
0.382 |
1.3662 |
|
LOW |
1.3643 |
|
0.618 |
1.3611 |
|
1.000 |
1.3592 |
|
1.618 |
1.3560 |
|
2.618 |
1.3509 |
|
4.250 |
1.3426 |
|
|
| Fisher Pivots for day following 21-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3669 |
1.3728 |
| PP |
1.3667 |
1.3707 |
| S1 |
1.3666 |
1.3686 |
|