CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 27-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3725 |
1.3668 |
-0.0057 |
-0.4% |
1.3731 |
| High |
1.3738 |
1.3730 |
-0.0008 |
-0.1% |
1.3753 |
| Low |
1.3659 |
1.3659 |
0.0000 |
0.0% |
1.3610 |
| Close |
1.3661 |
1.3710 |
0.0049 |
0.4% |
1.3661 |
| Range |
0.0079 |
0.0071 |
-0.0008 |
-10.1% |
0.0143 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
81,945 |
88,947 |
7,002 |
8.5% |
522,981 |
|
| Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3913 |
1.3882 |
1.3749 |
|
| R3 |
1.3842 |
1.3811 |
1.3730 |
|
| R2 |
1.3771 |
1.3771 |
1.3723 |
|
| R1 |
1.3740 |
1.3740 |
1.3717 |
1.3756 |
| PP |
1.3700 |
1.3700 |
1.3700 |
1.3707 |
| S1 |
1.3669 |
1.3669 |
1.3703 |
1.3685 |
| S2 |
1.3629 |
1.3629 |
1.3697 |
|
| S3 |
1.3558 |
1.3598 |
1.3690 |
|
| S4 |
1.3487 |
1.3527 |
1.3671 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4104 |
1.4025 |
1.3740 |
|
| R3 |
1.3961 |
1.3882 |
1.3700 |
|
| R2 |
1.3818 |
1.3818 |
1.3687 |
|
| R1 |
1.3739 |
1.3739 |
1.3674 |
1.3707 |
| PP |
1.3675 |
1.3675 |
1.3675 |
1.3659 |
| S1 |
1.3596 |
1.3596 |
1.3648 |
1.3564 |
| S2 |
1.3532 |
1.3532 |
1.3635 |
|
| S3 |
1.3389 |
1.3453 |
1.3622 |
|
| S4 |
1.3246 |
1.3310 |
1.3582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3753 |
1.3610 |
0.0143 |
1.0% |
0.0084 |
0.6% |
70% |
False |
False |
98,429 |
| 10 |
1.3917 |
1.3610 |
0.0307 |
2.2% |
0.0088 |
0.6% |
33% |
False |
False |
94,110 |
| 20 |
1.3917 |
1.3610 |
0.0307 |
2.2% |
0.0081 |
0.6% |
33% |
False |
False |
67,217 |
| 40 |
1.3960 |
1.3606 |
0.0354 |
2.6% |
0.0077 |
0.6% |
29% |
False |
False |
33,723 |
| 60 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0083 |
0.6% |
33% |
False |
False |
22,503 |
| 80 |
1.4201 |
1.3576 |
0.0625 |
4.6% |
0.0085 |
0.6% |
21% |
False |
False |
16,889 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
20% |
False |
False |
13,518 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
20% |
False |
False |
11,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4032 |
|
2.618 |
1.3916 |
|
1.618 |
1.3845 |
|
1.000 |
1.3801 |
|
0.618 |
1.3774 |
|
HIGH |
1.3730 |
|
0.618 |
1.3703 |
|
0.500 |
1.3695 |
|
0.382 |
1.3686 |
|
LOW |
1.3659 |
|
0.618 |
1.3615 |
|
1.000 |
1.3588 |
|
1.618 |
1.3544 |
|
2.618 |
1.3473 |
|
4.250 |
1.3357 |
|
|
| Fisher Pivots for day following 27-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3705 |
1.3701 |
| PP |
1.3700 |
1.3692 |
| S1 |
1.3695 |
1.3684 |
|