CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 28-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2021 |
28-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3668 |
1.3706 |
0.0038 |
0.3% |
1.3731 |
| High |
1.3730 |
1.3719 |
-0.0011 |
-0.1% |
1.3753 |
| Low |
1.3659 |
1.3522 |
-0.0137 |
-1.0% |
1.3610 |
| Close |
1.3710 |
1.3534 |
-0.0176 |
-1.3% |
1.3661 |
| Range |
0.0071 |
0.0197 |
0.0126 |
177.5% |
0.0143 |
| ATR |
0.0083 |
0.0092 |
0.0008 |
9.7% |
0.0000 |
| Volume |
88,947 |
161,102 |
72,155 |
81.1% |
522,981 |
|
| Daily Pivots for day following 28-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4183 |
1.4055 |
1.3642 |
|
| R3 |
1.3986 |
1.3858 |
1.3588 |
|
| R2 |
1.3789 |
1.3789 |
1.3570 |
|
| R1 |
1.3661 |
1.3661 |
1.3552 |
1.3627 |
| PP |
1.3592 |
1.3592 |
1.3592 |
1.3574 |
| S1 |
1.3464 |
1.3464 |
1.3516 |
1.3430 |
| S2 |
1.3395 |
1.3395 |
1.3498 |
|
| S3 |
1.3198 |
1.3267 |
1.3480 |
|
| S4 |
1.3001 |
1.3070 |
1.3426 |
|
|
| 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 |
1.3522 |
0.0231 |
1.7% |
0.0114 |
0.8% |
5% |
False |
True |
112,521 |
| 10 |
1.3856 |
1.3522 |
0.0334 |
2.5% |
0.0096 |
0.7% |
4% |
False |
True |
99,319 |
| 20 |
1.3917 |
1.3522 |
0.0395 |
2.9% |
0.0089 |
0.7% |
3% |
False |
True |
75,247 |
| 40 |
1.3960 |
1.3522 |
0.0438 |
3.2% |
0.0080 |
0.6% |
3% |
False |
True |
37,748 |
| 60 |
1.3986 |
1.3522 |
0.0464 |
3.4% |
0.0085 |
0.6% |
3% |
False |
True |
25,187 |
| 80 |
1.4193 |
1.3522 |
0.0671 |
5.0% |
0.0086 |
0.6% |
2% |
False |
True |
18,902 |
| 100 |
1.4251 |
1.3522 |
0.0729 |
5.4% |
0.0085 |
0.6% |
2% |
False |
True |
15,129 |
| 120 |
1.4251 |
1.3522 |
0.0729 |
5.4% |
0.0084 |
0.6% |
2% |
False |
True |
12,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4556 |
|
2.618 |
1.4235 |
|
1.618 |
1.4038 |
|
1.000 |
1.3916 |
|
0.618 |
1.3841 |
|
HIGH |
1.3719 |
|
0.618 |
1.3644 |
|
0.500 |
1.3621 |
|
0.382 |
1.3597 |
|
LOW |
1.3522 |
|
0.618 |
1.3400 |
|
1.000 |
1.3325 |
|
1.618 |
1.3203 |
|
2.618 |
1.3006 |
|
4.250 |
1.2685 |
|
|
| Fisher Pivots for day following 28-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3621 |
1.3630 |
| PP |
1.3592 |
1.3598 |
| S1 |
1.3563 |
1.3566 |
|