CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 29-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2021 |
29-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3706 |
1.3538 |
-0.0168 |
-1.2% |
1.3731 |
| High |
1.3719 |
1.3555 |
-0.0164 |
-1.2% |
1.3753 |
| Low |
1.3522 |
1.3412 |
-0.0110 |
-0.8% |
1.3610 |
| Close |
1.3534 |
1.3435 |
-0.0099 |
-0.7% |
1.3661 |
| Range |
0.0197 |
0.0143 |
-0.0054 |
-27.4% |
0.0143 |
| ATR |
0.0092 |
0.0095 |
0.0004 |
4.0% |
0.0000 |
| Volume |
161,102 |
128,044 |
-33,058 |
-20.5% |
522,981 |
|
| Daily Pivots for day following 29-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3896 |
1.3809 |
1.3514 |
|
| R3 |
1.3753 |
1.3666 |
1.3474 |
|
| R2 |
1.3610 |
1.3610 |
1.3461 |
|
| R1 |
1.3523 |
1.3523 |
1.3448 |
1.3495 |
| PP |
1.3467 |
1.3467 |
1.3467 |
1.3454 |
| S1 |
1.3380 |
1.3380 |
1.3422 |
1.3352 |
| S2 |
1.3324 |
1.3324 |
1.3409 |
|
| S3 |
1.3181 |
1.3237 |
1.3396 |
|
| S4 |
1.3038 |
1.3094 |
1.3356 |
|
|
| 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 |
1.3412 |
0.0341 |
2.5% |
0.0126 |
0.9% |
7% |
False |
True |
117,999 |
| 10 |
1.3855 |
1.3412 |
0.0443 |
3.3% |
0.0104 |
0.8% |
5% |
False |
True |
105,840 |
| 20 |
1.3917 |
1.3412 |
0.0505 |
3.8% |
0.0093 |
0.7% |
5% |
False |
True |
81,460 |
| 40 |
1.3960 |
1.3412 |
0.0548 |
4.1% |
0.0082 |
0.6% |
4% |
False |
True |
40,948 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.3% |
0.0085 |
0.6% |
4% |
False |
True |
27,320 |
| 80 |
1.4189 |
1.3412 |
0.0777 |
5.8% |
0.0086 |
0.6% |
3% |
False |
True |
20,503 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0086 |
0.6% |
3% |
False |
True |
16,409 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0085 |
0.6% |
3% |
False |
True |
13,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4163 |
|
2.618 |
1.3929 |
|
1.618 |
1.3786 |
|
1.000 |
1.3698 |
|
0.618 |
1.3643 |
|
HIGH |
1.3555 |
|
0.618 |
1.3500 |
|
0.500 |
1.3484 |
|
0.382 |
1.3467 |
|
LOW |
1.3412 |
|
0.618 |
1.3324 |
|
1.000 |
1.3269 |
|
1.618 |
1.3181 |
|
2.618 |
1.3038 |
|
4.250 |
1.2804 |
|
|
| Fisher Pivots for day following 29-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3484 |
1.3571 |
| PP |
1.3467 |
1.3526 |
| S1 |
1.3451 |
1.3480 |
|