CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3538 |
1.3428 |
-0.0110 |
-0.8% |
1.3731 |
| High |
1.3555 |
1.3517 |
-0.0038 |
-0.3% |
1.3753 |
| Low |
1.3412 |
1.3416 |
0.0004 |
0.0% |
1.3610 |
| Close |
1.3435 |
1.3475 |
0.0040 |
0.3% |
1.3661 |
| Range |
0.0143 |
0.0101 |
-0.0042 |
-29.4% |
0.0143 |
| ATR |
0.0095 |
0.0096 |
0.0000 |
0.4% |
0.0000 |
| Volume |
128,044 |
130,834 |
2,790 |
2.2% |
522,981 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3772 |
1.3725 |
1.3531 |
|
| R3 |
1.3671 |
1.3624 |
1.3503 |
|
| R2 |
1.3570 |
1.3570 |
1.3494 |
|
| R1 |
1.3523 |
1.3523 |
1.3484 |
1.3547 |
| PP |
1.3469 |
1.3469 |
1.3469 |
1.3481 |
| S1 |
1.3422 |
1.3422 |
1.3466 |
1.3446 |
| S2 |
1.3368 |
1.3368 |
1.3456 |
|
| S3 |
1.3267 |
1.3321 |
1.3447 |
|
| S4 |
1.3166 |
1.3220 |
1.3419 |
|
|
| 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 |
1.3738 |
1.3412 |
0.0326 |
2.4% |
0.0118 |
0.9% |
19% |
False |
False |
118,174 |
| 10 |
1.3814 |
1.3412 |
0.0402 |
3.0% |
0.0105 |
0.8% |
16% |
False |
False |
110,535 |
| 20 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0095 |
0.7% |
12% |
False |
False |
87,937 |
| 40 |
1.3951 |
1.3412 |
0.0539 |
4.0% |
0.0083 |
0.6% |
12% |
False |
False |
44,218 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.3% |
0.0085 |
0.6% |
11% |
False |
False |
29,501 |
| 80 |
1.4189 |
1.3412 |
0.0777 |
5.8% |
0.0087 |
0.6% |
8% |
False |
False |
22,137 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0085 |
0.6% |
8% |
False |
False |
17,717 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0085 |
0.6% |
8% |
False |
False |
14,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3946 |
|
2.618 |
1.3781 |
|
1.618 |
1.3680 |
|
1.000 |
1.3618 |
|
0.618 |
1.3579 |
|
HIGH |
1.3517 |
|
0.618 |
1.3478 |
|
0.500 |
1.3467 |
|
0.382 |
1.3455 |
|
LOW |
1.3416 |
|
0.618 |
1.3354 |
|
1.000 |
1.3315 |
|
1.618 |
1.3253 |
|
2.618 |
1.3152 |
|
4.250 |
1.2987 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3472 |
1.3566 |
| PP |
1.3469 |
1.3535 |
| S1 |
1.3467 |
1.3505 |
|