CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 01-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2021 |
01-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3428 |
1.3471 |
0.0043 |
0.3% |
1.3668 |
| High |
1.3517 |
1.3576 |
0.0059 |
0.4% |
1.3730 |
| Low |
1.3416 |
1.3434 |
0.0018 |
0.1% |
1.3412 |
| Close |
1.3475 |
1.3554 |
0.0079 |
0.6% |
1.3554 |
| Range |
0.0101 |
0.0142 |
0.0041 |
40.6% |
0.0318 |
| ATR |
0.0096 |
0.0099 |
0.0003 |
3.5% |
0.0000 |
| Volume |
130,834 |
122,690 |
-8,144 |
-6.2% |
631,617 |
|
| Daily Pivots for day following 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3947 |
1.3893 |
1.3632 |
|
| R3 |
1.3805 |
1.3751 |
1.3593 |
|
| R2 |
1.3663 |
1.3663 |
1.3580 |
|
| R1 |
1.3609 |
1.3609 |
1.3567 |
1.3636 |
| PP |
1.3521 |
1.3521 |
1.3521 |
1.3535 |
| S1 |
1.3467 |
1.3467 |
1.3541 |
1.3494 |
| S2 |
1.3379 |
1.3379 |
1.3528 |
|
| S3 |
1.3237 |
1.3325 |
1.3515 |
|
| S4 |
1.3095 |
1.3183 |
1.3476 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4519 |
1.4355 |
1.3729 |
|
| R3 |
1.4201 |
1.4037 |
1.3641 |
|
| R2 |
1.3883 |
1.3883 |
1.3612 |
|
| R1 |
1.3719 |
1.3719 |
1.3583 |
1.3642 |
| PP |
1.3565 |
1.3565 |
1.3565 |
1.3527 |
| S1 |
1.3401 |
1.3401 |
1.3525 |
1.3324 |
| S2 |
1.3247 |
1.3247 |
1.3496 |
|
| S3 |
1.2929 |
1.3083 |
1.3467 |
|
| S4 |
1.2611 |
1.2765 |
1.3379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3730 |
1.3412 |
0.0318 |
2.3% |
0.0131 |
1.0% |
45% |
False |
False |
126,323 |
| 10 |
1.3753 |
1.3412 |
0.0341 |
2.5% |
0.0110 |
0.8% |
42% |
False |
False |
115,459 |
| 20 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0098 |
0.7% |
28% |
False |
False |
93,990 |
| 40 |
1.3935 |
1.3412 |
0.0523 |
3.9% |
0.0085 |
0.6% |
27% |
False |
False |
47,283 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0087 |
0.6% |
25% |
False |
False |
31,545 |
| 80 |
1.4186 |
1.3412 |
0.0774 |
5.7% |
0.0088 |
0.6% |
18% |
False |
False |
23,671 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0086 |
0.6% |
17% |
False |
False |
18,941 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0085 |
0.6% |
17% |
False |
False |
15,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4180 |
|
2.618 |
1.3948 |
|
1.618 |
1.3806 |
|
1.000 |
1.3718 |
|
0.618 |
1.3664 |
|
HIGH |
1.3576 |
|
0.618 |
1.3522 |
|
0.500 |
1.3505 |
|
0.382 |
1.3488 |
|
LOW |
1.3434 |
|
0.618 |
1.3346 |
|
1.000 |
1.3292 |
|
1.618 |
1.3204 |
|
2.618 |
1.3062 |
|
4.250 |
1.2831 |
|
|
| Fisher Pivots for day following 01-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3538 |
1.3534 |
| PP |
1.3521 |
1.3514 |
| S1 |
1.3505 |
1.3494 |
|