CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 04-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2021 |
04-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3471 |
1.3547 |
0.0076 |
0.6% |
1.3668 |
| High |
1.3576 |
1.3641 |
0.0065 |
0.5% |
1.3730 |
| Low |
1.3434 |
1.3533 |
0.0099 |
0.7% |
1.3412 |
| Close |
1.3554 |
1.3615 |
0.0061 |
0.5% |
1.3554 |
| Range |
0.0142 |
0.0108 |
-0.0034 |
-23.9% |
0.0318 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
0.7% |
0.0000 |
| Volume |
122,690 |
110,790 |
-11,900 |
-9.7% |
631,617 |
|
| Daily Pivots for day following 04-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3920 |
1.3876 |
1.3674 |
|
| R3 |
1.3812 |
1.3768 |
1.3645 |
|
| R2 |
1.3704 |
1.3704 |
1.3635 |
|
| R1 |
1.3660 |
1.3660 |
1.3625 |
1.3682 |
| PP |
1.3596 |
1.3596 |
1.3596 |
1.3608 |
| S1 |
1.3552 |
1.3552 |
1.3605 |
1.3574 |
| S2 |
1.3488 |
1.3488 |
1.3595 |
|
| S3 |
1.3380 |
1.3444 |
1.3585 |
|
| S4 |
1.3272 |
1.3336 |
1.3556 |
|
|
| 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 |
1.3719 |
1.3412 |
0.0307 |
2.3% |
0.0138 |
1.0% |
66% |
False |
False |
130,692 |
| 10 |
1.3753 |
1.3412 |
0.0341 |
2.5% |
0.0111 |
0.8% |
60% |
False |
False |
114,560 |
| 20 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0100 |
0.7% |
40% |
False |
False |
99,307 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0086 |
0.6% |
40% |
False |
False |
50,049 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0086 |
0.6% |
35% |
False |
False |
33,391 |
| 80 |
1.4186 |
1.3412 |
0.0774 |
5.7% |
0.0088 |
0.6% |
26% |
False |
False |
25,056 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0086 |
0.6% |
24% |
False |
False |
20,049 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0086 |
0.6% |
24% |
False |
False |
16,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4100 |
|
2.618 |
1.3924 |
|
1.618 |
1.3816 |
|
1.000 |
1.3749 |
|
0.618 |
1.3708 |
|
HIGH |
1.3641 |
|
0.618 |
1.3600 |
|
0.500 |
1.3587 |
|
0.382 |
1.3574 |
|
LOW |
1.3533 |
|
0.618 |
1.3466 |
|
1.000 |
1.3425 |
|
1.618 |
1.3358 |
|
2.618 |
1.3250 |
|
4.250 |
1.3074 |
|
|
| Fisher Pivots for day following 04-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3606 |
1.3586 |
| PP |
1.3596 |
1.3557 |
| S1 |
1.3587 |
1.3529 |
|