CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 08-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2021 |
08-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3584 |
1.3615 |
0.0031 |
0.2% |
1.3547 |
| High |
1.3640 |
1.3668 |
0.0028 |
0.2% |
1.3668 |
| Low |
1.3571 |
1.3584 |
0.0013 |
0.1% |
1.3533 |
| Close |
1.3621 |
1.3621 |
0.0000 |
0.0% |
1.3621 |
| Range |
0.0069 |
0.0084 |
0.0015 |
21.7% |
0.0135 |
| ATR |
0.0094 |
0.0094 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
79,542 |
75,868 |
-3,674 |
-4.6% |
441,793 |
|
| Daily Pivots for day following 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3876 |
1.3833 |
1.3667 |
|
| R3 |
1.3792 |
1.3749 |
1.3644 |
|
| R2 |
1.3708 |
1.3708 |
1.3636 |
|
| R1 |
1.3665 |
1.3665 |
1.3629 |
1.3687 |
| PP |
1.3624 |
1.3624 |
1.3624 |
1.3635 |
| S1 |
1.3581 |
1.3581 |
1.3613 |
1.3603 |
| S2 |
1.3540 |
1.3540 |
1.3606 |
|
| S3 |
1.3456 |
1.3497 |
1.3598 |
|
| S4 |
1.3372 |
1.3413 |
1.3575 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4012 |
1.3952 |
1.3695 |
|
| R3 |
1.3877 |
1.3817 |
1.3658 |
|
| R2 |
1.3742 |
1.3742 |
1.3646 |
|
| R1 |
1.3682 |
1.3682 |
1.3633 |
1.3712 |
| PP |
1.3607 |
1.3607 |
1.3607 |
1.3623 |
| S1 |
1.3547 |
1.3547 |
1.3609 |
1.3577 |
| S2 |
1.3472 |
1.3472 |
1.3596 |
|
| S3 |
1.3337 |
1.3412 |
1.3584 |
|
| S4 |
1.3202 |
1.3277 |
1.3547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3668 |
1.3533 |
0.0135 |
1.0% |
0.0082 |
0.6% |
65% |
True |
False |
88,358 |
| 10 |
1.3730 |
1.3412 |
0.0318 |
2.3% |
0.0107 |
0.8% |
66% |
False |
False |
107,341 |
| 20 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0098 |
0.7% |
41% |
False |
False |
99,711 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0087 |
0.6% |
41% |
False |
False |
58,318 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0085 |
0.6% |
36% |
False |
False |
38,905 |
| 80 |
1.4011 |
1.3412 |
0.0599 |
4.4% |
0.0087 |
0.6% |
35% |
False |
False |
29,189 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0087 |
0.6% |
25% |
False |
False |
23,359 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0085 |
0.6% |
25% |
False |
False |
19,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4025 |
|
2.618 |
1.3888 |
|
1.618 |
1.3804 |
|
1.000 |
1.3752 |
|
0.618 |
1.3720 |
|
HIGH |
1.3668 |
|
0.618 |
1.3636 |
|
0.500 |
1.3626 |
|
0.382 |
1.3616 |
|
LOW |
1.3584 |
|
0.618 |
1.3532 |
|
1.000 |
1.3500 |
|
1.618 |
1.3448 |
|
2.618 |
1.3364 |
|
4.250 |
1.3227 |
|
|
| Fisher Pivots for day following 08-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3626 |
1.3616 |
| PP |
1.3624 |
1.3611 |
| S1 |
1.3623 |
1.3606 |
|