CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 12-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3625 |
1.3600 |
-0.0025 |
-0.2% |
1.3547 |
| High |
1.3675 |
1.3639 |
-0.0036 |
-0.3% |
1.3668 |
| Low |
1.3585 |
1.3568 |
-0.0017 |
-0.1% |
1.3533 |
| Close |
1.3609 |
1.3595 |
-0.0014 |
-0.1% |
1.3621 |
| Range |
0.0090 |
0.0071 |
-0.0019 |
-21.1% |
0.0135 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
67,425 |
76,894 |
9,469 |
14.0% |
441,793 |
|
| Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3814 |
1.3775 |
1.3634 |
|
| R3 |
1.3743 |
1.3704 |
1.3615 |
|
| R2 |
1.3672 |
1.3672 |
1.3608 |
|
| R1 |
1.3633 |
1.3633 |
1.3602 |
1.3617 |
| PP |
1.3601 |
1.3601 |
1.3601 |
1.3593 |
| S1 |
1.3562 |
1.3562 |
1.3588 |
1.3546 |
| S2 |
1.3530 |
1.3530 |
1.3582 |
|
| S3 |
1.3459 |
1.3491 |
1.3575 |
|
| S4 |
1.3388 |
1.3420 |
1.3556 |
|
|
| 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 |
1.3675 |
1.3544 |
0.0131 |
1.0% |
0.0080 |
0.6% |
39% |
False |
False |
79,500 |
| 10 |
1.3675 |
1.3412 |
0.0263 |
1.9% |
0.0096 |
0.7% |
70% |
False |
False |
96,768 |
| 20 |
1.3856 |
1.3412 |
0.0444 |
3.3% |
0.0096 |
0.7% |
41% |
False |
False |
98,043 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0087 |
0.6% |
36% |
False |
False |
61,923 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0085 |
0.6% |
32% |
False |
False |
41,307 |
| 80 |
1.4001 |
1.3412 |
0.0589 |
4.3% |
0.0086 |
0.6% |
31% |
False |
False |
30,993 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0087 |
0.6% |
22% |
False |
False |
24,801 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0085 |
0.6% |
22% |
False |
False |
20,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3941 |
|
2.618 |
1.3825 |
|
1.618 |
1.3754 |
|
1.000 |
1.3710 |
|
0.618 |
1.3683 |
|
HIGH |
1.3639 |
|
0.618 |
1.3612 |
|
0.500 |
1.3604 |
|
0.382 |
1.3595 |
|
LOW |
1.3568 |
|
0.618 |
1.3524 |
|
1.000 |
1.3497 |
|
1.618 |
1.3453 |
|
2.618 |
1.3382 |
|
4.250 |
1.3266 |
|
|
| Fisher Pivots for day following 12-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3604 |
1.3622 |
| PP |
1.3601 |
1.3613 |
| S1 |
1.3598 |
1.3604 |
|