CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 13-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2021 |
13-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3600 |
1.3590 |
-0.0010 |
-0.1% |
1.3547 |
| High |
1.3639 |
1.3666 |
0.0027 |
0.2% |
1.3668 |
| Low |
1.3568 |
1.3576 |
0.0008 |
0.1% |
1.3533 |
| Close |
1.3595 |
1.3643 |
0.0048 |
0.4% |
1.3621 |
| Range |
0.0071 |
0.0090 |
0.0019 |
26.8% |
0.0135 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
76,894 |
82,563 |
5,669 |
7.4% |
441,793 |
|
| Daily Pivots for day following 13-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3898 |
1.3861 |
1.3693 |
|
| R3 |
1.3808 |
1.3771 |
1.3668 |
|
| R2 |
1.3718 |
1.3718 |
1.3660 |
|
| R1 |
1.3681 |
1.3681 |
1.3651 |
1.3700 |
| PP |
1.3628 |
1.3628 |
1.3628 |
1.3638 |
| S1 |
1.3591 |
1.3591 |
1.3635 |
1.3610 |
| S2 |
1.3538 |
1.3538 |
1.3627 |
|
| S3 |
1.3448 |
1.3501 |
1.3618 |
|
| S4 |
1.3358 |
1.3411 |
1.3594 |
|
|
| 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 |
1.3568 |
0.0107 |
0.8% |
0.0081 |
0.6% |
70% |
False |
False |
76,458 |
| 10 |
1.3675 |
1.3416 |
0.0259 |
1.9% |
0.0091 |
0.7% |
88% |
False |
False |
92,219 |
| 20 |
1.3855 |
1.3412 |
0.0443 |
3.2% |
0.0097 |
0.7% |
52% |
False |
False |
99,030 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0087 |
0.6% |
46% |
False |
False |
63,975 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0084 |
0.6% |
40% |
False |
False |
42,681 |
| 80 |
1.4001 |
1.3412 |
0.0589 |
4.3% |
0.0085 |
0.6% |
39% |
False |
False |
32,022 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0087 |
0.6% |
28% |
False |
False |
25,626 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0085 |
0.6% |
28% |
False |
False |
21,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4049 |
|
2.618 |
1.3902 |
|
1.618 |
1.3812 |
|
1.000 |
1.3756 |
|
0.618 |
1.3722 |
|
HIGH |
1.3666 |
|
0.618 |
1.3632 |
|
0.500 |
1.3621 |
|
0.382 |
1.3610 |
|
LOW |
1.3576 |
|
0.618 |
1.3520 |
|
1.000 |
1.3486 |
|
1.618 |
1.3430 |
|
2.618 |
1.3340 |
|
4.250 |
1.3194 |
|
|
| Fisher Pivots for day following 13-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3636 |
1.3636 |
| PP |
1.3628 |
1.3629 |
| S1 |
1.3621 |
1.3622 |
|