CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 14-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2021 |
14-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3590 |
1.3662 |
0.0072 |
0.5% |
1.3547 |
| High |
1.3666 |
1.3735 |
0.0069 |
0.5% |
1.3668 |
| Low |
1.3576 |
1.3659 |
0.0083 |
0.6% |
1.3533 |
| Close |
1.3643 |
1.3686 |
0.0043 |
0.3% |
1.3621 |
| Range |
0.0090 |
0.0076 |
-0.0014 |
-15.6% |
0.0135 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0000 |
| Volume |
82,563 |
92,922 |
10,359 |
12.5% |
441,793 |
|
| Daily Pivots for day following 14-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3921 |
1.3880 |
1.3728 |
|
| R3 |
1.3845 |
1.3804 |
1.3707 |
|
| R2 |
1.3769 |
1.3769 |
1.3700 |
|
| R1 |
1.3728 |
1.3728 |
1.3693 |
1.3749 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3704 |
| S1 |
1.3652 |
1.3652 |
1.3679 |
1.3673 |
| S2 |
1.3617 |
1.3617 |
1.3672 |
|
| S3 |
1.3541 |
1.3576 |
1.3665 |
|
| S4 |
1.3465 |
1.3500 |
1.3644 |
|
|
| 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 |
1.3735 |
1.3568 |
0.0167 |
1.2% |
0.0082 |
0.6% |
71% |
True |
False |
79,134 |
| 10 |
1.3735 |
1.3434 |
0.0301 |
2.2% |
0.0088 |
0.6% |
84% |
True |
False |
88,428 |
| 20 |
1.3814 |
1.3412 |
0.0402 |
2.9% |
0.0097 |
0.7% |
68% |
False |
False |
99,482 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0087 |
0.6% |
54% |
False |
False |
66,293 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0083 |
0.6% |
48% |
False |
False |
44,228 |
| 80 |
1.4001 |
1.3412 |
0.0589 |
4.3% |
0.0085 |
0.6% |
47% |
False |
False |
33,184 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0087 |
0.6% |
33% |
False |
False |
26,555 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0085 |
0.6% |
33% |
False |
False |
22,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4058 |
|
2.618 |
1.3934 |
|
1.618 |
1.3858 |
|
1.000 |
1.3811 |
|
0.618 |
1.3782 |
|
HIGH |
1.3735 |
|
0.618 |
1.3706 |
|
0.500 |
1.3697 |
|
0.382 |
1.3688 |
|
LOW |
1.3659 |
|
0.618 |
1.3612 |
|
1.000 |
1.3583 |
|
1.618 |
1.3536 |
|
2.618 |
1.3460 |
|
4.250 |
1.3336 |
|
|
| Fisher Pivots for day following 14-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3697 |
1.3675 |
| PP |
1.3693 |
1.3663 |
| S1 |
1.3690 |
1.3652 |
|