CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 15-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2021 |
15-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3662 |
1.3672 |
0.0010 |
0.1% |
1.3625 |
| High |
1.3735 |
1.3774 |
0.0039 |
0.3% |
1.3774 |
| Low |
1.3659 |
1.3668 |
0.0009 |
0.1% |
1.3568 |
| Close |
1.3686 |
1.3750 |
0.0064 |
0.5% |
1.3750 |
| Range |
0.0076 |
0.0106 |
0.0030 |
39.5% |
0.0206 |
| ATR |
0.0092 |
0.0093 |
0.0001 |
1.1% |
0.0000 |
| Volume |
92,922 |
88,018 |
-4,904 |
-5.3% |
407,822 |
|
| Daily Pivots for day following 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4049 |
1.4005 |
1.3808 |
|
| R3 |
1.3943 |
1.3899 |
1.3779 |
|
| R2 |
1.3837 |
1.3837 |
1.3769 |
|
| R1 |
1.3793 |
1.3793 |
1.3760 |
1.3815 |
| PP |
1.3731 |
1.3731 |
1.3731 |
1.3742 |
| S1 |
1.3687 |
1.3687 |
1.3740 |
1.3709 |
| S2 |
1.3625 |
1.3625 |
1.3731 |
|
| S3 |
1.3519 |
1.3581 |
1.3721 |
|
| S4 |
1.3413 |
1.3475 |
1.3692 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4315 |
1.4239 |
1.3863 |
|
| R3 |
1.4109 |
1.4033 |
1.3807 |
|
| R2 |
1.3903 |
1.3903 |
1.3788 |
|
| R1 |
1.3827 |
1.3827 |
1.3769 |
1.3865 |
| PP |
1.3697 |
1.3697 |
1.3697 |
1.3717 |
| S1 |
1.3621 |
1.3621 |
1.3731 |
1.3659 |
| S2 |
1.3491 |
1.3491 |
1.3712 |
|
| S3 |
1.3285 |
1.3415 |
1.3693 |
|
| S4 |
1.3079 |
1.3209 |
1.3637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3774 |
1.3568 |
0.0206 |
1.5% |
0.0087 |
0.6% |
88% |
True |
False |
81,564 |
| 10 |
1.3774 |
1.3533 |
0.0241 |
1.8% |
0.0084 |
0.6% |
90% |
True |
False |
84,961 |
| 20 |
1.3774 |
1.3412 |
0.0362 |
2.6% |
0.0097 |
0.7% |
93% |
True |
False |
100,210 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0087 |
0.6% |
67% |
False |
False |
68,488 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0084 |
0.6% |
59% |
False |
False |
45,693 |
| 80 |
1.3989 |
1.3412 |
0.0577 |
4.2% |
0.0085 |
0.6% |
59% |
False |
False |
34,283 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0087 |
0.6% |
40% |
False |
False |
27,436 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0086 |
0.6% |
40% |
False |
False |
22,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4225 |
|
2.618 |
1.4052 |
|
1.618 |
1.3946 |
|
1.000 |
1.3880 |
|
0.618 |
1.3840 |
|
HIGH |
1.3774 |
|
0.618 |
1.3734 |
|
0.500 |
1.3721 |
|
0.382 |
1.3708 |
|
LOW |
1.3668 |
|
0.618 |
1.3602 |
|
1.000 |
1.3562 |
|
1.618 |
1.3496 |
|
2.618 |
1.3390 |
|
4.250 |
1.3218 |
|
|
| Fisher Pivots for day following 15-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3740 |
1.3725 |
| PP |
1.3731 |
1.3700 |
| S1 |
1.3721 |
1.3675 |
|