CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 18-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2021 |
18-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3672 |
1.3753 |
0.0081 |
0.6% |
1.3625 |
| High |
1.3774 |
1.3766 |
-0.0008 |
-0.1% |
1.3774 |
| Low |
1.3668 |
1.3706 |
0.0038 |
0.3% |
1.3568 |
| Close |
1.3750 |
1.3729 |
-0.0021 |
-0.2% |
1.3750 |
| Range |
0.0106 |
0.0060 |
-0.0046 |
-43.4% |
0.0206 |
| ATR |
0.0093 |
0.0090 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
88,018 |
91,492 |
3,474 |
3.9% |
407,822 |
|
| Daily Pivots for day following 18-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3914 |
1.3881 |
1.3762 |
|
| R3 |
1.3854 |
1.3821 |
1.3746 |
|
| R2 |
1.3794 |
1.3794 |
1.3740 |
|
| R1 |
1.3761 |
1.3761 |
1.3735 |
1.3748 |
| PP |
1.3734 |
1.3734 |
1.3734 |
1.3727 |
| S1 |
1.3701 |
1.3701 |
1.3724 |
1.3688 |
| S2 |
1.3674 |
1.3674 |
1.3718 |
|
| S3 |
1.3614 |
1.3641 |
1.3713 |
|
| S4 |
1.3554 |
1.3581 |
1.3696 |
|
|
| 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% |
0.0081 |
0.6% |
78% |
False |
False |
86,377 |
| 10 |
1.3774 |
1.3544 |
0.0230 |
1.7% |
0.0080 |
0.6% |
80% |
False |
False |
83,031 |
| 20 |
1.3774 |
1.3412 |
0.0362 |
2.6% |
0.0095 |
0.7% |
88% |
False |
False |
98,796 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0088 |
0.6% |
63% |
False |
False |
70,769 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0084 |
0.6% |
55% |
False |
False |
47,218 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0085 |
0.6% |
55% |
False |
False |
35,427 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0087 |
0.6% |
38% |
False |
False |
28,350 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0086 |
0.6% |
38% |
False |
False |
23,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4021 |
|
2.618 |
1.3923 |
|
1.618 |
1.3863 |
|
1.000 |
1.3826 |
|
0.618 |
1.3803 |
|
HIGH |
1.3766 |
|
0.618 |
1.3743 |
|
0.500 |
1.3736 |
|
0.382 |
1.3729 |
|
LOW |
1.3706 |
|
0.618 |
1.3669 |
|
1.000 |
1.3646 |
|
1.618 |
1.3609 |
|
2.618 |
1.3549 |
|
4.250 |
1.3451 |
|
|
| Fisher Pivots for day following 18-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3736 |
1.3725 |
| PP |
1.3734 |
1.3721 |
| S1 |
1.3731 |
1.3717 |
|