CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 19-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2021 |
19-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3753 |
1.3730 |
-0.0023 |
-0.2% |
1.3625 |
| High |
1.3766 |
1.3833 |
0.0067 |
0.5% |
1.3774 |
| Low |
1.3706 |
1.3727 |
0.0021 |
0.2% |
1.3568 |
| Close |
1.3729 |
1.3798 |
0.0069 |
0.5% |
1.3750 |
| Range |
0.0060 |
0.0106 |
0.0046 |
76.7% |
0.0206 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
1.2% |
0.0000 |
| Volume |
91,492 |
92,221 |
729 |
0.8% |
407,822 |
|
| Daily Pivots for day following 19-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4104 |
1.4057 |
1.3856 |
|
| R3 |
1.3998 |
1.3951 |
1.3827 |
|
| R2 |
1.3892 |
1.3892 |
1.3817 |
|
| R1 |
1.3845 |
1.3845 |
1.3808 |
1.3869 |
| PP |
1.3786 |
1.3786 |
1.3786 |
1.3798 |
| S1 |
1.3739 |
1.3739 |
1.3788 |
1.3763 |
| S2 |
1.3680 |
1.3680 |
1.3779 |
|
| S3 |
1.3574 |
1.3633 |
1.3769 |
|
| S4 |
1.3468 |
1.3527 |
1.3740 |
|
|
| 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 |
1.3833 |
1.3576 |
0.0257 |
1.9% |
0.0088 |
0.6% |
86% |
True |
False |
89,443 |
| 10 |
1.3833 |
1.3544 |
0.0289 |
2.1% |
0.0084 |
0.6% |
88% |
True |
False |
84,471 |
| 20 |
1.3833 |
1.3412 |
0.0421 |
3.1% |
0.0098 |
0.7% |
92% |
True |
False |
98,875 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0088 |
0.6% |
76% |
False |
False |
73,064 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0084 |
0.6% |
67% |
False |
False |
48,754 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0086 |
0.6% |
67% |
False |
False |
36,579 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0087 |
0.6% |
46% |
False |
False |
29,272 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0086 |
0.6% |
46% |
False |
False |
24,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4284 |
|
2.618 |
1.4111 |
|
1.618 |
1.4005 |
|
1.000 |
1.3939 |
|
0.618 |
1.3899 |
|
HIGH |
1.3833 |
|
0.618 |
1.3793 |
|
0.500 |
1.3780 |
|
0.382 |
1.3767 |
|
LOW |
1.3727 |
|
0.618 |
1.3661 |
|
1.000 |
1.3621 |
|
1.618 |
1.3555 |
|
2.618 |
1.3449 |
|
4.250 |
1.3277 |
|
|
| Fisher Pivots for day following 19-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3792 |
1.3782 |
| PP |
1.3786 |
1.3766 |
| S1 |
1.3780 |
1.3751 |
|